This paper formulates, analyzes, and demonstrates numerically a method for the partitioned solution of coupled interface problems involving combinations of projection-based reduced order models (ROM) and/or full order methods (FOMs). The method builds on the partitioned scheme developed in [1], which starts from a well-posed formulation of the coupled interface problem and uses its dual Schur complement to obtain an approximation of the interface flux. Explicit time integration of this problem decouples its subdomain equations and enables their independent solution on each subdomain. Extension of this partitioned scheme to coupled ROM-ROM or ROM-FOM problems required formulations with non-singular Schur complements. To obtain these problems, we project a well-posed coupled FOM-FOM problem onto a composite reduced basis comprising separate sets of basis vectors for the interface and interior variables, and use the interface reduced basis as a Lagrange multiplier. Our analysis confirms that the resulting coupled ROM-ROM and ROM-FOM problems have provably non-singular Schur complements, independent of the mesh size and the reduced basis size. In the ROM-FOM case, analysis shows that one can also use the interface FOM space as a Lagrange multiplier. We illustrate the theoretical and computational properties of the partitioned scheme through reproductive and predictive tests for a model advection-diffusion transmission problem.
We develop a numerical method for computing with orthogonal polynomials that are orthogonal on multiple, disjoint intervals for which analytical formulae are currently unknown. Our approach exploits the Fokas--Its--Kitaev Riemann--Hilbert representation of the orthogonal polynomials to produce an $\text{O}(N)$ method to compute the first $N$ recurrence coefficients. The method can also be used for pointwise evaluation of the polynomials and their Cauchy transforms throughout the complex plane. The method encodes the singularity behavior of weight functions using weighted Cauchy integrals of Chebyshev polynomials. This greatly improves the efficiency of the method, outperforming other available techniques. We demonstrate the fast convergence of our method and present applications to integrable systems and approximation theory.
Developing an efficient computational scheme for high-dimensional Bayesian variable selection in generalised linear models and survival models has always been a challenging problem due to the absence of closed-form solutions for the marginal likelihood. The RJMCMC approach can be employed to samples model and coefficients jointly, but effective design of the transdimensional jumps of RJMCMC can be challenge, making it hard to implement. Alternatively, the marginal likelihood can be derived using data-augmentation scheme e.g. Polya-gamma data argumentation for logistic regression) or through other estimation methods. However, suitable data-augmentation schemes are not available for every generalised linear and survival models, and using estimations such as Laplace approximation or correlated pseudo-marginal to derive marginal likelihood within a locally informed proposal can be computationally expensive in the "large n, large p" settings. In this paper, three main contributions are presented. Firstly, we present an extended Point-wise implementation of Adaptive Random Neighbourhood Informed proposal (PARNI) to efficiently sample models directly from the marginal posterior distribution in both generalised linear models and survival models. Secondly, in the light of the approximate Laplace approximation, we also describe an efficient and accurate estimation method for the marginal likelihood which involves adaptive parameters. Additionally, we describe a new method to adapt the algorithmic tuning parameters of the PARNI proposal by replacing the Rao-Blackwellised estimates with the combination of a warm-start estimate and an ergodic average. We present numerous numerical results from simulated data and 8 high-dimensional gene fine mapping data-sets to showcase the efficiency of the novel PARNI proposal compared to the baseline add-delete-swap proposal.
We investigate discretizations of a geometrically nonlinear elastic Cosserat shell with nonplanar reference configuration originally introduced by B\^irsan, Ghiba, Martin, and Neff in 2019. The shell model includes curvature terms up to order 5 in the shell thickness, which are crucial to reliably simulate high-curvature deformations such as near-folds or creases. The original model is generalized to shells that are not homeomorphic to a subset of $\mathbb{R}^2$. For this, we replace the originally planar parameter domain by an abstract two-dimensional manifold, and verify that the hyperelastic shell energy and three-dimensional reconstruction are invariant under changes of the local coordinate systems. This general approach allows to determine the elastic response for even non-orientable surfaces like the M\"obius strip and the Klein bottle. We discretize the model with a geometric finite element method and, using that geometric finite elements are $H^1$-conforming, prove that the discrete shell model has a solution. Numerical tests then show the general performance and versatility of the model and discretization method.
The imposition of inhomogeneous Dirichlet (essential) boundary conditions is a fundamental challenge in the application of Galerkin-type methods based on non-interpolatory functions, i.e., functions which do not possess the Kronecker delta property. Such functions typically are used in various meshfree methods, as well as methods based on the isogeometric paradigm. The present paper analyses a model problem consisting of the Poisson equation subject to non-standard boundary conditions. Namely, instead of classical boundary conditions, the model problem involves Dirichlet- and Neumann-type nonlocal boundary conditions. Variational formulations with strongly and weakly imposed inhomogeneous Dirichlet-type nonlocal conditions are derived and compared within an extensive numerical study in the isogeometric framework based on non-uniform rational B-splines (NURBS). The attention in the numerical study is paid mainly to the influence of the nonlocal boundary conditions on the properties of the considered discretisation methods.
