The method of characteristics is a classical method for gaining understanding in the solution of a partial differential equation. It has recently been applied to the adjoint equations of the 2D Euler equations and the first goal of this paper is to present a linear algebra analysis that greatly simplifies the discussion of the number of independant characteristic equations satisfied along a family of characteristic curves. This method may be applied for both the direct and the adjoint problem and our second goal is to directly derive in conservative variables the characteristic equations of 2D compressible inviscid flows. Finally, the theoretical results are assessed for a nozzle flow with a classical scheme and its dual consistent discrete adjoint.
The equations of Lagrangian gas dynamics fall into the larger class of overdetermined hyperbolic and thermodynamically compatible (HTC) systems of partial differential equations. They satisfy an entropy inequality (second principle of thermodynamics) and conserve total energy (first principle of thermodynamics). The aim of this work is to construct a novel thermodynamically compatible cell-centered Lagrangian finite volume scheme on unstructured meshes. Unlike in existing schemes, we choose to directly discretize the entropy inequality, hence obtaining total energy conservation as a consequence of the new thermodynamically compatible discretization of the other equations. First, the governing equations are written in fluctuation form. Next, the non-compatible centered numerical fluxes are corrected according to the approach recently introduced by Abgrall et al., using a scalar correction factor that is defined at the nodes of the grid. This perfectly fits into the formalism of nodal solvers which is typically adopted in cell-centered Lagrangian finite volume methods. Semi-discrete entropy conservative and entropy stable Lagrangian schemes are devised, and they are adequately blended together via a convex combination based on either a priori or a posteriori detectors of discontinuous solutions. The nonlinear stability in the energy norm is rigorously demonstrated and the new schemes are provably positivity preserving for density and pressure. Furthermore, they exhibit zero numerical diffusion for isentropic flows while being still nonlinearly stable. The new schemes are tested against classical benchmarks for Lagrangian hydrodynamics, assessing their convergence and robustness and comparing their numerical dissipation with classical Lagrangian finite volume methods.
A key consideration in the development of numerical schemes for time-dependent partial differential equations (PDEs) is the ability to preserve certain properties of the continuum solution, such as associated conservation laws or other geometric structures of the solution. There is a long history of the development and analysis of such structure-preserving discretisation schemes, including both proofs that standard schemes have structure-preserving properties and proposals for novel schemes that achieve both high-order accuracy and exact preservation of certain properties of the continuum differential equation. When coupled with implicit time-stepping methods, a major downside to these schemes is that their structure-preserving properties generally rely on exact solution of the (possibly nonlinear) systems of equations defining each time-step in the discrete scheme. For small systems, this is often possible (up to the accuracy of floating-point arithmetic), but it becomes impractical for the large linear systems that arise when considering typical discretisation of space-time PDEs. In this paper, we propose a modification to the standard flexible generalised minimum residual (FGMRES) iteration that enforces selected constraints on approximate numerical solutions. We demonstrate its application to both systems of conservation laws and dissipative systems.
Integer linear programming (ILP) models a wide range of practical combinatorial optimization problems and has significant impacts in industry and management sectors. This work proposes new characterizations of ILP with the concept of boundary solutions. Motivated by the new characterizations, we develop an efficient local search solver, which is the first local search solver for general ILP validated on a large heterogeneous problem dataset. We propose a new local search framework that switches between three modes, namely Search, Improve, and Restore modes. We design tailored operators adapted to different modes, thus improving the quality of the current solution according to different situations. For the Search and Restore modes, we propose an operator named tight move, which adaptively modifies variables' values, trying to make some constraint tight. For the Improve mode, an efficient operator lift move is proposed to improve the quality of the objective function while maintaining feasibility. Putting these together, we develop a local search solver for integer linear programming called Local-ILP. Experiments conducted on the MIPLIB dataset show the effectiveness of our solver in solving large-scale hard integer linear programming problems within a reasonably short time. Local-ILP is competitive and complementary to the state-of-the-art commercial solver Gurobi and significantly outperforms the state-of-the-art non-commercial solver SCIP. Moreover, our solver establishes new records for 6 MIPLIB open instances. The theoretical analysis of our algorithm is also presented, which shows our algorithm could avoid visiting unnecessary regions and also maintain good connectivity of targeted solutions.
Recent studies indicate that kernel machines can often perform similarly or better than deep neural networks (DNNs) on small datasets. The interest in kernel machines has been additionally bolstered by the discovery of their equivalence to wide neural networks in certain regimes. However, a key feature of DNNs is their ability to scale the model size and training data size independently, whereas in traditional kernel machines model size is tied to data size. Because of this coupling, scaling kernel machines to large data has been computationally challenging. In this paper, we provide a way forward for constructing large-scale general kernel models, which are a generalization of kernel machines that decouples the model and data, allowing training on large datasets. Specifically, we introduce EigenPro 3.0, an algorithm based on projected dual preconditioned SGD and show scaling to model and data sizes which have not been possible with existing kernel methods.
Compatible finite element discretisations for the atmospheric equations of motion have recently attracted considerable interest. Semi-implicit timestepping methods require the repeated solution of a large saddle-point system of linear equations. Preconditioning this system is challenging since the velocity mass matrix is non-diagonal, leading to a dense Schur complement. Hybridisable discretisations overcome this issue: weakly enforcing continuity of the velocity field with Lagrange multipliers leads to a sparse system of equations, which has a similar structure to the pressure Schur complement in traditional approaches. We describe how the hybridised sparse system can be preconditioned with a non-nested two-level preconditioner. To solve the coarse system, we use the multigrid pressure solver that is employed in the approximate Schur complement method previously proposed by the some of the authors. Our approach significantly reduces the number of solver iterations. The method shows excellent performance and scales to large numbers of cores in the Met Office next-generation climate- and weather prediction model LFRic.
