A preconditioning framework for the coupled problem of frictional contact mechanics and fluid flow in the fracture network is presented. The porous medium is discretized using low-order continuous finite elements, with cell-centered Lagrange multipliers and pressure unknowns used to impose the constraints and solve the fluid flow in the fractures, respectively. This formulation does not require any interpolation between different fields, but is not uniformly inf-sup stable and requires a stabilization. For the resulting 3 x 3 block Jacobian matrix, we design scalable preconditioning strategies, based on the physically-informed block partitioning of the unknowns and state-of-the-art multigrid preconditioners. The key idea is to restrict the system to a single-physics problem, approximately solve it by an inner algebraic multigrid approach, and finally prolong it back to the fully-coupled problem. Two different techniques are presented, analyzed and compared by changing the ordering of the restrictions. Numerical results illustrate the algorithmic scalability, the impact of the relative number of fracture-based unknowns, and the performance on a real-world problem.
Continuous-time (CT) models have shown an improved sample efficiency during learning and enable ODE analysis methods for enhanced interpretability compared to discrete-time (DT) models. Even with numerous recent developments, the multifaceted CT state-space model identification problem remains to be solved in full, considering common experimental aspects such as the presence of external inputs, measurement noise, and latent states. This paper presents a novel estimation method that includes these aspects and that is able to obtain state-of-the-art results on multiple benchmarks where a small fully connected neural network describes the CT dynamics. The novel estimation method called the subspace encoder approach ascertains these results by altering the well-known simulation loss to include short subsections instead, by using an encoder function and a state-derivative normalization term to obtain a computationally feasible and stable optimization problem. This encoder function estimates the initial states of each considered subsection. We prove that the existence of the encoder function has the necessary condition of a Lipschitz continuous state-derivative utilizing established properties of ODEs.
One fundamental problem in temporal graph analysis is to count the occurrences of small connected subgraph patterns (i.e., motifs), which benefits a broad range of real-world applications, such as anomaly detection, structure prediction, and network representation learning. However, existing works focused on exacting temporal motif are not scalable to large-scale temporal graph data, due to their heavy computational costs or inherent inadequacy of parallelism. In this work, we propose a scalable parallel framework for exactly counting temporal motifs in large-scale temporal graphs. We first categorize the temporal motifs based on their distinct properties, and then design customized algorithms that offer efficient strategies to exactly count the motif instances of each category. Moreover, our compact data structures, namely triple and quadruple counters, enable our algorithms to directly identify the temporal motif instances of each category, according to edge information and the relationship between edges, therefore significantly improving the counting efficiency. Based on the proposed counting algorithms, we design a hierarchical parallel framework that features both inter- and intra-node parallel strategies, and fully leverages the multi-threading capacity of modern CPU to concurrently count all temporal motifs. Extensive experiments on sixteen real-world temporal graph datasets demonstrate the superiority and capability of our proposed framework for temporal motif counting, achieving up to 538* speedup compared to the state-of-the-art methods. The source code of our method is available at: //github.com/steven-ccq/FAST-temporal-motif.
We consider statistical models arising from the common set of solutions to a sparse polynomial system with general coefficients. The maximum likelihood degree counts the number of critical points of the likelihood function restricted to the model. We prove the maximum likelihood degree of a sparse polynomial system is determined by its Newton polytopes and equals the mixed volume of a related Lagrange system of equations.
Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured dependence--remains a challenge. We introduce a Bayesian decision analysis for subset selection with LMMs. Using a Mahalanobis loss function that incorporates the structured dependence, we derive optimal linear coefficients for (i) any given subset of variables and (ii) all subsets of variables that satisfy a cardinality constraint. Crucially, these estimates inherit shrinkage or regularization and uncertainty quantification from the underlying Bayesian model, and apply for any well-specified Bayesian LMM. More broadly, our decision analysis strategy deemphasizes the role of a single "best" subset, which is often unstable and limited in its information content, and instead favors a collection of near-optimal subsets. This collection is summarized by key member subsets and variable-specific importance metrics. Customized subset search and out-of-sample approximation algorithms are provided for more scalable computing. These tools are applied to simulated data and a longitudinal physical activity dataset, and demonstrate excellent prediction, estimation, and selection ability.
The scattering and transmission of harmonic acoustic waves at a penetrable material are commonly modelled by a set of Helmholtz equations. This system of partial differential equations can be rewritten into boundary integral equations defined at the surface of the objects and solved with the boundary element method (BEM). High frequencies or geometrical details require a fine surface mesh, which increases the number of degrees of freedom in the weak formulation. Then, matrix compression techniques need to be combined with iterative linear solvers to limit the computational footprint. Moreover, the convergence of the iterative linear solvers often depends on the frequency of the wave field and the objects' characteristic size. Here, the robust PMCHWT formulation is used to solve the acoustic transmission problem. An operator preconditioner based on on-surface radiation conditions (OSRC) is designed that yields frequency-robust convergence characteristics. Computational benchmarks compare the performance of this novel preconditioned formulation with other preconditioners and boundary integral formulations. The OSRC preconditioned PMCHWT formulation effectively simulates large-scale problems of engineering interest, such as focused ultrasound treatment of osteoid osteoma.
