Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as finite element methods, with solutions over the spatial domain. However, obtaining these solutions are often prohibitively costly, limiting the feasibility of exploring parameters in PDEs. In this paper, we propose an efficient emulator that simultaneously predicts the solutions over the spatial domain, with theoretical justification of its uncertainty quantification. The novelty of the proposed method lies in the incorporation of the mesh node coordinates into the statistical model. In particular, the proposed method segments the mesh nodes into multiple clusters via a Dirichlet process prior and fits Gaussian process models with the same hyperparameters in each of them. Most importantly, by revealing the underlying clustering structures, the proposed method can provide valuable insights into qualitative features of the resulting dynamics that can be used to guide further investigations. Real examples are demonstrated to show that our proposed method has smaller prediction errors than its main competitors, with competitive computation time, and identifies interesting clusters of mesh nodes that possess physical significance, such as satisfying boundary conditions. An R package for the proposed methodology is provided in an open repository.
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Processing 是一門開源編程語言和與之配套的集成開發環境（IDE）的名稱。Processing 在電子藝術和視覺設計社區被用來教授編程基礎，并運用于大量的新媒體和互動藝術作品中。
We develop a boundary integral equation-based numerical method to solve for the electrostatic potential in two dimensions, inside a medium with piecewise constant conductivity, where the boundary condition is given by the complete electrode model (CEM). The CEM is seen as the most accurate model of the physical setting where electrodes are placed on the surface of an electrically conductive body, and currents are injected through the electrodes and the resulting voltages are measured again on these same electrodes. The integral equation formulation is based on expressing the electrostatic potential as the solution to a finite number of Laplace equations which are coupled through boundary matching conditions. This allows us to re-express the solution in terms of single layer potentials; the problem is thus re-cast as a system of integral equations on a finite number of smooth curves. We discuss an adaptive method for the solution of the resulting system of mildly singular integral equations. This solver is both fast and accurate. We then present a numerical inverse solver for electrical impedance tomography (EIT) which uses our forward solver at its core. To demonstrate the applicability of our results we test our numerical methods on an open electrical impedance tomography data set provided by the Finnish Inverse Problems Society.
Inexact interior-point methods (IPMs) are a type of interior-point methods that inexactly solve the linear equation system for obtaining the search direction. On the other hand,arc-search IPMs approximate the central path with an ellipsoidal arc obtained by solving two linear equation systems in each iteration, while conventional line-search IPMs solve one linear system, therefore, the improvement due to the inexact solutions of the linear equation systems can be more beneficial in arc-search IPMs than conventional IPMs. In this paper, we propose an inexact infeasible arc-search interior-point method.We establish that the proposed method is a polynomial-time algorithm through its convergence analysis. The numerical experiments with the conjugate gradient method show that the proposed method can reduce the number of iterations compared to an existing method for benchmark problems; the numbers of iterations are reduced to two-thirds for more than 70% of the problems.
We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a Hamilton-Jacobi-Bellman equation that governs the evolution of the log-densities of the underlying SDE marginals. This perspective allows to transfer methods from optimal control theory to generative modeling. First, we show that the evidence lower bound is a direct consequence of the well-known verification theorem from control theory. Further, we can formulate diffusion-based generative modeling as a minimization of the Kullback-Leibler divergence between suitable measures in path space. Finally, we develop a novel diffusion-based method for sampling from unnormalized densities -- a problem frequently occurring in statistics and computational sciences. We demonstrate that our time-reversed diffusion sampler (DIS) can outperform other diffusion-based sampling approaches on multiple numerical examples.
The construction of modified equations is an important step in the backward error analysis of symplectic integrator for Hamiltonian systems. In the context of partial differential equations, the standard construction leads to modified equations with increasingly high frequencies which increase the regularity requirements on the analysis. In this paper, we consider the next order modified equations for the implicit midpoint rule applied to the semilinear wave equation to give a proof-of-concept of a new construction which works directly with the variational principle. We show that a carefully chosen change of coordinates yields a modified system which inherits its analytical properties from the original wave equation. Our method systematically exploits additional degrees of freedom by modifying the symplectic structure and the Hamiltonian together.
