The identification of primal variables and adjoint variables is usually done via indices in operator overloading algorithmic differentiation tools. One approach is a linear management scheme, which is easy to implement and supports memory optimization for copy statements. An alternative approach performs a reuse of indices, which requires more implementation effort but results in much smaller adjoint vectors. Therefore, the vector mode of algorithmic differentiation scales better with the reuse management scheme. In this paper, we present a novel approach that reuses the indices and allows the copy optimization, thus combining the advantages of the two aforementioned schemes. The new approach is compared to the known approaches on a simple synthetic test case and a real-world example using the computational fluid dynamics solver SU2.
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We extend classical work by Janusz Czelakowski on the closure properties of the class of matrix models of entailment relations - nowadays more commonly called multiple-conclusion logics - to the setting of non-deterministic matrices (Nmatrices), characterizing the Nmatrix models of an arbitrary logic through a generalization of the standard class operators to the non-deterministic setting. We highlight the main differences that appear in this more general setting, in particular: the possibility to obtain Nmatrix quotients using any compatible equivalence relation (not necessarily a congruence); the problem of determining when strict homomorphisms preserve the logic of a given Nmatrix; the fact that the operations of taking images and preimages cannot be swapped, which determines the exact sequence of operators that generates, from any complete semantics, the class of all Nmatrix models of a logic. Many results, on the other hand, generalize smoothly to the non-deterministic setting: we show for instance that a logic is finitely based if and only if both the class of its Nmatrix models and its complement are closed under ultraproducts. We conclude by mentioning possible developments in adapting the Abstract Algebraic Logic approach to logics induced by Nmatrices and the associated equational reasoning over non-deterministic algebras.
We present a priori error estimates for a multirate time-stepping scheme for coupled differential equations. The discretization is based on Galerkin methods in time using two different time meshes for two parts of the problem. We aim at surface coupled multiphysics problems like two-phase flows. Special focus is on the handling of the interface coupling to guarantee a coercive formulation as key to optimal order error estimates. In a sequence of increasing complexity, we begin with the coupling of two ordinary differential equations, coupled heat conduction equation, and finally a coupled Stokes problem. For this we show optimal multi-rate estimates in velocity and a suboptimal result in pressure. The a priori estimates prove that the multirate method decouples the two subproblems exactly. This is the basis for adaptive methods which can choose optimal lattices for the respective subproblems.
We discuss recently developed methods that quantify the stability and generalizability of statistical findings under distributional changes. In many practical problems, the data is not drawn i.i.d. from the target population. For example, unobserved sampling bias, batch effects, or unknown associations might inflate the variance compared to i.i.d. sampling. For reliable statistical inference, it is thus necessary to account for these types of variation. We discuss and review two methods that allow quantifying distribution stability based on a single dataset. The first method computes the sensitivity of a parameter under worst-case distributional perturbations to understand which types of shift pose a threat to external validity. The second method treats distributional shifts as random which allows assessing average robustness (instead of worst-case). Based on a stability analysis of multiple estimators on a single dataset, it integrates both sampling and distributional uncertainty into a single confidence interval.
We construct and analyze a message-passing algorithm for random constraint satisfaction problems (CSPs) at large clause density, generalizing work of El Alaoui, Montanari, and Sellke for Maximum Cut [arXiv:2111.06813] through a connection between random CSPs and mean-field Ising spin glasses. For CSPs with even predicates, the algorithm asymptotically solves a stochastic optimal control problem dual to an extended Parisi variational principle. This gives an optimal fraction of satisfied constraints among algorithms obstructed by the branching overlap gap property of Huang and Sellke [arXiv:2110.07847], notably including the Quantum Approximate Optimization Algorithm and all quantum circuits on a bounded-degree architecture of up to $\epsilon \cdot \log n$ depth.
Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this paper, we examine the consistency of GCV for estimating the prediction risk of arbitrary ensembles of penalized least squares estimators. We show that GCV is inconsistent for any finite ensemble of size greater than one. Towards repairing this shortcoming, we identify a correction that involves an additional scalar correction (in an additive sense) based on degrees of freedom adjusted training errors from each ensemble component. The proposed estimator (termed CGCV) maintains the computational advantages of GCV and requires neither sample splitting, model refitting, or out-of-bag risk estimation. The estimator stems from a finer inspection of ensemble risk decomposition and two intermediate risk estimators for the components in this decomposition. We provide a non-asymptotic analysis of the CGCV and the two intermediate risk estimators for ensembles of convex penalized estimators under Gaussian features and a linear response model. In the special case of ridge regression, we extend the analysis to general feature and response distributions using random matrix theory, which establishes model-free uniform consistency of CGCV.
