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Splitting methods are widely used for solving initial value problems (IVPs) due to their ability to simplify complicated evolutions into more manageable subproblems which can be solved efficiently and accurately. Traditionally, these methods are derived using analytic and algebraic techniques from numerical analysis, including truncated Taylor series and their Lie algebraic analogue, the Baker--Campbell--Hausdorff formula. These tools enable the development of high-order numerical methods that provide exceptional accuracy for small timesteps. Moreover, these methods often (nearly) conserve important physical invariants, such as mass, unitarity, and energy. However, in many practical applications the computational resources are limited. Thus, it is crucial to identify methods that achieve the best accuracy within a fixed computational budget, which might require taking relatively large timesteps. In this regime, high-order methods derived with traditional methods often exhibit large errors since they are only designed to be asymptotically optimal. Machine Learning techniques offer a potential solution since they can be trained to efficiently solve a given IVP with less computational resources. However, they are often purely data-driven, come with limited convergence guarantees in the small-timestep regime and do not necessarily conserve physical invariants. In this work, we propose a framework for finding machine learned splitting methods that are computationally efficient for large timesteps and have provable convergence and conservation guarantees in the small-timestep limit. We demonstrate numerically that the learned methods, which by construction converge quadratically in the timestep size, can be significantly more efficient than established methods for the Schr\"{o}dinger equation if the computational budget is limited.

In prototype-based federated learning, the exchange of model parameters between clients and the master server is replaced by transmission of prototypes or quantized versions of the data samples to the aggregation server. A fully decentralized deployment of prototype- based learning, without a central agregartor of prototypes, is more robust upon network failures and reacts faster to changes in the statistical distribution of the data, suggesting potential advantages and quick adaptation in dynamic learning tasks, e.g., when the data sources are IoT devices or when data is non-iid. In this paper, we consider the problem of designing a communication-efficient decentralized learning system based on prototypes. We address the challenge of prototype redundancy by leveraging on a twofold data compression technique, i.e., sending only update messages if the prototypes are informationtheoretically useful (via the Jensen-Shannon distance), and using clustering on the prototypes to compress the update messages used in the gossip protocol. We also use parallel instead of sequential gossiping, and present an analysis of its age-of-information (AoI). Our experimental results show that, with these improvements, the communications load can be substantially reduced without decreasing the convergence rate of the learning algorithm.

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting scheme is proposed. By appropriately constructing multiscale spaces, the spatial multiscale property is effectively managed, and it has been demonstrated that the temporal step size is independent of the contrast. To enhance simulation speed, we propose a parallel algorithm for the multiscale flow problem that leverages the partially explicit temporal splitting scheme. The idea is first to evolve the partially explicit system using a coarse time step size, then correct the solution on each coarse time interval with a fine propagator, for which we consider both the sequential solver and all-at-once solver. This procedure is then performed iteratively till convergence. We analyze the stability and convergence of the proposed algorithm. The numerical experiments demonstrate that the proposed algorithm achieves high numerical accuracy for high-contrast problems and converges in a relatively small number of iterations. The number of iterations stays stable as the number of coarse intervals increases, thus significantly improving computational efficiency through parallel processing.

We consider the problem of sampling a multimodal distribution with a Markov chain given a small number of samples from the stationary measure. Although mixing can be arbitrarily slow, we show that if the Markov chain has a $k$th order spectral gap, initialization from a set of $\tilde O(k/\varepsilon^2)$ samples from the stationary distribution will, with high probability over the samples, efficiently generate a sample whose conditional law is $\varepsilon$-close in TV distance to the stationary measure. In particular, this applies to mixtures of $k$ distributions satisfying a Poincar\'e inequality, with faster convergence when they satisfy a log-Sobolev inequality. Our bounds are stable to perturbations to the Markov chain, and in particular work for Langevin diffusion over $\mathbb R^d$ with score estimation error, as well as Glauber dynamics combined with approximation error from pseudolikelihood estimation. This justifies the success of data-based initialization for score matching methods despite slow mixing for the data distribution, and improves and generalizes the results of Koehler and Vuong (2023) to have linear, rather than exponential, dependence on $k$ and apply to arbitrary semigroups. As a consequence of our results, we show for the first time that a natural class of low-complexity Ising measures can be efficiently learned from samples.