Many complex tasks can be decomposed into simpler, independent parts. Discovering such underlying compositional structure has the potential to enable compositional generalization. Despite progress, our most powerful systems struggle to compose flexibly. It therefore seems natural to make models more modular to help capture the compositional nature of many tasks. However, it is unclear under which circumstances modular systems can discover hidden compositional structure. To shed light on this question, we study a teacher-student setting with a modular teacher where we have full control over the composition of ground truth modules. This allows us to relate the problem of compositional generalization to that of identification of the underlying modules. In particular we study modularity in hypernetworks representing a general class of multiplicative interactions. We show theoretically that identification up to linear transformation purely from demonstrations is possible without having to learn an exponential number of module combinations. We further demonstrate empirically that under the theoretically identified conditions, meta-learning from finite data can discover modular policies that generalize compositionally in a number of complex environments.
We study the Markov chain Monte Carlo (MCMC) estimator for numerical integration for functions that do not need to be square integrable w.r.t. the invariant distribution. For chains with a spectral gap we show that the absolute mean error for $L^p$ functions, with $p \in (1,2)$, decreases like $n^{1/p -1}$, which is known to be the optimal rate. This improves currently known results where an additional parameter $\delta>0$ appears and the convergence is of order $n^{(1+\delta)/p-1}$.
We consider the cubic nonlinear Schr\"odinger equation with a spatially rough potential, a key equation in the mathematical setup for nonlinear Anderson localization. Our study comprises two main parts: new optimal results on the well-posedness analysis on the PDE level, and subsequently a new efficient numerical method, its convergence analysis and simulations that illustrate our analytical results. In the analysis part, our results focus on understanding how the regularity of the solution is influenced by the regularity of the potential, where we provide quantitative and explicit characterizations. Ill-posedness results are also established to demonstrate the sharpness of the obtained regularity characterizations and to indicate the minimum regularity required from the potential for the NLS to be solvable. Building upon the obtained regularity results, we design an appropriate numerical discretization for the model and establish its convergence with an optimal error bound. The numerical experiments in the end not only verify the theoretical regularity results, but also confirm the established convergence rate of the proposed scheme. Additionally, a comparison with other existing schemes is conducted to demonstrate the better accuracy of our new scheme in the case of a rough potential.
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear interpolation. It reduces to the standard Crank--Nicolson scheme in the classical diffusion case, that is, as $\alpha\to 1$. Using a novel approach, we show that the proposed scheme is $\alpha$-robust and second-order accurate in the $L^2(L^2)$-norm, assuming a suitable time-graded mesh. For completeness, we use the Galerkin finite element method for the spatial discretization and discuss the error analysis under reasonable regularity assumptions on the given data. Some numerical results are presented at the end.
The direct method is one of the most important algorithms for solving linear systems of equations, with LU decomposition comprising a significant portion of its computation time. This study explores strategies to accelerate complex LU decomposition using multiple-precision floating-point arithmetic of the multiple-component type. Specifically, we explore the potential efficiency gains using a combination of SIMDization and the 3M method for complex matrix multiplication. Our benchmark tests compare this approach with the direct method implementation in MPLAPACK, focusing on computation time and numerical errors.
This paper is concerned with structure-preserving numerical approximations for a class of nonlinear nonlocal Fokker-Planck equations, which admit a gradient flow structure and find application in diverse contexts. The solutions, representing density distributions, must be non-negative and satisfy a specific energy dissipation law. We design an arbitrary high-order discontinuous Galerkin (DG) method tailored for these model problems. Both semi-discrete and fully discrete schemes are shown to admit the energy dissipation law for non-negative numerical solutions. To ensure the preservation of positivity in cell averages at all time steps, we introduce a local flux correction applied to the DDG diffusive flux. Subsequently, a hybrid algorithm is presented, utilizing a positivity-preserving limiter, to generate positive and energy-dissipating solutions. Numerical examples are provided to showcase the high resolution of the numerical solutions and the verified properties of the DG schemes.
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