In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for finding the unique minimum Euclidean norm least-squares solution of a given linear system. In particular, we introduce three equivalent stochastic reformulations of the linear least-squares problem: stochastic unconstrained and constrained optimization problems, and the stochastic multiobjective optimization problem. We then alternately employ the adaptive variants of the stochastic heavy ball momentum (SHBM) method, which utilize iterative information to update the parameters, to solve the stochastic reformulations. We prove that our method converges linearly in expectation, addressing an open problem in the literature related to designing theoretically supported adaptive SHBM methods. Numerical experiments show that our adaptive stochastic extended iterative method has strong advantages over the non-adaptive one.
In this paper we discuss reduced order models for the approximation of parametric eigenvalue problems. In particular, we are interested in the presence of intersections or clusters of eigenvalues. The singularities originating by these phenomena make it hard a straightforward generalization of well known strategies normally used for standards PDEs. We investigate how the known results extend (or not) to higher order frequencies.
In this paper we prove discrete to continuum convergence rates for Poisson Learning, a graph-based semi-supervised learning algorithm that is based on solving the graph Poisson equation with a source term consisting of a linear combination of Dirac deltas located at labeled points and carrying label information. The corresponding continuum equation is a Poisson equation with measure data in a Euclidean domain $\Omega \subset \mathbb{R}^d$. The singular nature of these equations is challenging and requires an approach with several distinct parts: (1) We prove quantitative error estimates when convolving the measure data of a Poisson equation with (approximately) radial function supported on balls. (2) We use quantitative variational techniques to prove discrete to continuum convergence rates on random geometric graphs with bandwidth $\varepsilon>0$ for bounded source terms. (3) We show how to regularize the graph Poisson equation via mollification with the graph heat kernel, and we study fine asymptotics of the heat kernel on random geometric graphs. Combining these three pillars we obtain $L^1$ convergence rates that scale, up to logarithmic factors, like $O(\varepsilon^{\frac{1}{d+2}})$ for general data distributions, and $O(\varepsilon^{\frac{2-\sigma}{d+4}})$ for uniformly distributed data, where $\sigma>0$. These rates are valid with high probability if $\varepsilon\gg\left({\log n}/{n}\right)^q$ where $n$ denotes the number of vertices of the graph and $q \approx \frac{1}{3d}$.
In this paper, we present a stochastic method for the simulation of Laplace's equation with a mixed boundary condition in planar domains that are polygonal or bounded by circular arcs. We call this method the Reflected Walk-on-Spheres algorithm. The method combines a traditional Walk-on-Spheres algorithm with use of reflections at the Neumann boundaries. We apply our algorithm to simulate numerical conformal mappings from certain quadrilaterals to the corresponding canonical domains, and to compute their conformal moduli. Finally, we give examples of the method on three dimensional polyhedral domains, and use it to simulate the heat flow on an L-shaped insulated polyhedron.
This paper delves into the equivalence problem of Smith forms for multivariate polynomial matrices. Generally speaking, multivariate ($n \geq 2$) polynomial matrices and their Smith forms may not be equivalent. However, under certain specific condition, we derive the necessary and sufficient condition for their equivalence. Let $F\in K[x_1,\ldots,x_n]^{l\times m}$ be of rank $r$, $d_r(F)\in K[x_1]$ be the greatest common divisor of all the $r\times r$ minors of $F$, where $K$ is a field, $x_1,\ldots,x_n$ are variables and $1 \leq r \leq \min\{l,m\}$. Our key findings reveal the result: $F$ is equivalent to its Smith form if and only if all the $i\times i$ reduced minors of $F$ generate $K[x_1,\ldots,x_n]$ for $i=1,\ldots,r$.
In this paper we give local error estimates in Sobolev norms for the Galerkin method applied to strongly elliptic pseudodifferential equations on a polygon. By using the K-operator, an operator which averages the values of the Galerkin solution, we construct improved approximations.
