The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general nonlinear cost functional, and an option to directly control the nonlocal terms of the driving vector field. For this problem, we design a descent method based on Pontryagin's maximum principle (PMP). To this end, we derive a new form of PMP with a decoupled Hamiltonian system. Specifically, we extract the adjoint system of linear nonlocal balance laws on the space of signed measures and prove its well-posedness. As an implementation of the designed descent method, we propose an indirect deterministic numeric algorithm with backtracking. We prove the convergence of the algorithm and illustrate its modus operandi by treating a simple case involving a Kuramoto-type model of a population of interacting oscillators.
In this work, we examine recently developed methods for Bayesian inference of optimal dynamic treatment regimes (DTRs). DTRs are a set of treatment decision rules aimed at tailoring patient care to patient-specific characteristics, thereby falling within the realm of precision medicine. In this field, researchers seek to tailor therapy with the intention of improving health outcomes; therefore, they are most interested in identifying optimal DTRs. Recent work has developed Bayesian methods for identifying optimal DTRs in a family indexed by $\psi$ via Bayesian dynamic marginal structural models (MSMs) (Rodriguez Duque et al., 2022a); we review the proposed estimation procedure and illustrate its use via the new BayesDTR R package. Although methods in (Rodriguez Duque et al., 2022a) can estimate optimal DTRs well, they may lead to biased estimators when the model for the expected outcome if everyone in a population were to follow a given treatment strategy, known as a value function, is misspecified or when a grid search for the optimum is employed. We describe recent work that uses a Gaussian process ($GP$) prior on the value function as a means to robustly identify optimal DTRs (Rodriguez Duque et al., 2022b). We demonstrate how a $GP$ approach may be implemented with the BayesDTR package and contrast it with other value-search approaches to identifying optimal DTRs. We use data from an HIV therapeutic trial in order to illustrate a standard analysis with these methods, using both the original observed trial data and an additional simulated component to showcase a longitudinal (two-stage DTR) analysis.
In this work we present a rather general approach to approximate the solutions of nonlocal conservation laws. In a first step, we approximate the nonlocal term with an appropriate quadrature rule applied to the spatial discretization. Then, we apply a numerical flux function on the reduced problem. We present explicit conditions which such a numerical flux function needs to fulfill. These conditions guarantee the convergence to the weak entropy solution of the considered model class. Numerical examples validate our theoretical results and demonstrate that the approach can be applied to other nonlocal problems.
Task-dependent controllers widely used in exoskeletons track predefined trajectories, which overly constrain the volitional motion of individuals with remnant voluntary mobility. Energy shaping, on the other hand, provides task-invariant assistance by altering the human body's dynamic characteristics in the closed loop. While human-exoskeleton systems are often modeled using Euler-Lagrange equations, in our previous work we modeled the system as a port-controlled-Hamiltonian system, and a task-invariant controller was designed for a knee-ankle exoskeleton using interconnection-damping assignment passivity-based control. In this paper, we extend this framework to design a controller for a backdrivable hip exoskeleton to assist multiple tasks. A set of basis functions that contains information of kinematics is selected and corresponding coefficients are optimized, which allows the controller to provide torque that fits normative human torque for different activities of daily life. Human-subject experiments with two able-bodied subjects demonstrated the controller's capability to reduce muscle effort across different tasks.
In this work, we propose and study a preconditioned framework with a graphic Ginzburg-Landau functional for image segmentation and data clustering by parallel computing. Solving nonlocal models is usually challenging due to the huge computation burden. For the nonconvex and nonlocal variational functional, we propose several damped Jacobi and generalized Richardson preconditioners for the large-scale linear systems within a difference of convex functions algorithms framework. They are efficient for parallel computing with GPU and can leverage the computational cost. Our framework also provides flexible step sizes with a global convergence guarantee. Numerical experiments show the proposed algorithms are very competitive compared to the singular value decomposition based spectral method.
Forecasting water content dynamics in heterogeneous porous media has significant interest in hydrological applications; in particular, the treatment of infiltration when in presence of cracks and fractures can be accomplished resorting to peridynamic theory, which allows a proper modeling of non localities in space. In this framework, we make use of Chebyshev transform on the diffusive component of the equation and then we integrate forward in time using an explicit method. We prove that the proposed spectral numerical scheme provides a solution converging to the unique solution in some appropriate Sobolev space. We finally exemplify on several different soils, also considering a sink term representing the root water uptake.
