The Koopman operator allows a nonlinear system to be rewritten as an infinite-dimensional linear system by viewing it in terms of an infinite set of lifting functions instead of a state vector. The main feature of this representation is its linearity, making it compatible with existing linear systems theory. A finite-dimensional approximation of the Koopman operator can be identified from experimental data by choosing a finite subset of lifting functions, applying it to the data, and solving a least squares problem in the lifted space. Existing Koopman operator approximation methods are designed to identify open-loop systems. However, it is impractical or impossible to run experiments on some systems without a feedback controller. Unfortunately, the introduction of feedback control results in correlations between the system's input and output, making some plant dynamics difficult to identify if the controller is neglected. This paper addresses this limitation by introducing a method to identify a Koopman model of the closed-loop system, and then extract a Koopman model of the plant given knowledge of the controller. This is accomplished by leveraging the linearity of the Koopman representation of the system. The proposed approach widens the applicability of Koopman operator identification methods to a broader class of systems. The effectiveness of the proposed closed-loop Koopman operator approximation method is demonstrated experimentally using a Harmonic Drive gearbox exhibiting nonlinear vibrations.
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Recently, it was discovered that for a given function class $\mathbf{F}$ the error of best linear recovery in the square norm can be bounded above by the Kolmogorov width of $\mathbf{F}$ in the uniform norm. That analysis is based on deep results in discretization of the square norm of functions from finite dimensional subspaces. In this paper we show how very recent results on universal discretization of the square norm of functions from a collection of finite dimensional subspaces lead to an inequality between optimal sparse recovery in the square norm and best sparse approximations in the uniform norm with respect to appropriate dictionaries.
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB framework yields a robust numerical scheme that can efficiently handle immersed deformable structures. Additionally, the IB method has been adapted to problems with prescribed motion and other PDEs with given boundary data. IB methods for these problems traditionally involve penalty forces which only approximately satisfy boundary conditions, or they are formulated as constraint problems. In the latter approach, one must find the unknown forces by solving an equation that corresponds to a poorly conditioned first-kind integral equation. This operation can require a large number of iterations of a Krylov method, and since a time-dependent problem requires this solve at each time step, this method can be prohibitively inefficient without preconditioning. In this work, we introduce a new, well-conditioned IB formulation for boundary value problems, which we call the Immersed Boundary Double Layer (IBDL) method. We present the method as it applies to Poisson and Helmholtz problems to demonstrate its efficiency over the original constraint method. In this double layer formulation, the equation for the unknown boundary distribution corresponds to a well-conditioned second-kind integral equation that can be solved efficiently with a small number of iterations of a Krylov method. Furthermore, the iteration count is independent of both the mesh size and immersed boundary point spacing. The method converges away from the boundary, and when combined with a local interpolation, it converges in the entire PDE domain. Additionally, while the original constraint method applies only to Dirichlet problems, the IBDL formulation can also be used for Neumann conditions.
Mixed Laplace approximation for marginal posterior and Bayesian inference in error-in-operator model
Laplace approximation is a very useful tool in Bayesian inference and it claims a nearly Gaussian behavior of the posterior. \cite{SpLaplace2022} established some rather accurate finite sample results about the quality of Laplace approximation in terms of the so called effective dimension $p$ under the critical dimension constraint $p^{3} \ll n$. However, this condition can be too restrictive for many applications like error-in-operator problem or Deep Neuronal Networks. This paper addresses the question whether the dimensionality condition can be relaxed and the accuracy of approximation can be improved if the target of estimation is low dimensional while the nuisance parameter is high or infinite dimensional. Under mild conditions, the marginal posterior can be approximated by a Gaussian mixture and the accuracy of the approximation only depends on the target dimension. Under the condition $p^{2} \ll n$ or in some special situation like semi-orthogonality, the Gaussian mixture can be replaced by one Gaussian distribution leading to a classical Laplace result. The second result greatly benefits from the recent advances in Gaussian comparison from \cite{GNSUl2017}. The results are illustrated and specified for the case of error-in-operator model.
Coupled oscillators are being increasingly used as the basis of machine learning (ML) architectures, for instance in sequence modeling, graph representation learning and in physical neural networks that are used in analog ML devices. We introduce an abstract class of neural oscillators that encompasses these architectures and prove that neural oscillators are universal, i.e, they can approximate any continuous and casual operator mapping between time-varying functions, to desired accuracy. This universality result provides theoretical justification for the use of oscillator based ML systems. The proof builds on a fundamental result of independent interest, which shows that a combination of forced harmonic oscillators with a nonlinear read-out suffices to approximate the underlying operators.
Modern biomedical datasets are increasingly high dimensional and exhibit complex correlation structures. Generalized Linear Mixed Models (GLMMs) have long been employed to account for such dependencies. However, proper specification of the fixed and random effects in GLMMs is increasingly difficult in high dimensions, and computational complexity grows with increasing dimension of the random effects. We present a novel reformulation of the GLMM using a factor model decomposition of the random effects, enabling scalable computation of GLMMs in high dimensions by reducing the latent space from a large number of random effects to a smaller set of latent factors. We also extend our prior work to estimate model parameters using a modified Monte Carlo Expectation Conditional Minimization algorithm, allowing us to perform variable selection on both the fixed and random effects simultaneously. We show through simulation that through this factor model decomposition, our method can fit high dimensional penalized GLMMs faster than comparable methods and more easily scale to larger dimensions not previously seen in existing approaches.
