We present a novel generalized convolution quadrature method that accurately approximates convolution integrals. During the late 1980s, Lubich introduced convolution quadrature techniques, which have now emerged as a prevalent methodology in this field. However, these techniques were limited to constant time stepping, and only in the last decade generalized convolution quadrature based on the implicit Euler and Runge-Kutta methods have been developed, allowing for variable time stepping. In this paper, we introduce and analyze a new generalized convolution quadrature method based on the trapezoidal rule. Crucial for the analysis is the connection to a new modified divided difference formula that we establish. Numerical experiments demonstrate the effectiveness of our method in achieving highly accurate and reliable results.
Synthetic time series are often used in practical applications to augment the historical time series dataset for better performance of machine learning algorithms, amplify the occurrence of rare events, and also create counterfactual scenarios described by the time series. Distributional-similarity (which we refer to as realism) as well as the satisfaction of certain numerical constraints are common requirements in counterfactual time series scenario generation requests. For instance, the US Federal Reserve publishes synthetic market stress scenarios given by the constrained time series for financial institutions to assess their performance in hypothetical recessions. Existing approaches for generating constrained time series usually penalize training loss to enforce constraints, and reject non-conforming samples. However, these approaches would require re-training if we change constraints, and rejection sampling can be computationally expensive, or impractical for complex constraints. In this paper, we propose a novel set of methods to tackle the constrained time series generation problem and provide efficient sampling while ensuring the realism of generated time series. In particular, we frame the problem using a constrained optimization framework and then we propose a set of generative methods including ``GuidedDiffTime'', a guided diffusion model to generate realistic time series. Empirically, we evaluate our work on several datasets for financial and energy data, where incorporating constraints is critical. We show that our approaches outperform existing work both qualitatively and quantitatively. Most importantly, we show that our ``GuidedDiffTime'' model is the only solution where re-training is not necessary for new constraints, resulting in a significant carbon footprint reduction.
Dynamic programming on various graph decompositions is one of the most fundamental techniques used in parameterized complexity. Unfortunately, even if we consider concepts as simple as path or tree decompositions, such dynamic programming uses space that is exponential in the decomposition's width, and there are good reasons to believe that this is necessary. However, it has been shown that in graphs of low treedepth it is possible to design algorithms which achieve polynomial space complexity without requiring worse time complexity than their counterparts working on tree decompositions of bounded width. Here, treedepth is a graph parameter that, intuitively speaking, takes into account both the depth and the width of a tree decomposition of the graph, rather than the width alone. Motivated by the above, we consider graphs that admit clique expressions with bounded depth and label count, or equivalently, graphs of low shrubdepth (sd). Here, sd is a bounded-depth analogue of cliquewidth, in the same way as td is a bounded-depth analogue of treewidth. We show that also in this setting, bounding the depth of the decomposition is a deciding factor for improving the space complexity. Precisely, we prove that on $n$-vertex graphs equipped with a tree-model (a decomposition notion underlying sd) of depth $d$ and using $k$ labels, we can solve - Independent Set in time $2^{O(dk)}\cdot n^{O(1)}$ using $O(dk^2\log n)$ space; - Max Cut in time $n^{O(dk)}$ using $O(dk\log n)$ space; and - Dominating Set in time $2^{O(dk)}\cdot n^{O(1)}$ using $n^{O(1)}$ space via a randomized algorithm. We also establish a lower bound, conditional on a certain assumption about the complexity of Longest Common Subsequence, which shows that at least in the case of IS the exponent of the parametric factor in the time complexity has to grow with $d$ if one wishes to keep the space complexity polynomial.
Micro-computed tomography (micro-CT) is a widely used state-of-the-art instrument employed to study the morphological structures of objects in various fields. However, its small field-of-view (FOV) cannot meet the pressing demand for imaging relatively large objects at high spatial resolutions. Recently, we devised a novel scanning mode called multiple source translation CT (mSTCT) that effectively enlarges the FOV of the micro-CT and correspondingly developed a virtual projection-based filtered backprojection (V-FBP) algorithm for reconstruction. Although V-FBP skillfully solves the truncation problem in mSTCT, it requires densely sampled projections to arrive at high-resolution reconstruction, which reduces imaging efficiency. In this paper, we developed two backprojection-filtration (BPF)-based algorithms for mSTCT: S-BPF (derivatives along source) and D-BPF (derivatives along detector). D-BPF can achieve high-resolution reconstruction with fewer projections than V-FBP and S-BPF. Through simulated and real experiments conducted in this paper, we demonstrate that D-BPF can reduce source sampling by 75% compared with V-FBP at the same spatial resolution, which makes mSTCT more feasible in practice. Meanwhile, S-BPF can yield more stable results than D-BPF, which is similar to V-FBP.
This study proposes novel control methods that lower impact force by preemptive movement and smoothly transition to conventional contact impedance control. These suggested techniques are for force control-based robots and position/velocity control-based robots, respectively. Strong impact forces have a negative influence on multiple robotic tasks. Recently, preemptive impact reduction techniques that expand conventional contact impedance control by using proximity sensors have been examined. However, a seamless transition from impact reduction to contact impedance control has not yet been accomplished. The proposed methods utilize a serial combined impedance control framework to solve this problem. The preemptive impact reduction feature can be added to the already implemented impedance controller because the parameter design is divided into impact reduction and contact impedance control. There is no undesirable contact force during the transition. Furthermore, even though the preemptive impact reduction employs a crude optical proximity sensor, the influence of reflectance is minimized using a virtual viscous force. Analyses and real-world experiments confirm these benefits.
