We develop two unfitted cut finite element methods for the Stokes equations based on $\mathbf{H}^{\text{div}}$-conforming finite elements which exhibit optimal convergence order for the velocity, pointwise divergence-free velocity fields, and well-posed linear systems, independently of the position of the boundary relative to the computational mesh. The first method is based on the Brezzi-Douglas-Marini (BDM) elements and involves interior penalty terms to enforce tangential continuity of the velocity at interior edges in the mesh. The second method is a 3-field formulation involving the vorticity, velocity, and pressure and uses the Raviart-Thomas (RT) space for the velocity. We present mixed ghost penalty stabilization terms for both methods so that the resulting discrete problems are stable and the divergence-free property of the $\mathbf{H}^{\text{div}}$-conforming elements is preserved also on unfitted meshes. In both methods boundary conditions are imposed weakly. We show that imposing Dirichlet boundary conditions weakly introduces additional challenges; 1) The divergence-free property of the RT and the BDM finite elemens may be lost depending on how the normal component of the velocity field at the boundary is imposed. 2) Pressure robustness is affected by how well the boundary conditions are satisfied and may not hold even if the incompressibility condition holds pointwise. We study two approaches of weakly imposing the normal component of the velocity at the boundary; we either use a penalty parameter and Nitsche's method or a Lagrange multiplier method. We show that appropriate conditions on the velocity space has to be imposed when Nitsche's method is used. Pressure robustness can hold with both approaches by reducing the error at the boundary but this impacts the condition numbers of linear systems, independent of if the mesh is fitted or unfitted to the boundary.
The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to present a parametric composite GBII regression modelling by splicing two GBII distributions using mode matching method. It is designed for simultaneous modeling of small and large claims and capturing the policyholder heterogeneity by introducing the covariates into the location parameter. In such cases, the threshold that splits two GBII distributions varies across individuals policyholders based on their risk features. The proposed regression modelling also contains a wide range of insurance loss distributions as the head and the tail respectively and provides the close-formed expressions for parameter estimation and model prediction. A simulation study is conducted to show the accuracy of the proposed estimation method and the flexibility of the regressions. Some illustrations of the applicability of the new class of distributions and regressions are provided with a Danish fire losses data set and a Chinese medical insurance claims data set, comparing with the results of competing models from the literature.
We prove that to each real singularity $f: (\mathbb{R}^{n+1}, 0) \to (\mathbb{R}, 0)$ one can associate two systems of differential equations $\mathfrak{g}^{k\pm}_f$ which are pushforwards in the category of $\mathcal{D}$-modules over $\mathbb{R}^{\pm}$, of the sheaf of real analytic functions on the total space of the positive, respectively negative, Milnor fibration. We prove that for $k=0$ if $f$ is an isolated singularity then $\mathfrak{g}^{\pm}$ determines the the $n$-th homology groups of the positive, respectively negative, Milnor fibre. We then calculate $\mathfrak{g}^{+}$ for ordinary quadratic singularities and prove that under certain conditions on the choice of morsification, one recovers the top homology groups of the Milnor fibers of any isolated singularity $f$. As an application we construct a public-key encryption scheme based on morsification of singularities.
In this note we give proofs for results relating to the Instrumental Variable (IV) model with binary response $Y$ and binary treatment $X$, but with an instrument $Z$ with $K$ states. These results were originally stated in Richardson & Robins (2014), "ACE Bounds; SEMS with Equilibrium Conditions," arXiv:1410.0470.
We study cut finite element discretizations of a Darcy interface problem based on the mixed finite element pairs $\textbf{RT}_k\times Q_k$, $k\geq 0$. Here $Q_k$ is the space of discontinuous polynomial functions of degree less or equal to $k$ and $\textbf{RT}$ is the Raviart-Thomas space. We show that the standard ghost penalty stabilization, often added in the weak forms of cut finite element methods for stability and control of the condition number of the linear system matrix, destroys the divergence-free property of the considered element pairs. Therefore, we propose new stabilization terms for the pressure and show that we recover the optimal approximation of the divergence without losing control of the condition number of the linear system matrix. We prove that the method with the new stabilization term has pointwise divergence-free approximations of solenoidal velocity fields. We derive a priori error estimates for the proposed unfitted finite element discretization based on $\textbf{RT}_k\times Q_k$, $k\geq 0$. In addition, by decomposing the mesh into macro-elements and applying ghost penalty terms only on interior edges of macro-elements, stabilization is applied very restrictively and only where needed. Numerical experiments with element pairs $\textbf{RT}_0\times Q_0$, $\textbf{RT}_1\times Q_1$, and $\textbf{BDM}_1\times Q_0$ (where $\textbf{BDM}$ is the Brezzi-Douglas-Marini space) indicate that we have 1) optimal rates of convergence of the approximate velocity and pressure; 2) well-posed linear systems where the condition number of the system matrix scales as it does for fitted finite element discretizations; 3) optimal rates of convergence of the approximate divergence with pointwise divergence-free approximations of solenoidal velocity fields. All three properties hold independently of how the interface is positioned relative to the computational mesh.
