In this paper, we prove strong consistency of an estimator by the truncated singular value decomposition for a multivariate errors-in-variables linear regression model with collinearity. This result is an extension of Gleser's proof of the strong consistency of total least squares solutions to the case with modern rank constraints. While the usual discussion of consistency in the absence of solution uniqueness deals with the minimal norm solution, the contribution of this study is to develop a theory that shows the strong consistency of a set of solutions. The proof is based on properties of orthogonal projections, specifically properties of the Rayleigh-Ritz procedure for computing eigenvalues. This makes it suitable for targeting problems where some row vectors of the matrices do not contain noise. Therefore, this paper gives a proof for the regression model with the above condition on the row vectors, resulting in a natural generalization of the strong consistency for the standard TLS estimator.
In this paper we provide a new linear sampling method based on the same data but a different definition of the data operator for two inverse problems: the multi-frequency inverse source problem for a fixed observation direction and the Born inverse scattering problems. We show that the associated regularized linear sampling indicator converges to the average of the unknown in a small neighborhood as the regularization parameter approaches to zero. We develop both a shape identification theory and a parameter identification theory which are stimulated, analyzed, and implemented with the help of the prolate spheroidal wave functions and their generalizations. We further propose a prolate-based implementation of the linear sampling method and provide numerical experiments to demonstrate how this linear sampling method is capable of reconstructing both the shape and the parameter.
In this paper, we study the perturbation analysis of a class of composite optimization problems, which is a very convenient and unified framework for developing both theoretical and algorithmic issues of constrained optimization problems. The underlying theme of this paper is very important in both theoretical and computational study of optimization problems. Under some mild assumptions on the objective function, we provide a definition of a strong second order sufficient condition (SSOSC) for the composite optimization problem and also prove that the following conditions are equivalent to each other: the SSOSC and the nondegeneracy condition, the nonsingularity of Clarke's generalized Jacobian of the nonsmooth system at a Karush-Kuhn-Tucker (KKT) point, and the strong regularity of the KKT point. These results provide an important way to characterize the stability of the KKT point. As for the convex composite optimization problem, which is a special case of the general problem, we establish the equivalence between the primal/dual second order sufficient condition and the dual/primal strict Robinson constraint qualification, the equivalence between the primal/dual SSOSC and the dual/primal nondegeneracy condition. Moreover, we prove that the dual nondegeneracy condition and the nonsingularity of Clarke's generalized Jacobian of the subproblem corresponding to the augmented Lagrangian method are also equivalent to each other. These theoretical results lay solid foundation for designing an efficient algorithm.
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to approximate multi-term fractional derivatives in time, requiring only $O(1)$ storage and $O(N_T)$ computational complexity, where $N_T$ denotes the total number of time steps. Then we use a Legendre spectral collocation method for spatial discretization. The stability and convergence of the scheme have been thoroughly discussed and rigorously established. We demonstrate that the proposed scheme is unconditionally stable and convergent with an order of $O(\left(\Delta t\right)^{2}+N^{-m})$, where $\Delta t$, $N$, and $m$ represent the timestep size, polynomial degree, and regularity in the spatial variable of the exact solution, respectively. Numerical results are presented to validate the theoretical predictions.
In this paper, we tackle structure learning of Directed Acyclic Graphs (DAGs), with the idea of exploiting available prior knowledge of the domain at hand to guide the search of the best structure. In particular, we assume to know the topological ordering of variables in addition to the given data. We study a new algorithm for learning the structure of DAGs, proving its theoretical consistence in the limit of infinite observations. Furthermore, we experimentally compare the proposed algorithm to a number of popular competitors, in order to study its behavior in finite samples.
In this paper we analyse a finite volume scheme for a nonlocal version of the Shigesada-Kawazaki-Teramoto (SKT) cross-diffusion system. We prove the existence of solutions to the scheme, derive qualitative properties of the solutions and prove its convergence. The proofs rely on a discrete entropy-dissipation inequality, discrete compactness arguments, and on the novel adaptation of the so-called duality method at the discrete level. Finally, thanks to numerical experiments, we investigate the influence of the nonlocality in the system: on convergence properties of the scheme, as an approximation of the local system and on the development of diffusive instabilities.
