High-dimensional central limit theorems have been intensively studied with most focus being on the case where the data is sub-Gaussian or sub-exponential. However, heavier tails are omnipresent in practice. In this article, we study the critical growth rates of dimension $d$ below which Gaussian approximations are asymptotically valid but beyond which they are not. We are particularly interested in how these thresholds depend on the number of moments $m$ that the observations possess. For every $m\in(2,\infty)$, we construct i.i.d. random vectors $\textbf{X}_1,...,\textbf{X}_n$ in $\mathbb{R}^d$, the entries of which are independent and have a common distribution (independent of $n$ and $d$) with finite $m$th absolute moment, and such that the following holds: if there exists an $\varepsilon\in(0,\infty)$ such that $d/n^{m/2-1+\varepsilon}\not\to 0$, then the Gaussian approximation error (GAE) satisfies $$ \limsup_{n\to\infty}\sup_{t\in\mathbb{R}}\left[\mathbb{P}\left(\max_{1\leq j\leq d}\frac{1}{\sqrt{n}}\sum_{i=1}^n\textbf{X}_{ij}\leq t\right)-\mathbb{P}\left(\max_{1\leq j\leq d}\textbf{Z}_j\leq t\right)\right]=1,$$ where $\textbf{Z} \sim \mathsf{N}_d(\textbf{0}_d,\mathbf{I}_d)$. On the other hand, a result in Chernozhukov et al. (2023a) implies that the left-hand side above is zero if just $d/n^{m/2-1-\varepsilon}\to 0$ for some $\varepsilon\in(0,\infty)$. In this sense, there is a moment-dependent phase transition at the threshold $d=n^{m/2-1}$ above which the limiting GAE jumps from zero to one.
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Exact Travelling Wave Solutions using Tanh Method for two-dimensional Stochastic Allen-Cahn equation
Exact travelling wave solutions to the two-dimensional stochastic Allen-Cahn equation with multiplicative noise are obtained through the hyperbolic tangent (tanh) method. This technique limits the solutions to travelling wave profiles by representing them with a finite tanh power series. This study focuses on how multiplicative noise affects the dynamics of these travelling waves, in particular, occurring of wave propagation failure due to high levels of noise.
We present a rigorous and precise analysis of the maximum degree and the average degree in a dynamic duplication-divergence graph model introduced by Sol\'e, Pastor-Satorras et al. in which the graph grows according to a duplication-divergence mechanism, i.e. by iteratively creating a copy of some node and then randomly alternating the neighborhood of a new node with probability $p$. This model captures the growth of some real-world processes e.g. biological or social networks. In this paper, we prove that for some $0 < p < 1$ the maximum degree and the average degree of a duplication-divergence graph on $t$ vertices are asymptotically concentrated with high probability around $t^p$ and $\max\{t^{2 p - 1}, 1\}$, respectively, i.e. they are within at most a polylogarithmic factor from these values with probability at least $1 - t^{-A}$ for any constant $A > 0$.
Semi-analytic physics informed neural network for convection-dominated boundary layer problems in 2D
This research investigates the numerical approximation of the two-dimensional convection-dominated singularly perturbed problem on square, circular, and elliptic domains. Singularly perturbed boundary value problems present a significant challenge due to the presence of sharp boundary layers in their solutions. Additionally, the considered domain exhibits characteristic points, giving rise to a degenerate boundary layer problem. The stiffness of the problem is attributed to the sharp singular layers, which can result in substantial computational errors if not appropriately addressed. Traditional numerical methods typically require extensive mesh refinements near the boundary to achieve accurate solutions, which can be computationally expensive. To address the challenges posed by singularly perturbed problems, we employ physics-informed neural networks (PINNs). However, PINNs may struggle with rapidly varying singularly perturbed solutions over a small domain region, leading to inadequate resolution and potentially inaccurate or unstable results. To overcome this limitation, we introduce a semi-analytic method that augments PINNs with singular layers or corrector functions. Through our numerical experiments, we demonstrate significant improvements in both accuracy and stability, thus demonstrating the effectiveness of our proposed approach.