An intensive line of research on fixed parameter tractability of integer programming is focused on exploiting the relation between the sparsity of a constraint matrix $A$ and the norm of the elements of its Graver basis. In particular, integer programming is fixed parameter tractable when parameterized by the primal tree-depth and the entry complexity of $A$, and when parameterized by the dual tree-depth and the entry complexity of $A$; both these parameterization imply that $A$ is sparse, in particular, the number of its non-zero entries is linear in the number of columns or rows, respectively. We study preconditioners transforming a given matrix to a row-equivalent sparse matrix if it exists and provide structural results characterizing the existence of a sparse row-equivalent matrix in terms of the structural properties of the associated column matroid. In particular, our results imply that the $\ell_1$-norm of the Graver basis is bounded by a function of the maximum $\ell_1$-norm of a circuit of $A$. We use our results to design a parameterized algorithm that constructs a matrix row-equivalent to an input matrix $A$ that has small primal/dual tree-depth and entry complexity if such a row-equivalent matrix exists. Our results yield parameterized algorithms for integer programming when parameterized by the $\ell_1$-norm of the Graver basis of the constraint matrix, when parameterized by the $\ell_1$-norm of the circuits of the constraint matrix, when parameterized by the smallest primal tree-depth and entry complexity of a matrix row-equivalent to the constraint matrix, and when parameterized by the smallest dual tree-depth and entry complexity of a matrix row-equivalent to the constraint matrix.
Two numerical schemes are proposed and investigated for the Yang--Mills equations, which can be seen as a nonlinear generalisation of the Maxwell equations set on Lie algebra-valued functions, with similarities to certain formulations of General Relativity. Both schemes are built on the Discrete de Rham (DDR) method, and inherit from its main features: an arbitrary order of accuracy, and applicability to generic polyhedral meshes. They make use of the complex property of the DDR, together with a Lagrange-multiplier approach, to preserve, at the discrete level, a nonlinear constraint associated with the Yang--Mills equations. We also show that the schemes satisfy a discrete energy dissipation (the dissipation coming solely from the implicit time stepping). Issues around the practical implementations of the schemes are discussed; in particular, the assembly of the local contributions in a way that minimises the price we pay in dealing with nonlinear terms, in conjunction with the tensorisation coming from the Lie algebra. Numerical tests are provided using a manufactured solution, and show that both schemes display a convergence in $L^2$-norm of the potential and electrical fields in $\mathcal O(h^{k+1})$ (provided that the time step is of that order), where $k$ is the polynomial degree chosen for the DDR complex. We also numerically demonstrate the preservation of the constraint.
Many successful methods to learn dynamical systems from data have recently been introduced. However, assuring that the inferred dynamics preserve known constraints, such as conservation laws or restrictions on the allowed system states, remains challenging. We propose stabilized neural differential equations (SNDEs), a method to enforce arbitrary manifold constraints for neural differential equations. Our approach is based on a stabilization term that, when added to the original dynamics, renders the constraint manifold provably asymptotically stable. Due to its simplicity, our method is compatible with all common neural ordinary differential equation (NODE) models and broadly applicable. In extensive empirical evaluations, we demonstrate that SNDEs outperform existing methods while extending the scope of which types of constraints can be incorporated into NODE training.
Computing an AUC as a performance measure to compare the quality of different machine learning models is one of the final steps of many research projects. Many of these methods are trained on privacy-sensitive data and there are several different approaches like $\epsilon$-differential privacy, federated machine learning and cryptography if the datasets cannot be shared or used jointly at one place for training and/or testing. In this setting, it can also be a problem to compute the global AUC, since the labels might also contain privacy-sensitive information. There have been approaches based on $\epsilon$-differential privacy to address this problem, but to the best of our knowledge, no exact privacy preserving solution has been introduced. In this paper, we propose an MPC-based solution, called ppAURORA, with private merging of individually sorted lists from multiple sources to compute the exact AUC as one could obtain on the pooled original test samples. With ppAURORA, the computation of the exact area under precision-recall and receiver operating characteristic curves is possible even when ties between prediction confidence values exist. We use ppAURORA to evaluate two different models predicting acute myeloid leukemia therapy response and heart disease, respectively. We also assess its scalability via synthetic data experiments. All these experiments show that we efficiently and privately compute the exact same AUC with both evaluation metrics as one can obtain on the pooled test samples in plaintext according to the semi-honest adversary setting.
Recommender system is one of the most important information services on today's Internet. Recently, graph neural networks have become the new state-of-the-art approach of recommender systems. In this survey, we conduct a comprehensive review of the literature in graph neural network-based recommender systems. We first introduce the background and the history of the development of both recommender systems and graph neural networks. For recommender systems, in general, there are four aspects for categorizing existing works: stage, scenario, objective, and application. For graph neural networks, the existing methods consist of two categories, spectral models and spatial ones. We then discuss the motivation of applying graph neural networks into recommender systems, mainly consisting of the high-order connectivity, the structural property of data, and the enhanced supervision signal. We then systematically analyze the challenges in graph construction, embedding propagation/aggregation, model optimization, and computation efficiency. Afterward and primarily, we provide a comprehensive overview of a multitude of existing works of graph neural network-based recommender systems, following the taxonomy above. Finally, we raise discussions on the open problems and promising future directions of this area. We summarize the representative papers along with their codes repositories in //github.com/tsinghua-fib-lab/GNN-Recommender-Systems.