Weakly modular graphs are defined as the class of graphs that satisfy the \emph{triangle condition ($TC$)} and the \emph{quadrangle condition ($QC$)}. We study an interesting subclass of weakly modular graphs that satisfies a stronger version of the triangle condition, known as the \emph{triangle diamond condition ($TDC$)}. and term this subclass of weakly modular graphs as the \emph{diamond-weakly modular graphs}. It is observed that this class contains the class of bridged graphs and the class of weakly bridged graphs. The interval function $I_G$ of a connected graph $G$ with vertex set $V$ is an important concept in metric graph theory and is one of the prime example of a transit function; a set function defined on the Cartesian product $V\times V$ to the power set of $V$ satisfying the expansive, symmetric and idempotent axioms. In this paper, we derive an interesting axiom denoted as $(J0')$, obtained from a well-known axiom introduced by Marlow Sholander in 1952, denoted as $(J0)$. It is proved that the axiom $(J0')$ is a characterizing axiom of the diamond-weakly modular graphs. We propose certain types of independent first-order betweenness axioms on an arbitrary transit function $R$ and prove that an arbitrary transit function becomes the interval function of a diamond-weakly modular graph if and only if $R$ satisfies these betweenness axioms. Similar characterizations are obtained for the interval function of bridged graphs and weakly bridged graphs.
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We propose a data-driven, closure model for Reynolds-averaged Navier-Stokes (RANS) simulations that incorporates aleatoric, model uncertainty. The proposed closure consists of two parts. A parametric one, which utilizes previously proposed, neural-network-based tensor basis functions dependent on the rate of strain and rotation tensor invariants. This is complemented by latent, random variables which account for aleatoric model errors. A fully Bayesian formulation is proposed, combined with a sparsity-inducing prior in order to identify regions in the problem domain where the parametric closure is insufficient and where stochastic corrections to the Reynolds stress tensor are needed. Training is performed using sparse, indirect data, such as mean velocities and pressures, in contrast to the majority of alternatives that require direct Reynolds stress data. For inference and learning, a Stochastic Variational Inference scheme is employed, which is based on Monte Carlo estimates of the pertinent objective in conjunction with the reparametrization trick. This necessitates derivatives of the output of the RANS solver, for which we developed an adjoint-based formulation. In this manner, the parametric sensitivities from the differentiable solver can be combined with the built-in, automatic differentiation capability of the neural network library in order to enable an end-to-end differentiable framework. We demonstrate the capability of the proposed model to produce accurate, probabilistic, predictive estimates for all flow quantities, even in regions where model errors are present, on a separated flow in the backward-facing step benchmark problem.
The problem of estimating a matrix based on a set of its observed entries is commonly referred to as the matrix completion problem. In this work, we specifically address the scenario of binary observations, often termed as 1-bit matrix completion. While numerous studies have explored Bayesian and frequentist methods for real-value matrix completion, there has been a lack of theoretical exploration regarding Bayesian approaches in 1-bit matrix completion. We tackle this gap by considering a general, non-uniform sampling scheme and providing theoretical assurances on the efficacy of the fractional posterior. Our contributions include obtaining concentration results for the fractional posterior and demonstrating its effectiveness in recovering the underlying parameter matrix. We accomplish this using two distinct types of prior distributions: low-rank factorization priors and a spectral scaled Student prior, with the latter requiring fewer assumptions. Importantly, our results exhibit an adaptive nature by not mandating prior knowledge of the rank of the parameter matrix. Our findings are comparable to those found in the frequentist literature, yet demand fewer restrictive assumptions.
We propose and analyze an $H^2$-conforming Virtual Element Method (VEM) for the simplest linear elliptic PDEs in nondivergence form with Cordes coefficients. The VEM hinges on a hierarchical construction valid for any dimension $d \ge 2$. The analysis relies on the continuous Miranda-Talenti estimate for convex domains $\Omega$ and is rather elementary. We prove stability and error estimates in $H^2(\Omega)$, including the effect of quadrature, under minimal regularity of the data. Numerical experiments illustrate the interplay of coefficient regularity and convergence rates in $H^2(\Omega)$.
Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size we aim at finding the induced probability measure on $j$ eigenvalues and $k$ singular values that we coin $j,k$-point correlation measure. We fully derive all $j,k$-point correlation measures in the simplest cases for matrices of size $n=1$ and $n=2$. For $n>2$, we find a general formula for the $1,1$-point correlation measure. This formula reduces drastically when assuming the singular values are drawn from a polynomial ensemble, yielding an explicit formula in terms of the kernel corresponding to the singular value statistics. These expressions simplify even further when the singular values are drawn from a P\'{o}lya ensemble and extend known results between the eigenvalue and singular value statistics of the corresponding bi-unitarily invariant ensemble.