The metriplectic formalism is useful for describing complete dynamical systems which conserve energy and produce entropy. This creates challenges for model reduction, as the elimination of high-frequency information will generally not preserve the metriplectic structure which governs long-term stability of the system. Based on proper orthogonal decomposition, a provably convergent metriplectic reduced-order model is formulated which is guaranteed to maintain the algebraic structure necessary for energy conservation and entropy formation. Numerical results on benchmark problems show that the proposed method is remarkably stable, leading to improved accuracy over long time scales at a moderate increase in cost over naive methods.
Multigrid is a powerful solver for large-scale linear systems arising from discretized partial differential equations. The convergence theory of multigrid methods for symmetric positive definite problems has been well developed over the past decades, while, for nonsymmetric problems, such theory is still not mature. As a foundation for multigrid analysis, two-grid convergence theory plays an important role in motivating multigrid algorithms. Regarding two-grid methods for nonsymmetric problems, most previous works focus on the spectral radius of iteration matrix or rely on convergence measures that are typically difficult to compute in practice. Moreover, the existing results are confined to two-grid methods with exact solution of the coarse-grid system. In this paper, we analyze the convergence of a two-grid method for nonsymmetric positive definite problems (e.g., linear systems arising from the discretizations of convection-diffusion equations). In the case of exact coarse solver, we establish an elegant identity for characterizing two-grid convergence factor, which is measured by a smoother-induced norm. The identity can be conveniently used to derive a class of optimal restriction operators and analyze how the convergence factor is influenced by restriction. More generally, we present some convergence estimates for an inexact variant of the two-grid method, in which both linear and nonlinear coarse solvers are considered.
Many mathematical objects can be represented as functors from finitely-presented categories $\mathsf{C}$ to $\mathsf{Set}$. For instance, graphs are functors to $\mathsf{Set}$ from the category with two parallel arrows. Such functors are known informally as $\mathsf{C}$-sets. In this paper, we describe and implement an extension of $\mathsf{C}$-sets having data attributes with fixed types, such as graphs with labeled vertices or real-valued edge weights. We call such structures "acsets," short for "attributed $\mathsf{C}$-sets." Derived from previous work on algebraic databases, acsets are a joint generalization of graphs and data frames. They also encompass more elaborate graph-like objects such as wiring diagrams and Petri nets with rate constants. We develop the mathematical theory of acsets and then describe a generic implementation in the Julia programming language, which uses advanced language features to achieve performance comparable with specialized data structures.
Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the solution. That the same bounds are respected by numerical approximations of the solution is often of utmost importance in practice. The mathematical formulation of this property, which contributes to the physical consistency of a method, is called Discrete Maximum Principle (DMP). In many applications, convection dominates diffusion by several orders of magnitude. It is well known that standard discretizations typically do not satisfy the DMP in this convection-dominated regime. In fact, in this case, it turns out to be a challenging problem to construct discretizations that, on the one hand, respect the DMP and, on the other hand, compute accurate solutions. This paper presents a survey on finite element methods, with a main focus on the convection-dominated regime, that satisfy a local or a global DMP. The concepts of the underlying numerical analysis are discussed. The survey reveals that for the steady-state problem there are only a few discretizations, all of them nonlinear, that at the same time satisfy the DMP and compute reasonably accurate solutions, e.g., algebraically stabilized schemes. Moreover, most of these discretizations have been developed in recent years, showing the enormous progress that has been achieved lately. Methods based on algebraic stabilization, nonlinear and linear ones, are currently as well the only finite element methods that combine the satisfaction of the global DMP and accurate numerical results for the evolutionary equations in the convection-dominated situation.
We develop a simple and unified framework for nonlinear variable selection that incorporates model uncertainty and is compatible with a wide range of machine learning models (e.g., tree ensembles, kernel methods and neural network). In particular, for a learned nonlinear model $f(\mathbf{x})$, we consider quantifying the importance of an input variable $\mathbf{x}^j$ using the integrated gradient measure $\psi_j = \Vert \frac{\partial}{\partial \mathbf{x}^j} f(\mathbf{x})\Vert^2_2$. We then (1) provide a principled approach for quantifying variable selection uncertainty by deriving its posterior distribution, and (2) show that the approach is generalizable even to non-differentiable models such as tree ensembles. Rigorous Bayesian nonparametric theorems are derived to guarantee the posterior consistency and asymptotic uncertainty of the proposed approach. Extensive simulation confirms that the proposed algorithm outperforms existing classic and recent variable selection methods.