In this paper, we develop an asymptotic-preserving and energy-conserving (APEC) Particle-In-Cell (PIC) algorithm for the Vlasov-Maxwell system. This algorithm not only guarantees that the asymptotic limiting of the discrete scheme is a consistent and stable discretization of the quasi-neutral limit of the continuous model, but also preserves Gauss's law and energy conservation at the same time, thus it is promising to provide stable simulations of complex plasma systems even in the quasi-neutral regime. The key ingredients for achieving these properties include the generalized Ohm's law for electric field such that the asymptotic-preserving discretization can be achieved, and a proper decomposition of the effects of the electromagnetic fields such that a Lagrange multiplier method can be appropriately employed for correcting the kinetic energy. We investigate the performance of the APEC method with three benchmark tests in one dimension, including the linear Landau damping, the bump-on-tail problem and the two-stream instability. Detailed comparisons are conducted by including the results from the classical explicit leapfrog and the previously developed asymptotic-preserving PIC schemes. Our numerical experiments show that the proposed APEC scheme can give accurate and stable simulations both kinetic and quasi-neutral regimes, demonstrating the attractive properties of the method crossing scales.
Physical law learning is the ambiguous attempt at automating the derivation of governing equations with the use of machine learning techniques. The current literature focuses however solely on the development of methods to achieve this goal, and a theoretical foundation is at present missing. This paper shall thus serve as a first step to build a comprehensive theoretical framework for learning physical laws, aiming to provide reliability to according algorithms. One key problem consists in the fact that the governing equations might not be uniquely determined by the given data. We will study this problem in the common situation that a physical law is described by an ordinary or partial differential equation. For various different classes of differential equations, we provide both necessary and sufficient conditions for a function to uniquely determine the differential equation which is governing the phenomenon. We then use our results to devise numerical algorithms to determine whether a function solves a differential equation uniquely. Finally, we provide extensive numerical experiments showing that our algorithms in combination with common approaches for learning physical laws indeed allow to guarantee that a unique governing differential equation is learnt, without assuming any knowledge about the function, thereby ensuring reliability.
Despite significant advances, deep networks remain highly susceptible to adversarial attack. One fundamental challenge is that small input perturbations can often produce large movements in the network's final-layer feature space. In this paper, we define an attack model that abstracts this challenge, to help understand its intrinsic properties. In our model, the adversary may move data an arbitrary distance in feature space but only in random low-dimensional subspaces. We prove such adversaries can be quite powerful: defeating any algorithm that must classify any input it is given. However, by allowing the algorithm to abstain on unusual inputs, we show such adversaries can be overcome when classes are reasonably well-separated in feature space. We further provide strong theoretical guarantees for setting algorithm parameters to optimize over accuracy-abstention trade-offs using data-driven methods. Our results provide new robustness guarantees for nearest-neighbor style algorithms, and also have application to contrastive learning, where we empirically demonstrate the ability of such algorithms to obtain high robust accuracy with low abstention rates. Our model is also motivated by strategic classification, where entities being classified aim to manipulate their observable features to produce a preferred classification, and we provide new insights into that area as well.
The maximum likelihood estimation of the left-truncated log-logistic distribution with a given truncation point is analyzed in detail from both mathematical and numerical perspectives. These maximum likelihood equations often do not possess a solution, even for small truncations. A simple criterion is provided for the existence of a regular maximum likelihood solution. In this case a profile likelihood function can be constructed and the optimisation problem is reduced to one dimension. When the maximum likelihood equations do not admit a solution for certain data samples, it is shown that the Pareto distribution is the $L^1$-limit of the degenerated left-truncated log-logistic distribution. Using this mathematical information, a highly efficient Monte Carlo simulation is performed to obtain critical values for some goodness-of-fit tests. The confidence tables and an interpolation formula are provided and several applications to real world data are presented.
Automatic Speaker Diarization (ASD) is an enabling technology with numerous applications, which deals with recordings of multiple speakers, raising special concerns in terms of privacy. In fact, in remote settings, where recordings are shared with a server, clients relinquish not only the privacy of their conversation, but also of all the information that can be inferred from their voices. However, to the best of our knowledge, the development of privacy-preserving ASD systems has been overlooked thus far. In this work, we tackle this problem using a combination of two cryptographic techniques, Secure Multiparty Computation (SMC) and Secure Modular Hashing, and apply them to the two main steps of a cascaded ASD system: speaker embedding extraction and agglomerative hierarchical clustering. Our system is able to achieve a reasonable trade-off between performance and efficiency, presenting real-time factors of 1.1 and 1.6, for two different SMC security settings.
The work is devoted to the construction of a new type of intervals -- functional intervals. These intervals are built on the idea of expanding boundaries from numbers to functions. Functional intervals have shown themselves to be promising for further study and use, since they have more rich algebraic properties compared to classical intervals lamy. In the work, linear functional arithmetic was constructed from one variable. This arithmetic was applied to solve such problems of interval analysis, as minimization of a function on an interval and finding zeros of a function on an interval. Results of numerical experiments for linear functional arithmetic showed a high order of convergence and a higher speed the growth of algorithms when using intervals of a new type, despite the fact that the calculations did not use information about derivative function. Also in the work, a modification of the minimization algorithms functions of several variables, based on the use of the function rational intervals of several variables. As a result, it was Improved speedup of algorithms, but only up to a certain number of unknowns.