Learning distance functions between complex objects, such as the Wasserstein distance to compare point sets, is a common goal in machine learning applications. However, functions on such complex objects (e.g., point sets and graphs) are often required to be invariant to a wide variety of group actions e.g. permutation or rigid transformation. Therefore, continuous and symmetric product functions (such as distance functions) on such complex objects must also be invariant to the product of such group actions. We call these functions symmetric and factor-wise group invariant (or SFGI functions in short). In this paper, we first present a general neural network architecture for approximating SFGI functions. The main contribution of this paper combines this general neural network with a sketching idea to develop a specific and efficient neural network which can approximate the $p$-th Wasserstein distance between point sets. Very importantly, the required model complexity is independent of the sizes of input point sets. On the theoretical front, to the best of our knowledge, this is the first result showing that there exists a neural network with the capacity to approximate Wasserstein distance with bounded model complexity. Our work provides an interesting integration of sketching ideas for geometric problems with universal approximation of symmetric functions. On the empirical front, we present a range of results showing that our newly proposed neural network architecture performs comparatively or better than other models (including a SOTA Siamese Autoencoder based approach). In particular, our neural network generalizes significantly better and trains much faster than the SOTA Siamese AE. Finally, this line of investigation could be useful in exploring effective neural network design for solving a broad range of geometric optimization problems (e.g., $k$-means in a metric space).
We present a new method for constructing valid covariance functions of Gaussian processes over irregular nonconvex spatial domains such as water bodies, where the geodesic distance agrees with the Euclidean distance only for some pairs of points. Standard covariance functions based on geodesic distances are not positive definite on such domains. Using a visibility graph on the domain, we use the graphical method of "covariance selection" to propose a class of covariance functions that preserve Euclidean-based covariances between points that are connected through the domain. The proposed method preserves the partially Euclidean nature of the intrinsic geometry on the domain while maintaining validity (positive definiteness) and marginal stationarity over the entire parameter space, properties which are not always fulfilled by existing approaches to construct covariance functions on nonconvex domains. We provide useful approximations to improve computational efficiency, resulting in a scalable algorithm. We evaluate the performance of competing state-of-the-art methods using simulation studies on a contrived nonconvex domain. The method is applied to data regarding acidity levels in the Chesapeake Bay, showing its potential for ecological monitoring in real-world spatial applications on irregular domains.
This paper presents a new approach to construct regularizing operators for the inversion of noisy Laplace transforms known as a set of data points on the real axis. The effectiveness of the proposed approach is demonstrated through examples of noisy Laplace transform inversions and the deconvolution of nuclear magnetic resonance relaxation data, including experimentally measured data. The software implementation of this method allows for enforcing the positivity of the solution without requiring any additional information.
The proliferation of data generation has spurred advancements in functional data analysis. With the ability to analyze multiple variables simultaneously, the demand for working with multivariate functional data has increased. This study proposes a novel formulation of the epigraph and hypograph indexes, as well as their generalized expressions, specifically tailored for the multivariate functional context. These definitions take into account the interrelations between components. Furthermore, the proposed indexes are employed to cluster multivariate functional data. In the clustering process, the indexes are applied to both the data and their first and second derivatives. This generates a reduced-dimension dataset from the original multivariate functional data, enabling the application of well-established multivariate clustering techniques that have been extensively studied in the literature. This methodology has been tested through simulated and real datasets, performing comparative analyses against state-of-the-art to assess its performance.
This paper introduces an extended tensor decomposition (XTD) method for model reduction. The proposed method is based on a sparse non-separated enrichment to the conventional tensor decomposition, which is expected to improve the approximation accuracy and the reducibility (compressibility) in highly nonlinear and singular cases. The proposed XTD method can be a powerful tool for solving nonlinear space-time parametric problems. The method has been successfully applied to parametric elastic-plastic problems and real time additive manufacturing residual stress predictions with uncertainty quantification. Furthermore, a combined XTD-SCA (self-consistent clustering analysis) strategy has been presented for multi-scale material modeling, which enables real time multi-scale multi-parametric simulations. The efficiency of the method is demonstrated with comparison to finite element analysis. The proposed method enables a novel framework for fast manufacturing and material design with uncertainties.
The aim of this article is to propose a new reduced-order modelling approach for parametric eigenvalue problems arising in electronic structure calculations. Namely, we develop nonlinear reduced basis techniques for the approximation of parametric eigenvalue problems inspired from quantum chemistry applications. More precisely, we consider here a one-dimensional model which is a toy model for the computation of the electronic ground state wavefunction of a system of electrons within a molecule, solution to the many-body electronic Schr\"odinger equation, where the varying parameters are the positions of the nuclei in the molecule. We estimate the decay rate of the Kolmogorov n-width of the set of solutions for this parametric problem in several settings, including the standard L2-norm as well as with distances based on optimal transport. The fact that the latter decays much faster than in the traditional L2-norm setting motivates us to propose a practical nonlinear reduced basis method, which is based on an offline greedy algorithm, and an efficient stochastic energy minimization in the online phase. We finally provide numerical results illustrating the capabilities of the method and good approximation properties, both in the offline and the online phase.