Fitted finite element methods are constructed for a singularly perturbed convection-diffusion problem in two space dimensions. Exponential splines as basis functions are combined with Shishkin meshes to obtain a stable parameter-uniform numerical method. These schemes satisfy a discrete maximum principle. In the classical case, the numerical approximations converge, in the maximum pointwise norm, at a rate of second order and the approximations converge at a rate of first order for all values of the singular perturbation parameter.
Preference-based optimization algorithms are iterative procedures that seek the optimal calibration of a decision vector based only on comparisons between couples of different tunings. At each iteration, a human decision-maker expresses a preference between two calibrations (samples), highlighting which one, if any, is better than the other. The optimization procedure must use the observed preferences to find the tuning of the decision vector that is most preferred by the decision-maker, while also minimizing the number of comparisons. In this work, we formulate the preference-based optimization problem from a utility theory perspective. Then, we propose GLISp-r, an extension of a recent preference-based optimization procedure called GLISp. The latter uses a Radial Basis Function surrogate to describe the tastes of the decision-maker. Iteratively, GLISp proposes new samples to compare with the best calibration available by trading off exploitation of the surrogate model and exploration of the decision space. In GLISp-r, we propose a different criterion to use when looking for new candidate samples that is inspired by MSRS, a popular procedure in the black-box optimization framework. Compared to GLISp, GLISp-r is less likely to get stuck on local optima of the preference-based optimization problem. We motivate this claim theoretically, with a proof of global convergence, and empirically, by comparing the performances of GLISp and GLISp-r on several benchmark optimization problems.
Branching process inspired models are widely used to estimate the effective reproduction number -- a useful summary statistic describing an infectious disease outbreak -- using counts of new cases. Case data is a real-time indicator of changes in the reproduction number, but is challenging to work with because cases fluctuate due to factors unrelated to the number of new infections. We develop a new model that incorporates the number of diagnostic tests as a surveillance model covariate. Using simulated data and data from the SARS-CoV-2 pandemic in California, we demonstrate that incorporating tests leads to improved performance over the state-of-the-art.
We investigate a class of parametric elliptic semilinear partial differential equations of second order with homogeneous essential boundary conditions, where the coefficients and the right-hand side (and hence the solution) may depend on a parameter. This model can be seen as a reaction-diffusion problem with a polynomial nonlinearity in the reaction term. The efficiency of various numerical approximations across the entire parameter space is closely related to the regularity of the solution with respect to the parameter. We show that if the coefficients and the right-hand side are analytic or Gevrey class regular with respect to the parameter, the same type of parametric regularity is valid for the solution. The key ingredient of the proof is the combination of the alternative-to-factorial technique from our previous work [1] with a novel argument for the treatment of the power-type nonlinearity in the reaction term. As an application of this abstract result, we obtain rigorous convergence estimates for numerical integration of semilinear reaction-diffusion problems with random coefficients using Gaussian and Quasi-Monte Carlo quadrature. Our theoretical findings are confirmed in numerical experiments.
Effective application of mathematical models to interpret biological data and make accurate predictions often requires that model parameters are identifiable. Approaches to assess the so-called structural identifiability of models are well-established for ordinary differential equation models, yet there are no commonly adopted approaches that can be applied to assess the structural identifiability of the partial differential equation (PDE) models that are requisite to capture spatial features inherent to many phenomena. The differential algebra approach to structural identifiability has recently been demonstrated to be applicable to several specific PDE models. In this brief article, we present general methodology for performing structural identifiability analysis on partially observed linear reaction-advection-diffusion (RAD) PDE models. We show that the differential algebra approach can always, in theory, be applied to linear RAD models. Moreover, despite the perceived complexity introduced by the addition of advection and diffusion terms, identifiability of spatial analogues of non-spatial models cannot decrease structural identifiability. Finally, we show that our approach can also be applied to a class of non-linear PDE models that are linear in the unobserved variables, and conclude by discussing future possibilities and computational cost of performing structural identifiability analysis on more general PDE models in mathematical biology.
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