In the task of predicting spatio-temporal fields in environmental science using statistical methods, introducing statistical models inspired by the physics of the underlying phenomena that are numerically efficient is of growing interest. Large space-time datasets call for new numerical methods to efficiently process them. The Stochastic Partial Differential Equation (SPDE) approach has proven to be effective for the estimation and the prediction in a spatial context. We present here the advection-diffusion SPDE with first order derivative in time which defines a large class of nonseparable spatio-temporal models. A Gaussian Markov random field approximation of the solution to the SPDE is built by discretizing the temporal derivative with a finite difference method (implicit Euler) and by solving the spatial SPDE with a finite element method (continuous Galerkin) at each time step. The ''Streamline Diffusion'' stabilization technique is introduced when the advection term dominates the diffusion. Computationally efficient methods are proposed to estimate the parameters of the SPDE and to predict the spatio-temporal field by kriging, as well as to perform conditional simulations. The approach is applied to a solar radiation dataset. Its advantages and limitations are discussed.
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only assumed to satisfy a one-sided Lipschitz condition and the diffusion term is assumed to be globally Lipschitz continuous. Our new strategy for time discretization is based on the Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of nearly $1$ for the approximate solution. The proof is based on new H\"older continuity estimates of the SPDE solution and the nonlinear term. For the general polynomial-type drift term, there are difficulties in deriving even the stability of the numerical solutions. We propose an interpolation-based finite element method for spatial discretization to overcome the difficulties. Then we obtain $H^1$ stability, higher moment $H^1$ stability, $L^2$ stability, and higher moment $L^2$ stability results using numerical and stochastic techniques. The nearly optimal convergence orders in time and space are hence obtained by coupling all previous results. Numerical experiments are presented to implement the proposed numerical scheme and to validate the theoretical results.
The conditional moment problem is a powerful formulation for describing structural causal parameters in terms of observables, a prominent example being instrumental variable regression. A standard approach reduces the problem to a finite set of marginal moment conditions and applies the optimally weighted generalized method of moments (OWGMM), but this requires we know a finite set of identifying moments, can still be inefficient even if identifying, or can be theoretically efficient but practically unwieldy if we use a growing sieve of moment conditions. Motivated by a variational minimax reformulation of OWGMM, we define a very general class of estimators for the conditional moment problem, which we term the variational method of moments (VMM) and which naturally enables controlling infinitely-many moments. We provide a detailed theoretical analysis of multiple VMM estimators, including ones based on kernel methods and neural nets, and provide conditions under which these are consistent, asymptotically normal, and semiparametrically efficient in the full conditional moment model. We additionally provide algorithms for valid statistical inference based on the same kind of variational reformulations, both for kernel- and neural-net-based varieties. Finally, we demonstrate the strong performance of our proposed estimation and inference algorithms in a detailed series of synthetic experiments.
Parametric optimization is an important product design technique, especially in the context of the modern parametric feature-based CAD paradigm. Realizing its full potential, however, requires a closed loop between CAD and CAE (i.e., CAD/CAE integration) with automatic design modifications and simulation updates. Conventionally the approach of model conversion is often employed to form the loop, but this way of working is hard to automate and requires manual inputs. As a result, the overall optimization process is too laborious to be acceptable. To address this issue, a new method for parametric optimization is introduced in this paper, based on a unified model representation scheme called eXtended Voxels (XVoxels). This scheme hybridizes feature models and voxel models into a new concept of semantic voxels, where the voxel part is responsible for FEM solving, and the semantic part is responsible for high-level information to capture both design and simulation intents. As such, it can establish a direct mapping between design models and analysis models, which in turn enables automatic updates on simulation results for design modifications, and vice versa -- effectively a closed loop between CAD and CAE. In addition, robust and efficient geometric algorithms for manipulating XVoxel models and efficient numerical methods (based on the recent finite cell method) for simulating XVoxel models are provided. The presented method has been validated by a series of case studies of increasing complexity to demonstrate its effectiveness. In particular, a computational efficiency improvement of up to 55.8 times the existing FCM method has been seen.
Graph Neural Networks (GNNs) have received considerable attention on graph-structured data learning for a wide variety of tasks. The well-designed propagation mechanism which has been demonstrated effective is the most fundamental part of GNNs. Although most of GNNs basically follow a message passing manner, litter effort has been made to discover and analyze their essential relations. In this paper, we establish a surprising connection between different propagation mechanisms with a unified optimization problem, showing that despite the proliferation of various GNNs, in fact, their proposed propagation mechanisms are the optimal solution optimizing a feature fitting function over a wide class of graph kernels with a graph regularization term. Our proposed unified optimization framework, summarizing the commonalities between several of the most representative GNNs, not only provides a macroscopic view on surveying the relations between different GNNs, but also further opens up new opportunities for flexibly designing new GNNs. With the proposed framework, we discover that existing works usually utilize naive graph convolutional kernels for feature fitting function, and we further develop two novel objective functions considering adjustable graph kernels showing low-pass or high-pass filtering capabilities respectively. Moreover, we provide the convergence proofs and expressive power comparisons for the proposed models. Extensive experiments on benchmark datasets clearly show that the proposed GNNs not only outperform the state-of-the-art methods but also have good ability to alleviate over-smoothing, and further verify the feasibility for designing GNNs with our unified optimization framework.