Quadratization of polynomial and nonpolynomial systems of ordinary differential equations is advantageous in a variety of disciplines, such as systems theory, fluid mechanics, chemical reaction modeling and mathematical analysis. A quadratization reveals new variables and structures of a model, which may be easier to analyze, simulate, control, and provides a convenient parametrization for learning. This paper presents novel theory, algorithms and software capabilities for quadratization of non-autonomous ODEs. We provide existence results, depending on the regularity of the input function, for cases when a quadratic-bilinear system can be obtained through quadratization. We further develop existence results and an algorithm that generalizes the process of quadratization for systems with arbitrary dimension that retain the nonlinear structure when the dimension grows. For such systems, we provide dimension-agnostic quadratization. An example is semi-discretized PDEs, where the nonlinear terms remain symbolically identical when the discretization size increases. As an important aspect for practical adoption of this research, we extended the capabilities of the QBee software towards both non-autonomous systems of ODEs and ODEs with arbitrary dimension. We present several examples of ODEs that were previously reported in the literature, and where our new algorithms find quadratized ODE systems with lower dimension than the previously reported lifting transformations. We further highlight an important area of quadratization: reduced-order model learning. This area can benefit significantly from working in the optimal lifting variables, where quadratic models provide a direct parametrization of the model that also avoids additional hyperreduction for the nonlinear terms. A solar wind example highlights these advantages.
While many phenomena in physics and engineering are formally high-dimensional, their long-time dynamics often live on a lower-dimensional manifold. The present work introduces an autoencoder framework that combines implicit regularization with internal linear layers and $L_2$ regularization (weight decay) to automatically estimate the underlying dimensionality of a data set, produce an orthogonal manifold coordinate system, and provide the mapping functions between the ambient space and manifold space, allowing for out-of-sample projections. We validate our framework's ability to estimate the manifold dimension for a series of datasets from dynamical systems of varying complexities and compare to other state-of-the-art estimators. We analyze the training dynamics of the network to glean insight into the mechanism of low-rank learning and find that collectively each of the implicit regularizing layers compound the low-rank representation and even self-correct during training. Analysis of gradient descent dynamics for this architecture in the linear case reveals the role of the internal linear layers in leading to faster decay of a "collective weight variable" incorporating all layers, and the role of weight decay in breaking degeneracies and thus driving convergence along directions in which no decay would occur in its absence. We show that this framework can be naturally extended for applications of state-space modeling and forecasting by generating a data-driven dynamic model of a spatiotemporally chaotic partial differential equation using only the manifold coordinates. Finally, we demonstrate that our framework is robust to hyperparameter choices.
We note a fact that stiff systems or differential equations that have highly oscillatory solutions cannot be solved efficiently using conventional methods. In this paper, we study two new classes of exponential Runge-Kutta (ERK) integrators for efficiently solving stiff systems or highly oscillatory problems. We first present a novel class of explicit modified version of exponential Runge-Kutta (MVERK) methods based on the order conditions. Furthermore, we consider a class of explicit simplified version of exponential Runge-Kutta (SVERK) methods. Numerical results demonstrate the high efficiency of the explicit MVERK integrators and SVERK methods derived in this paper compared with the well-known explicit ERK integrators for stiff systems or highly oscillatory problems in the literature.
