In this work, we investigate the interval generalized Sylvester matrix equation ${\bf{A}}X{\bf{B}}+{\bf{C}}X{\bf{D}}={\bf{F}}$ and develop some techniques for obtaining outer estimations for the so-called united solution set of this interval system. First, we propose a modified variant of the Krawczyk operator which causes reducing computational complexity to cubic, compared to Kronecker product form. We then propose an iterative technique for enclosing the solution set. These approaches are based on spectral decompositions of the midpoints of ${\bf{A}}$, ${\bf{B}}$, ${\bf{C}}$ and ${\bf{D}}$ and in both of them we suppose that the midpoints of ${\bf{A}}$ and ${\bf{C}}$ are simultaneously diagonalizable as well as for the midpoints of the matrices ${\bf{B}}$ and ${\bf{D}}$. Some numerical experiments are given to illustrate the performance of the proposed methods.
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We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of the mild solution to such a problem does not have a conventional variation-of-constants like form, with the propagator derived from the associated homogeneous problem. Instead, it relies on the existence of two propagators with different analytical properties. This fact limits theoretical and especially numerical applicability of the existing solution representation. Here, we propose an alternative representation of the mild solution to the given problem that consolidates the solution formulas for sub-parabolic, parabolic and sub-hyperbolic equations with a positive sectorial operator $A$ and non-zero initial data. The new representation is solely based on the propagator of the homogeneous problem and, therefore, can be considered as a more natural fractional extension of the solution to the classical parabolic Cauchy problem. By exploiting a trade-off between the regularity assumptions on the initial data in terms of the fractional powers of $A$ and the regularity assumptions on the right-hand side in time, we show that the proposed solution formula is strongly convergent for $t \geq 0$ under considerably weaker assumptions compared to the standard results from the literature. Crucially, the achieved relaxation of space regularity assumptions ensures that the new solution representation is practically feasible for any $\alpha \in (0, 2)$ and is amenable to the numerical evaluation using uniformly accurate quadrature-based algorithms.
Generative Adversarial Networks (GANs) have shown success in approximating complex distributions for synthetic image generation. However, current GAN-based methods for generating biometric images, such as iris, have certain limitations: (a) the synthetic images often closely resemble images in the training dataset; (b) the generated images lack diversity in terms of the number of unique identities represented in them; and (c) it is difficult to generate multiple images pertaining to the same identity. To overcome these issues, we propose iWarpGAN that disentangles identity and style in the context of the iris modality by using two transformation pathways: Identity Transformation Pathway to generate unique identities from the training set, and Style Transformation Pathway to extract the style code from a reference image and output an iris image using this style. By concatenating the transformed identity code and reference style code, iWarpGAN generates iris images with both inter- and intra-class variations. The efficacy of the proposed method in generating such iris DeepFakes is evaluated both qualitatively and quantitatively using ISO/IEC 29794-6 Standard Quality Metrics and the VeriEye iris matcher. Further, the utility of the synthetically generated images is demonstrated by improving the performance of deep learning based iris matchers that augment synthetic data with real data during the training process.
Training machine learning models from data with weak supervision and dataset shifts is still challenging. Designing algorithms when these two situations arise has not been explored much, and existing algorithms cannot always handle the most complex distributional shifts. We think the biquality data setup is a suitable framework for designing such algorithms. Biquality Learning assumes that two datasets are available at training time: a trusted dataset sampled from the distribution of interest and the untrusted dataset with dataset shifts and weaknesses of supervision (aka distribution shifts). The trusted and untrusted datasets available at training time make designing algorithms dealing with any distribution shifts possible. We propose two methods, one inspired by the label noise literature and another by the covariate shift literature for biquality learning. We experiment with two novel methods to synthetically introduce concept drift and class-conditional shifts in real-world datasets across many of them. We opened some discussions and assessed that developing biquality learning algorithms robust to distributional changes remains an interesting problem for future research.
The computation of approximating e^tA B, where A is a large sparse matrix and B is a rectangular matrix, serves as a crucial element in numerous scientific and engineering calculations. A powerful way to consider this problem is to use Krylov subspace methods. The purpose of this work is to approximate the matrix exponential and some Cauchy-Stieltjes functions on a block vectors B of R^n*p using a rational block Lanczos algorithm. We also derive some error estimates and error bound for the convergence of the rational approximation and finally numerical results attest to the computational efficiency of the proposed method.