In this paper we propose a modification to the invariant polytope algorithm (ipa) using ideas of the finite expressible tree algorithm (feta) by M\"oller and Reif. We show that our new feta-flavoured-ipa applies to a wider range of matrix families.
In this paper, we propose Varying Effects Regression with Graph Estimation (VERGE), a novel Bayesian method for feature selection in regression. Our model has key aspects that allow it to leverage the complex structure of data sets arising from genomics or imaging studies. We distinguish between the predictors, which are the features utilized in the outcome prediction model, and the subject-level covariates, which modulate the effects of the predictors on the outcome. We construct a varying coefficients modeling framework where we infer a network among the predictor variables and utilize this network information to encourage the selection of related predictors. We employ variable selection spike-and-slab priors that enable the selection of both network-linked predictor variables and covariates that modify the predictor effects. We demonstrate through simulation studies that our method outperforms existing alternative methods in terms of both feature selection and predictive accuracy. We illustrate VERGE with an application to characterizing the influence of gut microbiome features on obesity, where we identify a set of microbial taxa and their ecological dependence relations. We allow subject-level covariates including sex and dietary intake variables to modify the coefficients of the microbiome predictors, providing additional insight into the interplay between these factors.
In this paper, conditional stability estimates are derived for unique continuation and Cauchy problems associated to the Poisson equation in ultra-weak variational form. Numerical approximations are obtained as minima of regularized least squares functionals. The arising dual norms are replaced by discretized dual norms, which leads to a mixed formulation in terms of trial- and test-spaces. For stable pairs of such spaces, and a proper choice of the regularization parameter, the $L_2$-error on a subdomain in the obtained numerical approximation can be bounded by the best possible fractional power of the sum of the data error and the error of best approximation. Compared to the use of a standard variational formulation, the latter two errors are measured in weaker norms. To avoid the use of $C^1$-finite element test spaces, nonconforming finite element test spaces can be applied as well. They either lead to the qualitatively same error bound, or in a simplified version, to such an error bound modulo an additional data oscillation term. Numerical results illustrate our theoretical findings.
In a previous publication, we introduced an abstract logic via an abstract notion of quantifier. Drawing upon concepts from categorical logic, this abstract logic interprets formulas from context as subobjects in a specific category, e.g., Cartesian, regular, or coherent categories, Grothendieck, or elementary toposes. We proposed an entailment system formulated as a sequent calculus which we proved complete. Building on this foundation, our current work explores model theory within abstract logic. More precisely, we generalize one of the most important and powerful classical model theory methods, namely the ultraproduct method, and show its fundamental theorem, i.e., Los's theorem. The result is shown as independently as possible of a given quantifier.
In this work, we use the monolithic convex limiting (MCL) methodology to enforce relevant inequality constraints in implicit finite element discretizations of the compressible Euler equations. In this context, preservation of invariant domains follows from positivity preservation for intermediate states of the density and internal energy. To avoid spurious oscillations, we additionally impose local maximum principles on intermediate states of the density, velocity components, and specific total energy. For the backward Euler time stepping, we show the invariant domain preserving (IDP) property of the fully discrete MCL scheme by constructing a fixed-point iteration that is IDP and converges under a strong time step restriction. Our iterative solver for the nonlinear discrete problem employs a more efficient fixed-point iteration. The matrix of the associated linear system is a robust low-order Jacobian approximation that exploits the homogeneity property of the flux function. The limited antidiffusive terms are treated explicitly. We use positivity preservation as a stopping criterion for nonlinear iterations. The first iteration yields the solution of a linearized semi-implicit problem. This solution possesses the discrete conservation property but is generally not IDP. Further iterations are performed if any non-IDP states are detected. The existence of an IDP limit is guaranteed by our analysis. To facilitate convergence to steady-state solutions, we perform adaptive explicit underrelaxation at the end of each time step. The calculation of appropriate relaxation factors is based on an approximate minimization of nodal entropy residuals. The performance of proposed algorithms and alternative solution strategies is illustrated by the convergence history for standard two-dimensional test problems.