Many asymptotically minimax procedures for function estimation often rely on somewhat arbitrary and restrictive assumptions such as isotropy or spatial homogeneity. This work enhances the theoretical understanding of Bayesian additive regression trees under substantially relaxed smoothness assumptions. We provide a comprehensive study of asymptotic optimality and posterior contraction of Bayesian forests when the regression function has anisotropic smoothness that possibly varies over the function domain. The regression function can also be possibly discontinuous. We introduce a new class of sparse {\em piecewise heterogeneous anisotropic} H\"{o}lder functions and derive their minimax lower bound of estimation in high-dimensional scenarios under the $L_2$-loss. We then find that the Bayesian tree priors, coupled with a Dirichlet subset selection prior for sparse estimation in high-dimensional scenarios, adapt to unknown heterogeneous smoothness, discontinuity, and sparsity. These results show that Bayesian forests are uniquely suited for more general estimation problems that would render other default machine learning tools, such as Gaussian processes, suboptimal. Our numerical study shows that Bayesian forests often outperform other competitors such as random forests and deep neural networks, which are believed to work well for discontinuous or complicated smooth functions. Beyond nonparametric regression, we also examined posterior contraction of Bayesian forests for density estimation and binary classification using the technique developed in this study.
We consider the application of the generalized Convolution Quadrature (gCQ) to approximate the solution of an important class of sectorial problems. The gCQ is a generalization of Lubich's Convolution Quadrature (CQ) that allows for variable steps. The available stability and convergence theory for the gCQ requires non realistic regularity assumptions on the data, which do not hold in many applications of interest, such as the approximation of subdiffusion equations. It is well known that for non smooth enough data the original CQ, with uniform steps, presents an order reduction close to the singularity. We generalize the analysis of the gCQ to data satisfying realistic regularity assumptions and provide sufficient conditions for stability and convergence on arbitrary sequences of time points. We consider the particular case of graded meshes and show how to choose them optimally, according to the behaviour of the data. An important advantage of the gCQ method is that it allows for a fast and memory reduced implementation. We describe how the fast and oblivious gCQ can be implemented and illustrate our theoretical results with several numerical experiments.
Experimental and observational studies often lead to spurious association between the outcome and independent variables describing the intervention, because of confounding to third-party factors. Even in randomized clinical trials, confounding might be unavoidable due to small sample sizes. Practically, this poses a problem, because it is either expensive to re-design and conduct a new study or even impossible to alleviate the contribution of some confounders due to e.g. ethical concerns. Here, we propose a method to consistently derive hypothetical studies that retain as many of the dependencies in the original study as mathematically possible, while removing any association of observed confounders to the independent variables. Using historic studies, we illustrate how the confounding-free scenario re-estimates the effect size of the intervention. The new effect size estimate represents a concise prediction in the hypothetical scenario which paves a way from the original data towards the design of future studies.
Spatio-temporal pathogen spread is often partially observed at the metapopulation scale. Available data correspond to proxies and are incomplete, censored and heterogeneous. Moreover, representing such biological systems often leads to complex stochastic models. Such complexity together with data characteristics make the analysis of these systems a challenge. Our objective was to develop a new inference procedure to estimate key parameters of stochastic metapopulation models of animal disease spread from longitudinal and spatial datasets, while accurately accounting for characteristics of census data. We applied our procedure to provide new knowledge on the regional spread of \emph{Mycobacterium avium} subsp. \emph{paratuberculosis} (\emph{Map}), which causes bovine paratuberculosis, a worldwide endemic disease. \emph{Map} spread between herds through trade movements was modeled with a stochastic mechanistic model. Comprehensive data from 2005 to 2013 on cattle movements in 12,857 dairy herds in Brittany (western France) and partial data on animal infection status in 2,278 herds sampled from 2007 to 2013 were used. Inference was performed using a new criterion based on a Monte-Carlo approximation of a composite likelihood, coupled to a numerical optimization algorithm (Nelder-Mead Simplex-like). Our criterion showed a clear superiority to alternative ones in identifying the right parameter values, as assessed by an empirical identifiability on simulated data. Point estimates and profile likelihoods allowed us to establish the initial state of the system, identify the risk of pathogen introduction from outside the metapopulation, and confirm the assumption of the low sensitivity of the diagnostic test. Our inference procedure could easily be applied to other spatio-temporal infection dynamics, especially when ABC-like methods face challenges in defining relevant summary statistics.
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