We study several polygonal curve problems under the Fr\'{e}chet distance via algebraic geometric methods. Let $\mathbb{X}_m^d$ and $\mathbb{X}_k^d$ be the spaces of all polygonal curves of $m$ and $k$ vertices in $\mathbb{R}^d$, respectively. We assume that $k \leq m$. Let $\mathcal{R}^d_{k,m}$ be the set of ranges in $\mathbb{X}_m^d$ for all possible metric balls of polygonal curves in $\mathbb{X}_k^d$ under the Fr\'{e}chet distance. We prove a nearly optimal bound of $O(dk\log (km))$ on the VC dimension of the range space $(\mathbb{X}_m^d,\mathcal{R}_{k,m}^d)$, improving on the previous $O(d^2k^2\log(dkm))$ upper bound and approaching the current $\Omega(dk\log k)$ lower bound. Our upper bound also holds for the weak Fr\'{e}chet distance. We also obtain exact solutions that are hitherto unknown for curve simplification, range searching, nearest neighbor search, and distance oracle.
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the ensuing system of fractional linear equations is solved resorting to a Monte Carlo evaluation of the corresponding Mittag-Leffler matrix function. This is accomplished through the approximation of the expected value of a suitable multiplicative functional of a stochastic process, which consists of a Markov chain whose sojourn times in every state are Mittag-Leffler distributed. The resulting algorithm is able to calculate the solution at conveniently chosen points in the domain with high efficiency. In addition, we present how to generalize this algorithm in order to compute the complete solution. For several large-scale numerical problems, our method showed remarkable performance in both shared-memory and distributed-memory systems, achieving nearly perfect scalability up to 16,384 CPU cores.
In this paper, we employ general results on the value distributions of perfect nonlinear functions from $\mathbb{F}_{p^m}$ to $\mathbb{F}_p$ together with a specific group action to give a unified approach to determining the weight distributions of two classes of linear codes over $\mathbb{F}_p$ constructed from perfect nonlinear functions, where $p$ is an odd prime number and $m\in\mathbb{N}_+$.
Getting standard multigrid to work efficiently for the high-frequency Helmholtz equation has been an open problem in applied mathematics for years. Much effort has been dedicated to finding solution methods which can use multigrid components to obtain solvers with a linear time complexity. In this work we present one among the first stand-alone multigrid solvers for the 2D Helmholtz equation using both a constant and non-constant wavenumber model problem. We use standard smoothing techniques and do not impose any restrictions on the number of grid points per wavelength on the coarse-grid. As a result we are able to obtain a full V- and W-cycle algorithm. The key features of the algorithm are the use of higher-order inter-grid transfer operators combined with a complex constant in the coarsening process. Using weighted-Jacobi smoothing, we obtain a solver which is $h-$independent and scales linearly with the wavenumber $k$. Numerical results using 1 to 5 GMRES(3) smoothing steps approach $k-$ and $h-$ independent convergence, when combined with the higher-order inter-grid transfer operators and a small or even zero complex shift. The proposed algorithm provides an important step towards the perpetuating branch of research in finding scalable solvers for challenging wave propagation problems.
Shannon proved that almost all Boolean functions require a circuit of size $\Theta(2^n/n)$. We prove a quantum analog of this classical result. Unlike in the classical case the number of quantum circuits of any fixed size that we allow is uncountably infinite. Our main tool is a classical result in real algebraic geometry bounding the number of realizable sign conditions of any finite set of real polynomials in many variables.
The existence of representative datasets is a prerequisite of many successful artificial intelligence and machine learning models. However, the subsequent application of these models often involves scenarios that are inadequately represented in the data used for training. The reasons for this are manifold and range from time and cost constraints to ethical considerations. As a consequence, the reliable use of these models, especially in safety-critical applications, is a huge challenge. Leveraging additional, already existing sources of knowledge is key to overcome the limitations of purely data-driven approaches, and eventually to increase the generalization capability of these models. Furthermore, predictions that conform with knowledge are crucial for making trustworthy and safe decisions even in underrepresented scenarios. This work provides an overview of existing techniques and methods in the literature that combine data-based models with existing knowledge. The identified approaches are structured according to the categories integration, extraction and conformity. Special attention is given to applications in the field of autonomous driving.
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