Inspired by certain regularization techniques for linear inverse problems, in this work we investigate the convergence properties of the Levenberg-Marquardt method using singular scaling matrices. Under a completeness condition, we show that the method is well-defined and establish its local quadratic convergence under an error bound assumption. We also prove that the search directions are gradient-related allowing us to show that limit points of the sequence generated by a line-search version of the method are stationary for the sum-of-squares function. The usefulness of the method is illustrated with some examples of parameter identification in heat conduction problems for which specific singular scaling matrices can be used to improve the quality of approximate solutions.
Most networks are not static objects, but instead they change over time. This observation has sparked rigorous research on temporal graphs within the last years. In temporal graphs, we have a fixed set of nodes and the connections between them are only available at certain time steps. This gives rise to a plethora of algorithmic problems on such graphs, most prominently the problem of finding temporal spanners, i.e., the computation of subgraphs that guarantee all pairs reachability via temporal paths. To the best of our knowledge, only centralized approaches for the solution of this problem are known. However, many real-world networks are not shaped by a central designer but instead they emerge and evolve by the interaction of many strategic agents. This observation is the driving force of the recent intensive research on game-theoretic network formation models. In this work we bring together these two recent research directions: temporal graphs and game-theoretic network formation. As a first step into this new realm, we focus on a simplified setting where a complete temporal host graph is given and the agents, corresponding to its nodes, selfishly create incident edges to ensure that they can reach all other nodes via temporal paths in the created network. This yields temporal spanners as equilibria of our game. We prove results on the convergence to and the existence of equilibrium networks, on the complexity of finding best agent strategies, and on the quality of the equilibria. By taking these first important steps, we uncover challenging open problems that call for an in-depth exploration of the creation of temporal graphs by strategic agents.
This paper is concerned with the multi-frequency factorization method for imaging the support of a wave-number-dependent source function. It is supposed that the source function is given by the Fourier transform of some time-dependent source with a priori given radiating period. Using the multi-frequency far-field data at a fixed observation direction, we provide a computational criterion for characterizing the smallest strip containing the support and perpendicular to the observation direction. The far-field data from sparse observation directions can be used to recover a $\Theta$-convex polygon of the support. The inversion algorithm is proven valid even with multi-frequency near-field data in three dimensions. The connections to time-dependent inverse source problems are discussed in the near-field case. We also comment on possible extensions to source functions with two disconnected supports. Numerical tests in both two and three dimensions are implemented to show effectiveness and feasibility of the approach. This paper provides numerical analysis for a frequency-domain approach to recover the support of an admissible class of time-dependent sources.
We study polynomial systems with prescribed monomial supports in the Cox rings of toric varieties built from complete polyhedral fans. We present combinatorial formulas for the dimensions of their associated subvarieties under genericity assumptions on the coefficients of the polynomials. Using these formulas, we identify at which degrees generic systems in polytopal algebras form regular sequences. Our motivation comes from sparse elimination theory, where knowing the expected dimension of these subvarieties leads to specialized algorithms and to large speed-ups for solving sparse polynomial systems. As a special case, we classify the degrees at which regular sequences defined by weighted homogeneous polynomials can be found, answering an open question in the Gr\"obner bases literature. We also show that deciding whether a sparse system is generically a regular sequence in a polytopal algebra is hard from the point of view of theoretical computational complexity.
Quantum dynamics can be simulated on a quantum computer by exponentiating elementary terms from the Hamiltonian in a sequential manner. However, such an implementation of Trotter steps has gate complexity depending on the total Hamiltonian term number, comparing unfavorably to algorithms using more advanced techniques. We develop methods to perform faster Trotter steps with complexity sublinear in the number of terms. We achieve this for a class of Hamiltonians whose interaction strength decays with distance according to power law. Our methods include one based on a recursive block encoding and one based on an average-cost simulation, overcoming the normalization-factor barrier of these advanced quantum simulation techniques. We also realize faster Trotter steps when certain blocks of Hamiltonian coefficients have low rank. Combining with a tighter error analysis, we show that it suffices to use $\left(\eta^{1/3}n^{1/3}+\frac{n^{2/3}}{\eta^{2/3}}\right)n^{1+o(1)}$ gates to simulate uniform electron gas with $n$ spin orbitals and $\eta$ electrons in second quantization in real space, asymptotically improving over the best previous work. We obtain an analogous result when the external potential of nuclei is introduced under the Born-Oppenheimer approximation. We prove a circuit lower bound when the Hamiltonian coefficients take a continuum range of values, showing that generic $n$-qubit $2$-local Hamiltonians with commuting terms require at least $\Omega(n^2)$ gates to evolve with accuracy $\epsilon=\Omega(1/poly(n))$ for time $t=\Omega(\epsilon)$. Our proof is based on a gate-efficient reduction from the approximate synthesis of diagonal unitaries within the Hamming weight-$2$ subspace, which may be of independent interest. Our result thus suggests the use of Hamiltonian structural properties as both necessary and sufficient to implement Trotter steps with lower gate complexity.
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