This paper aims first to perform robust continuous analysis of a mixed nonlinear formulation for stress-assisted diffusion of a solute that interacts with an elastic material, and second to propose and analyse a virtual element formulation of the model problem. The two-way coupling mechanisms between the Herrmann formulation for linear elasticity and the reaction-diffusion equation (written in mixed form) consist of diffusion-induced active stress and stress-dependent diffusion. The two sub-problems are analysed using the extended Babu\v{s}ka--Brezzi--Braess theory for perturbed saddle-point problems. The well-posedness of the nonlinearly coupled system is established using a Banach fixed-point strategy under the smallness assumption on data. The virtual element formulations for the uncoupled sub-problems are proven uniquely solvable by a fixed-point argument in conjunction with appropriate projection operators. We derive the a priori error estimates, and test the accuracy and performance of the proposed method through computational simulations.
In this paper, we further investigate the problem of selecting a set of design points for universal kriging, which is a widely used technique for spatial data analysis. Our goal is to select the design points in order to make simultaneous predictions of the random variable of interest at a finite number of unsampled locations with maximum precision. Specifically, we consider as response a correlated random field given by a linear model with an unknown parameter vector and a spatial error correlation structure. We propose a new design criterion that aims at simultaneously minimizing the variation of the prediction errors at various points. We also present various efficient techniques for incrementally building designs for that criterion scaling well for high dimensions. Thus the method is particularly suitable for big data applications in areas of spatial data analysis such as mining, hydrogeology, natural resource monitoring, and environmental sciences or equivalently for any computer simulation experiments. We have demonstrated the effectiveness of the proposed designs through two illustrative examples: one by simulation and another based on real data from Upper Austria.
In this paper we consider the numerical solution of fractional terminal value problems (FDE-TVPs). In particular, the proposed procedure uses a Newton-type iteration which is particularly efficient when coupled with a recently-introduced step-by-step procedure for solving fractional initial value problems (FDE-IVPs), able to produce spectrally accurate solutions of FDE problems. Some numerical tests are reported to make evidence of its effectiveness.
In this paper, we introduce new generalized barycentric coordinates (coined as {\em moment coordinates}) on nonconvex quadrilaterals and convex hexahedra with planar faces. This work draws on recent advances in constructing interpolants to describe the motion of the Filippov sliding vector field in nonsmooth dynamical systems, in which nonnegative solutions of signed matrices based on (partial) distances are studied. For a finite element with $n$ vertices (nodes) in $\mathbb{R}^2$, the constant and linear reproducing conditions are supplemented with additional linear moment equations to set up a linear system of equations of full rank $n$, whose solution results in the nonnegative shape functions. On a simple (convex or nonconvex) quadrilateral, moment coordinates using signed distances are identical to mean value coordinates. For signed weights that are based on the product of distances to edges that are incident to a vertex and their edge lengths, we recover Wachspress coordinates on a convex quadrilateral. Moment coordinates are also constructed on a convex hexahedra with planar faces. We present proofs in support of the construction and plots of the shape functions that affirm its properties.
In this paper, we propose a non-parametric score to evaluate the quality of the solution to an iterative algorithm for Independent Component Analysis (ICA) with arbitrary Gaussian noise. The novelty of this score stems from the fact that it just assumes a finite second moment of the data and uses the characteristic function to evaluate the quality of the estimated mixing matrix without any knowledge of the parameters of the noise distribution. We also provide a new characteristic function-based contrast function for ICA and propose a fixed point iteration to optimize the corresponding objective function. Finally, we propose a theoretical framework to obtain sufficient conditions for the local and global optima of a family of contrast functions for ICA. This framework uses quasi-orthogonalization inherently, and our results extend the classical analysis of cumulant-based objective functions to noisy ICA. We demonstrate the efficacy of our algorithms via experimental results on simulated datasets.