We introduce two synthetic likelihood methods for Simulation-Based Inference (SBI), to conduct either amortized or targeted inference from experimental observations when a high-fidelity simulator is available. Both methods learn a conditional energy-based model (EBM) of the likelihood using synthetic data generated by the simulator, conditioned on parameters drawn from a proposal distribution. The learned likelihood can then be combined with any prior to obtain a posterior estimate, from which samples can be drawn using MCMC. Our methods uniquely combine a flexible Energy-Based Model and the minimization of a KL loss: this is in contrast to other synthetic likelihood methods, which either rely on normalizing flows, or minimize score-based objectives; choices that come with known pitfalls. Our first method, Amortized Unnormalized Neural Likelihood Estimation (AUNLE), introduces a tilting trick during training that allows to significantly lower the computational cost of inference by enabling the use of efficient MCMC techniques. Our second method, Sequential UNLE (SUNLE), employs a robust doubly intractable approach in order to re-use simulation data and improve posterior accuracy on a specific dataset. We demonstrate the properties of both methods on a range of synthetic datasets, and apply them to a neuroscience model of the pyloric network in the crab Cancer Borealis, matching the performance of other synthetic likelihood methods at a fraction of the simulation budget.
A new domain decomposition method for Maxwell's equations in conductive media is presented. Using this method reconstruction algorithms are developed for determination of dielectric permittivity function using time-dependent scattered data of electric field. All reconstruction algorithms are based on optimization approach to find stationary point of the Lagrangian. Adaptive reconstruction algorithms and space mesh refinement indicators are also presented. Our computational tests show qualitative reconstruction of dielectric permittivity function using anatomically realistic breast phantom.
Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with Laplace-distributed coefficients. This paper studies theoretical guarantees for such prior measures - specifically, we examine their frequentist posterior contraction rates in the setting of non-linear inverse problems with Gaussian white noise. Our results are first derived under a general local Lipschitz assumption on the forward map. We then verify the assumption for two non-linear inverse problems arising from elliptic partial differential equations, the Darcy flow model from geophysics as well as a model for the Schr\"odinger equation appearing in tomography. In the course of the proofs, we also obtain novel concentration inequalities for penalized least squares estimators with $\ell^1$ wavelet penalty, which have a natural interpretation as maximum a posteriori (MAP) estimators. The true parameter is assumed to belong to some spatially inhomogeneous Besov class $B^{\alpha}_{11}$, $\alpha>0$. In a setting with direct observations, we complement these upper bounds with a lower bound on the rate of contraction for arbitrary Gaussian priors. An immediate consequence of our results is that while Laplace priors can achieve minimax-optimal rates over $B^{\alpha}_{11}$-classes, Gaussian priors are limited to a (by a polynomial factor) slower contraction rate. This gives information-theoretical justification for the intuition that Laplace priors are more compatible with $\ell^1$ regularity structure in the underlying parameter.
Bayesian nonparametric mixture models are common for modeling complex data. While these models are well-suited for density estimation, their application for clustering has some limitations. Miller and Harrison (2014) proved posterior inconsistency in the number of clusters when the true number of clusters is finite for Dirichlet process and Pitman--Yor process mixture models. In this work, we extend this result to additional Bayesian nonparametric priors such as Gibbs-type processes and finite-dimensional representations of them. The latter include the Dirichlet multinomial process and the recently proposed Pitman--Yor and normalized generalized gamma multinomial processes. We show that mixture models based on these processes are also inconsistent in the number of clusters and discuss possible solutions. Notably, we show that a post-processing algorithm introduced by Guha et al. (2021) for the Dirichlet process extends to more general models and provides a consistent method to estimate the number of components.
In this study we consider unconditionally non-oscillatory, high order implicit time marching based on time-limiters. The first aspect of our work is to propose the high resolution Limited-DIRK3 (L-DIRK3) scheme for conservation laws and convection-diffusion equations in the method-of-lines framework. The scheme can be used in conjunction with an arbitrary high order spatial discretization scheme such as 5th order WENO scheme. It can be shown that the strongly S-stable DIRK3 scheme is not SSP and may introduce strong oscillations under large time step. To overcome the oscillatory nature of DIRK3, the key idea of L-DIRK3 scheme is to apply local time-limiters (K.Duraisamy, J.D.Baeder, J-G Liu), with which the order of accuracy in time is locally dropped to first order in the regions where the evolution of solution is not smooth. In this way, the monotonicity condition is locally satisfied, while a high order of accuracy is still maintained in most of the solution domain. For convenience of applications to systems of equations, we propose a new and simple construction of time-limiters which allows flexible choice of reference quantity with minimal computation cost. Another key aspect of our work is to extend the application of time-limiter schemes to multidimensional problems and convection-diffusion equations. Numerical experiments for scalar/systems of equations in one- and two-dimensions confirm the high resolution and the improved stability of L-DIRK3 under large time steps. Moreover, the results indicate the potential of time-limiter schemes to serve as a generic and convenient methodology to improve the stability of arbitrary DIRK methods.