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while using only curvature information in a few directions. Consequently, the computational overhead of our method remains comparable to the first-order such as the gradient descent method. Theoretically, we show that the method has a local quadratic convergence and a global convergence rate of $O(\epsilon^{-3/2})$ to satisfy the first-order and second-order conditions if the subspace satisfies a commonly adopted approximated Hessian assumption. We further show that this assumption can be removed if we perform a corrector step using a Krylov-like method periodically at the end stage of the algorithm. The applicability and performance of DRSOM are exhibited by various computational experiments, including $L_2 - L_p$ minimization, CUTEst problems, and sensor network localization.
To integrate large systems of nonlinear differential equations in time, we consider a variant of nonlinear waveform relaxation (also known as dynamic iteration or Picard-Lindel\"of iteration), where at each iteration a linear inhomogeneous system of differential equations has to be solved. This is done by the exponential block Krylov subspace (EBK) method. Thus, we have an inner-outer iterative method, where iterative approximations are determined over a certain time interval, with no time stepping involved. This approach has recently been shown to be efficient as a time-parallel integrator within the PARAEXP framework. In this paper, convergence behavior of this method is assessed theoretically and practically. We examine efficiency of the method by testing it on nonlinear Burgers and Liouville-Bratu-Gelfand equations and comparing its performance with that of conventional time-stepping integrators.
In this paper, we propose an efficient quadratic interpolation formula utilizing solution gradients computed and stored at nodes and demonstrate its application to a third-order cell-centered finite-volume discretization on tetrahedral grids. The proposed quadratic formula is constructed based on an efficient formula of computing a projected derivative. It is efficient in that it completely eliminates the need to compute and store second derivatives of solution variables or any other quantities, which are typically required in upgrading a second-order cell-centered unstructured-grid finite-volume discretization to third-order accuracy. Moreover, a high-order flux quadrature formula, as required for third-order accuracy, can also be simplified by utilizing the efficient projected-derivative formula, resulting in a numerical flux at a face centroid plus a curvature correction not involving second derivatives of the flux. Similarly, a source term can be integrated over a cell to high-order in the form of the source term evaluated at the cell centroid plus a curvature correction, again, not requiring second derivatives of the source term. The discretization is defined as an approximation to an integral form of a conservation law but the numerical solution is defined as a point value at a cell center, leading to another feature that there is no need to compute and store geometric moments for a quadratic polynomial to preserve a cell average. Third-order accuracy and improved second-order accuracy are demonstrated and investigated for simple but illustrative test cases in three dimensions.
We extend the ultraspherical spectral method to solving nonlinear ODE boundary value problems. We propose to use the inexact Newton-GMRES framework for which an effective preconditioner can be constructed and a fast Jacobian-vector multiplication can be effected, thanks to the structured operators of the ultraspherical spectral method. With a mixed-precision implementation, the inexact Newton-GMRES-ultraspherical framework exhibits extraordinary speed and accuracy, as we show by extensive numerical experiments.
Mixed Integer programs (MIPs) are typically solved by the Branch-and-Bound algorithm. Recently, Learning to imitate fast approximations of the expert strong branching heuristic has gained attention due to its success in reducing the running time for solving MIPs. However, existing learning-to-branch methods assume that the entire training data is available in a single session of training. This assumption is often not true, and if the training data is supplied in continual fashion over time, existing techniques suffer from catastrophic forgetting. In this work, we study the hitherto unexplored paradigm of Lifelong Learning to Branch on Mixed Integer Programs. To mitigate catastrophic forgetting, we propose LIMIP, which is powered by the idea of modeling an MIP instance in the form of a bipartite graph, which we map to an embedding space using a bipartite Graph Attention Network. This rich embedding space avoids catastrophic forgetting through the application of knowledge distillation and elastic weight consolidation, wherein we learn the parameters key towards retaining efficacy and are therefore protected from significant drift. We evaluate LIMIP on a series of NP-hard problems and establish that in comparison to existing baselines, LIMIP is up to 50% better when confronted with lifelong learning.
We hypothesize that due to the greedy nature of learning in multi-modal deep neural networks, these models tend to rely on just one modality while under-fitting the other modalities. Such behavior is counter-intuitive and hurts the models' generalization, as we observe empirically. To estimate the model's dependence on each modality, we compute the gain on the accuracy when the model has access to it in addition to another modality. We refer to this gain as the conditional utilization rate. In the experiments, we consistently observe an imbalance in conditional utilization rates between modalities, across multiple tasks and architectures. Since conditional utilization rate cannot be computed efficiently during training, we introduce a proxy for it based on the pace at which the model learns from each modality, which we refer to as the conditional learning speed. We propose an algorithm to balance the conditional learning speeds between modalities during training and demonstrate that it indeed addresses the issue of greedy learning. The proposed algorithm improves the model's generalization on three datasets: Colored MNIST, Princeton ModelNet40, and NVIDIA Dynamic Hand Gesture.