Let $\mu$ be a probability measure on $\mathbb{R}^d$ and $\mu_N$ its empirical measure with sample size $N$. We prove a concentration inequality for the optimal transport cost between $\mu$ and $\mu_N$ for radial cost functions with polynomial local growth, that can have superpolynomial global growth. This result generalizes and improves upon estimates of Fournier and Guillin. The proof combines ideas from empirical process theory with known concentration rates for compactly supported $\mu$. By partitioning $\mathbb{R}^d$ into annuli, we infer a global estimate from local estimates on the annuli and conclude that the global estimate can be expressed as a sum of the local estimate and a mean-deviation probability for which efficient bounds are known.
The class of basic feasible functionals $(\mathtt{BFF})$ is the analog of $\mathtt{FP}$ (polynomial time functions) for type-2 functionals, that is, functionals that can take (first-order) functions as arguments. $\mathtt{BFF}$ can be defined through Oracle Turing machines with running time bounded by second-order polynomials. On the other hand, higher-order term rewriting provides an elegant formalism for expressing higher-order computation. We address the problem of characterizing $\mathtt{BFF}$ by higher-order term rewriting. Various kinds of interpretations for first-order term rewriting have been introduced in the literature for proving termination and characterizing (first-order) complexity classes. In this paper, we consider a recently introduced notion of cost-size interpretations for higher-order term rewriting and see definitions as ways of computing functionals. We then prove that the class of functionals represented by higher-order terms admitting a certain kind of cost-size interpretation is exactly $\mathtt{BFF}$.
This paper presents a study of solution strategies for the Cahn-Hilliard-Biot equations, a complex mathematical model for understanding flow in deformable porous media with changing solid phases. Solving the Cahn-Hilliard-Biot system poses significant challenges due to its coupled, nonlinear and non-convex nature. We explore various solution algorithms, comparing monolithic and splitting strategies, focusing on both their computational efficiency and robustness.
In this work we investigate the Weihrauch degree of the problem $\mathsf{DS}$ of finding an infinite descending sequence through a given ill-founded linear order, which is shared by the problem $\mathsf{BS}$ of finding a bad sequence through a given non-well quasi-order. We show that $\mathsf{DS}$, despite being hard to solve (it has computable inputs with no hyperarithmetic solution), is rather weak in terms of uniform computational strength. To make the latter precise, we introduce the notion of the deterministic part of a Weihrauch degree. We then generalize $\mathsf{DS}$ and $\mathsf{BS}$ by considering $\boldsymbol{\Gamma}$-presented orders, where $\boldsymbol{\Gamma}$ is a Borel pointclass or $\boldsymbol{\Delta}^1_1$, $\boldsymbol{\Sigma}^1_1$, $\boldsymbol{\Pi}^1_1$. We study the obtained $\mathsf{DS}$-hierarchy and $\mathsf{BS}$-hierarchy of problems in comparison with the (effective) Baire hierarchy and show that they do not collapse at any finite level.
We study the sharp interface limit of the stochastic Cahn-Hilliard equation with cubic double-well potential and additive space-time white noise $\epsilon^{\sigma}\dot{W}$ where $\epsilon>0$ is an interfacial width parameter. We prove that, for sufficiently large scaling constant $\sigma >0$, the stochastic Cahn-Hilliard equation converges to the deterministic Mullins-Sekerka/Hele-Shaw problem for $\epsilon\rightarrow 0$. The convergence is shown in suitable fractional Sobolev norms as well as in the $L^p$-norm for $p\in (2, 4]$ in spatial dimension $d=2,3$. This generalizes the existing result for the space-time white noise to dimension $d=3$ and improves the existing results for smooth noise, which were so far limited to $p\in \left(2, \frac{2d+8}{d+2}\right]$ in spatial dimension $d=2,3$. As a byproduct of the analysis of the stochastic problem with space-time white noise, we identify minimal regularity requirements on the noise which allow convergence to the sharp interface limit in the $\mathbb{H}^1$-norm and also provide improved convergence estimates for the sharp interface limit of the deterministic problem.
We propose an energy-stable parametric finite element method (PFEM) for the planar Willmore flow and establish its unconditional energy stability of the full discretization scheme. The key lies in the introduction of two novel geometric identities to describe the planar Willmore flow: the first one involves the coupling of the outward unit normal vector $\boldsymbol{n}$ and the normal velocity $V$, and the second one concerns the time derivative of the mean curvature $\kappa$. Based on them, we derive a set of new geometric partial differential equations for the planar Willmore flow, leading to our new fully-discretized and unconditionally energy-stable PFEM. Our stability analysis is also based on the two new geometric identities. Extensive numerical experiments are provided to illustrate its efficiency and validate its unconditional energy stability.