We propose a monotone approximation scheme for a class of fully nonlinear PDEs called G-equations. Such equations arise often in the characterization of G-distributed random variables in a sublinear expectation space. The proposed scheme is constructed recursively based on a piecewise constant approximation of the viscosity solution to the G-equation. We establish the convergence of the scheme and determine the convergence rate with an explicit error bound, using the comparison principles for both the scheme and the equation together with a mollification procedure. The first application is obtaining the convergence rate of Peng's robust central limit theorem with an explicit bound of Berry-Esseen type. The second application is an approximation scheme with its convergence rate for the Black-Scholes-Barenblatt equation.
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We present a scalable machine learning (ML) force-field model for the adiabatic dynamics of cooperative Jahn-Teller (JT) systems. Large scale dynamical simulations of the JT model also shed light on the orbital ordering dynamics in colossal magnetoresistance manganites. The JT effect in these materials describes the distortion of local oxygen octahedra driven by a coupling to the orbital degrees of freedom of $e_g$ electrons. An effective electron-mediated interaction between the local JT modes leads to a structural transition and the emergence of long-range orbital order at low temperatures. Assuming the principle of locality, a deep-learning neural-network model is developed to accurately and efficiently predict the electron-induced forces that drive the dynamical evolution of JT phonons. A group-theoretical method is utilized to develop a descriptor that incorporates the combined orbital and lattice symmetry into the ML model. Large-scale Langevin dynamics simulations, enabled by the ML force-field models, are performed to investigate the coarsening dynamics of the composite JT distortion and orbital order after a thermal quench. The late-stage coarsening of orbital domains exhibits pronounced freezing behaviors which are likely related to the unusual morphology of the domain structures. Our work highlights a promising avenue for multi-scale dynamical modeling of correlated electron systems.
Driven by exploring the power of quantum computation with a limited number of qubits, we present a novel complete characterization for space-bounded quantum computation, which encompasses settings with one-sided error (unitary coRQL) and two-sided error (BQL), approached from a quantum state testing perspective: - The first family of natural complete problems for unitary coRQL, i.e., space-bounded quantum state certification for trace distance and Hilbert-Schmidt distance; - A new family of natural complete problems for BQL, i.e., space-bounded quantum state testing for trace distance, Hilbert-Schmidt distance, and quantum entropy difference. In the space-bounded quantum state testing problem, we consider two logarithmic-qubit quantum circuits (devices) denoted as $Q_0$ and $Q_1$, which prepare quantum states $\rho_0$ and $\rho_1$, respectively, with access to their ``source code''. Our goal is to decide whether $\rho_0$ is $\epsilon_1$-close to or $\epsilon_2$-far from $\rho_1$ with respect to a specified distance-like measure. Interestingly, unlike time-bounded state testing problems, our results reveal that the space-bounded state testing problems all correspond to the same class. Moreover, our algorithms on the trace distance inspire an algorithmic Holevo-Helstrom measurement, implying QSZK is in QIP(2) with a quantum linear-space honest prover. Our results primarily build upon a space-efficient variant of the quantum singular value transformation (QSVT) introduced by Gily\'en, Su, Low, and Wiebe (STOC 2019), which is of independent interest. Our technique provides a unified approach for designing space-bounded quantum algorithms. Specifically, we show that implementing QSVT for any bounded polynomial that approximates a piecewise-smooth function incurs only a constant overhead in terms of the space required for special forms of the projected unitary encoding.
This work proposes a novel variational approximation of partial differential equations on moving geometries determined by explicit boundary representations. The benefits of the proposed formulation are the ability to handle large displacements of explicitly represented domain boundaries without generating body-fitted meshes and remeshing techniques. For the space discretization, we use a background mesh and an unfitted method that relies on integration on cut cells only. We perform this intersection by using clipping algorithms. To deal with the mesh movement, we pullback the equations to a reference configuration (the spatial mesh at the initial time slab times the time interval) that is constant in time. This way, the geometrical intersection algorithm is only required in 3D, another key property of the proposed scheme. At the end of the time slab, we compute the deformed mesh, intersect the deformed boundary with the background mesh, and consider an exact transfer operator between meshes to compute jump terms in the time discontinuous Galerkin integration. The transfer is also computed using geometrical intersection algorithms. We demonstrate the applicability of the method to fluid problems around rotating (2D and 3D) geometries described by oriented boundary meshes. We also provide a set of numerical experiments that show the optimal convergence of the method.
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of skewness determined by the drift and volatility of the underlying process. We show that as the step-size decreases the scheme converges weakly to the diffusion of interest. We then consider the problem of simulating from the limiting distribution of an ergodic diffusion process using the numerical scheme with a fixed step-size. We establish conditions under which the numerical scheme converges to equilibrium at a geometric rate, and quantify the bias between the equilibrium distributions of the scheme and of the true diffusion process. Notably, our results do not require a global Lipschitz assumption on the drift, in contrast to those required for the Euler--Maruyama scheme for long-time simulation at fixed step-sizes. Our weak convergence result relies on an extension of the theory of Milstein \& Tretyakov to stochastic differential equations with non-Lipschitz drift, which could also be of independent interest. We support our theoretical results with numerical simulations.