This work concerns an alignment problem that has applications in many geospatial problems such as resource allocation and building reliable disease maps. Here, we introduce the problem of optimally aligning $k$ collections of $m$ spatial supports over $n$ spatial units in a $d$-dimensional Euclidean space. We show that the 1-dimensional case is solvable in time polynomial in $k$, $m$ and $n$. We then show that the 2-dimensional case is NP-hard for 2 collections of 2 supports. Finally, we devise a heuristic for aligning a set of collections in the 2-dimensional case.

Mass scaling is widely used in finite element models of structural dynamics for increasing the critical time step of explicit time integration methods. While the field has been flourishing over the years, it still lacks a strong theoretical basis and mostly relies on numerical experiments as the only means of assessment. This contribution thoroughly reviews existing methods and connects them to established linear algebra results to derive rigorous eigenvalue bounds and condition number estimates. Our results cover some of the most successful mass scaling techniques, unraveling for the first time well-known numerical observations.

Differential equations offer a foundational yet powerful framework for modeling interactions within complex dynamic systems and are widely applied across numerous scientific fields. One common challenge in this area is estimating the unknown parameters of these dynamic relationships. However, traditional numerical optimization methods rely on the selection of initial parameter values, making them prone to local optima. Meanwhile, deep learning and Bayesian methods require training models on specific differential equations, resulting in poor versatility. This paper reformulates the parameter estimation problem of differential equations as an optimization problem by introducing the concept of particles from the particle swarm optimization algorithm. Building on reinforcement learning-based particle swarm optimization (RLLPSO), this paper proposes a novel method, DERLPSO, for estimating unknown parameters of differential equations. We compared its performance on three typical ordinary differential equations with the state-of-the-art methods, including the RLLPSO algorithm, traditional numerical methods, deep learning approaches, and Bayesian methods. The experimental results demonstrate that our DERLPSO consistently outperforms other methods in terms of performance, achieving an average Mean Square Error of 1.13e-05, which reduces the error by approximately 4 orders of magnitude compared to other methods. Apart from ordinary differential equations, our DERLPSO also show great promise for estimating unknown parameters of partial differential equations. The DERLPSO method proposed in this paper has high accuracy, is independent of initial parameter values, and possesses strong versatility and stability. This work provides new insights into unknown parameter estimation for differential equations.

We give a complete expansion, at any accuracy order, for the iterated convolution of a complex valued integrable sequence in one space dimension. The remainders are estimated sharply with generalized Gaussian bounds. The result applies in probability theory for random walks as well as in numerical analysis for studying the large time behavior of numerical schemes.

We address the problem of identifying functional interactions among stochastic neurons with variable-length memory from their spiking activity. The neuronal network is modeled by a stochastic system of interacting point processes with variable-length memory. Each chain describes the activity of a single neuron, indicating whether it spikes at a given time. One neuron's influence on another can be either excitatory or inhibitory. To identify the existence and nature of an interaction between a neuron and its postsynaptic counterpart, we propose a model selection procedure based on the observation of the spike activity of a finite set of neurons over a finite time. The proposed procedure is also based on the maximum likelihood estimator for the synaptic weight matrix of the network neuronal model. In this sense, we prove the consistency of the maximum likelihood estimator followed by a proof of the consistency of the neighborhood interaction estimation procedure. The effectiveness of the proposed model selection procedure is demonstrated using simulated data, which validates the underlying theory. The method is also applied to analyze spike train data recorded from hippocampal neurons in rats during a visual attention task, where a computational model reconstructs the spiking activity and the results reveal interesting and biologically relevant information.

We study the approximation of a square-integrable function from a finite number of evaluations on a random set of nodes according to a well-chosen distribution. This is particularly relevant when the function is assumed to belong to a reproducing kernel Hilbert space (RKHS). This work proposes to combine several natural finite-dimensional approximations based two possible probability distributions of nodes. These distributions are related to determinantal point processes, and use the kernel of the RKHS to favor RKHS-adapted regularity in the random design. While previous work on determinantal sampling relied on the RKHS norm, we prove mean-square guarantees in $L^2$ norm. We show that determinantal point processes and mixtures thereof can yield fast convergence rates. Our results also shed light on how the rate changes as more smoothness is assumed, a phenomenon known as superconvergence. Besides, determinantal sampling generalizes i.i.d. sampling from the Christoffel function which is standard in the literature. More importantly, determinantal sampling guarantees the so-called instance optimality property for a smaller number of function evaluations than i.i.d. sampling.