We consider random simple temporal graphs in which every edge of the complete graph $K_n$ appears once within the time interval [0,1] independently and uniformly at random. Our main result is a sharp threshold on the size of any maximum $\delta$-clique (namely a clique with edges appearing at most $\delta$ apart within [0,1]) in random instances of this model, for any constant~$\delta$. In particular, using the probabilistic method, we prove that the size of a maximum $\delta$-clique is approximately $\frac{2\log{n}}{\log{\frac{1}{\delta}}}$ with high probability (whp). What seems surprising is that, even though the random simple temporal graph contains $\Theta(n^2)$ overlapping $\delta$-windows, which (when viewed separately) correspond to different random instances of the Erdos-Renyi random graphs model, the size of the maximum $\delta$-clique in the former model and the maximum clique size of the latter are approximately the same. Furthermore, we show that the minimum interval containing a $\delta$-clique is $\delta-o(\delta)$ whp. We use this result to show that any polynomial time algorithm for $\delta$-TEMPORAL CLIQUE is unlikely to have very large probability of success.
An easily computable dimension (or ECD) group code in the group algebra $\mathbb{F}_{q}G$ is an ideal of dimension less than or equal to $p=char(\mathbb{F}_{q})$ that is generated by an idempotent. This paper introduces an easily computable indecomposable dimension (or ECID) group algebra as a finite group algebra for which all group codes generated by primitive idempotents are ECD. Several characterizations are given for these algebras. In addition, some arithmetic conditions to determine whether a group algebra is ECID are presented, in the case it is semisimple. In the non-semisimple case, these algebras have finite representation type where the Sylow $p$-subgroups of the underlying group are simple. The dimension and some lower bounds for the minimum Hamming distance of group codes in these algebras are given together with some arithmetical tests of primitivity of idempotents. Examples illustrating the main results are presented.
We consider Newton's method for finding zeros of mappings from a manifold $\mathcal{X}$ into a vector bundle $\mathcal{E}$. In this setting a connection on $\mathcal{E}$ is required to render the Newton equation well defined, and a retraction on $\mathcal{X}$ is needed to compute a Newton update. We discuss local convergence in terms of suitable differentiability concepts, using a Banach space variant of a Riemannian distance. We also carry over an affine covariant damping strategy to our setting. Finally, we discuss two simple applications of our approach, namely, finding fixed points of vector fields and stationary points of functionals.
We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic distributed, tracking-type optimal control problems with both the standard $L^2$ and the more general energy regularizations. In contrast to the usual time-stepping approach, we discretize the optimality system by space-time continuous piecewise-linear finite element basis functions which are defined on fully unstructured simplicial meshes. If we aim at the asymptotically best approximation of the given desired state $y_d$ by the computed finite element state $y_{\varrho h}$, then the optimal choice of the regularization parameter $\varrho$ is linked to the space-time finite element mesh-size $h$ by the relations $\varrho=h^4$ and $\varrho=h^2$ for the $L^2$ and the energy regularization, respectively. For this setting, we can construct robust (parallel) iterative solvers for the reduced finite element optimality systems. These results can be generalized to variable regularization parameters adapted to the local behavior of the mesh-size that can heavily change in the case of adaptive mesh refinements. The numerical results illustrate the theoretical findings firmly.
The continental plates of Earth are known to drift over a geophysical timescale, and their interactions have lead to some of the most spectacular geoformations of our planet while also causing natural disasters such as earthquakes and volcanic activity. Understanding the dynamics of interacting continental plates is thus significant. In this work, we present a fluid mechanical investigation of the plate motion, interaction, and dynamics. Through numerical experiments, we examine the coupling between a convective fluid and plates floating on top of it. With physical modeling, we show the coupling is both mechanical and thermal, leading to the thermal blanket effect: the floating plate is not only transported by the fluid flow beneath, it also prevents the heat from leaving the fluid, leading to a convective flow that further affects the plate motion. By adding several plates to such a coupled fluid-structure interaction, we also investigate how floating plates interact with each other and show that, under proper conditions, small plates can converge into a supercontinent.
Functional data analysis is an important research field in statistics which treats data as random functions drawn from some infinite-dimensional functional space, and functional principal component analysis (FPCA) based on eigen-decomposition plays a central role for data reduction and representation. After nearly three decades of research, there remains a key problem unsolved, namely, the perturbation analysis of covariance operator for diverging number of eigencomponents obtained from noisy and discretely observed data. This is fundamental for studying models and methods based on FPCA, while there has not been substantial progress since Hall, M\"uller and Wang (2006)'s result for a fixed number of eigenfunction estimates. In this work, we aim to establish a unified theory for this problem, obtaining upper bounds for eigenfunctions with diverging indices in both the $\mathcal{L}^2$ and supremum norms, and deriving the asymptotic distributions of eigenvalues for a wide range of sampling schemes. Our results provide insight into the phenomenon when the $\mathcal{L}^{2}$ bound of eigenfunction estimates with diverging indices is minimax optimal as if the curves are fully observed, and reveal the transition of convergence rates from nonparametric to parametric regimes in connection to sparse or dense sampling. We also develop a double truncation technique to handle the uniform convergence of estimated covariance and eigenfunctions. The technical arguments in this work are useful for handling the perturbation series with noisy and discretely observed functional data and can be applied in models or those involving inverse problems based on FPCA as regularization, such as functional linear regression.
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