Characteristic formulae give a complete logical description of the behaviour of processes modulo some chosen notion of behavioural semantics. They allow one to reduce equivalence or preorder checking to model checking, and are exactly the formulae in the modal logics characterizing classic behavioural equivalences and preorders for which model checking can be reduced to equivalence or preorder checking. This paper studies the complexity of determining whether a formula is characteristic for some finite, loop-free process in each of the logics providing modal characterizations of the simulation-based semantics in van Glabbeek's branching-time spectrum. Since characteristic formulae in each of those logics are exactly the consistent and prime ones, it presents complexity results for the satisfiability and primality problems, and investigates the boundary between modal logics for which those problems can be solved in polynomial time and those for which they become computationally hard. Amongst other contributions, this article also studies the complexity of constructing characteristic formulae in the modal logics characterizing simulation-based semantics, both when such formulae are presented in explicit form and via systems of equations.
In this paper we analyze a conforming virtual element method to approximate the eigenfunctions and eigenvalues of the two dimensional Oseen eigenvalue problem. We consider the classic velocity-pressure formulation which allows us to consider the divergence-conforming virtual element spaces employed for the Stokes equations. Under standard assumptions on the meshes we derive a priori error estimates for the proposed method with the aid of the compact operators theory. We report some numerical tests to confirm the theoretical results.
We propose a new approach to discretize the von Neumann equation, which is efficient in the semi-classical limit. This method is first based on the so called Weyl's variables to address the stiffness associated with the equation. Then, by applying a truncated Hermite expansion of the density operator, we successfully handle this stiffness. Additionally, we develop a finite volume approximation for practical implementation and conduct numerical simulations to illustrate the efficiency of our approach. This asymptotic preserving numerical approximation, combined with the use of Hermite polynomials, provides an efficient tool for solving the von Neumann equation in all regimes, near classical or not.
In this paper, we propose a weak Galerkin (WG) finite element method for the Maxwell eigenvalue problem. By restricting subspaces, we transform the mixed form of Maxwell eigenvalue problem into simple elliptic equation. Then we give the WG numerical scheme for the Maxwell eigenvalue problem. Furthermore, we obtain the optimal error estimates of arbitrarily high convergence order and prove the lower bound property of numerical solutions for eigenvalues. Numerical experiments show the accuracy of theoretical analysis and the property of lower bound.
Multivariate probabilistic verification is concerned with the evaluation of joint probability distributions of vector quantities such as a weather variable at multiple locations or a wind vector for instance. The logarithmic score is a proper score that is useful in this context. In order to apply this score to ensemble forecasts, a choice for the density is required. Here, we are interested in the specific case when the density is multivariate normal with mean and covariance given by the ensemble mean and ensemble covariance, respectively. Under the assumptions of multivariate normality and exchangeability of the ensemble members, a relationship is derived which describes how the logarithmic score depends on ensemble size. It permits to estimate the score in the limit of infinite ensemble size from a small ensemble and thus produces a fair logarithmic score for multivariate ensemble forecasts under the assumption of normality. This generalises a study from 2018 which derived the ensemble size adjustment of the logarithmic score in the univariate case. An application to medium-range forecasts examines the usefulness of the ensemble size adjustments when multivariate normality is only an approximation. Predictions of vectors consisting of several different combinations of upper air variables are considered. Logarithmic scores are calculated for these vectors using ECMWF's daily extended-range forecasts which consist of a 100-member ensemble. The probabilistic forecasts of these vectors are verified against operational ECMWF analyses in the Northern mid-latitudes in autumn 2023. Scores are computed for ensemble sizes from 8 to 100. The fair logarithmic scores of ensembles with different cardinalities are very close, in contrast to the unadjusted scores which decrease considerably with ensemble size. This provides evidence for the practical usefulness of the derived relationships.
Solving the Boltzmann-BGK equation with traditional numerical methods suffers from high computational and memory costs due to the curse of dimensionality. In this paper, we propose a novel accuracy-preserved tensor-train (APTT) method to efficiently solve the Boltzmann-BGK equation. A second-order finite difference scheme is applied to discretize the Boltzmann-BGK equation, resulting in a tensor algebraic system at each time step. Based on the low-rank TT representation, the tensor algebraic system is then approximated as a TT-based low-rank system, which is efficiently solved using the TT-modified alternating least-squares (TT-MALS) solver. Thanks to the low-rank TT representation, the APTT method can significantly reduce the computational and memory costs compared to traditional numerical methods. Theoretical analysis demonstrates that the APTT method maintains the same convergence rate as that of the finite difference scheme. The convergence rate and efficiency of the APTT method are validated by several benchmark test cases.
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