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An algorithm for non-stationary spatial modelling using multiple secondary variables is developed. It combines Geostatistics with Quantile Random Forests to give a new interpolation and stochastic simulation algorithm. This paper introduces the method and shows that it has consistency results that are similar in nature to those applying to geostatistical modelling and to Quantile Random Forests. The method allows for embedding of simpler interpolation techniques, such as Kriging, to further condition the model. The algorithm works by estimating a conditional distribution for the target variable at each target location. The family of such distributions is called the envelope of the target variable. From this, it is possible to obtain spatial estimates, quantiles and uncertainty. An algorithm to produce conditional simulations from the envelope is also developed. As they sample from the envelope, realizations are therefore locally influenced by relative changes of importance of secondary variables, trends and variability.

Dynamic mode decomposition (DMD) is an emerging methodology that has recently attracted computational scientists working on nonintrusive reduced order modeling. One of the major strengths that DMD possesses is having ground theoretical roots from the Koopman approximation theory. Indeed, DMD may be viewed as the data-driven realization of the famous Koopman operator. Nonetheless, the stable implementation of DMD incurs computing the singular value decomposition of the input data matrix. This, in turn, makes the process computationally demanding for high dimensional systems. In order to alleviate this burden, we develop a framework based on sketching methods, wherein a sketch of a matrix is simply another matrix which is significantly smaller, but still sufficiently approximates the original system. Such sketching or embedding is performed by applying random transformations, with certain properties, on the input matrix to yield a compressed version of the initial system. Hence, many of the expensive computations can be carried out on the smaller matrix, thereby accelerating the solution of the original problem. We conduct numerical experiments conducted using the spherical shallow water equations as a prototypical model in the context of geophysical flows. The performance of several sketching approaches is evaluated for capturing the range and co-range of the data matrix. The proposed sketching-based framework can accelerate various portions of the DMD algorithm, compared to classical methods that operate directly on the raw input data. This eventually leads to substantial computational gains that are vital for digital twinning of high dimensional systems.

PEPit is a Python package aiming at simplifying the access to worst-case analyses of a large family of first-order optimization methods possibly involving gradient, projection, proximal, or linear optimization oracles, along with their approximate, or Bregman variants. In short, PEPit is a package enabling computer-assisted worst-case analyses of first-order optimization methods. The key underlying idea is to cast the problem of performing a worst-case analysis, often referred to as a performance estimation problem (PEP), as a semidefinite program (SDP) which can be solved numerically. For doing that, the package users are only required to write first-order methods nearly as they would have implemented them. The package then takes care of the SDP modelling parts, and the worst-case analysis is performed numerically via a standard solver.

In graph analysis, a classic task consists in computing similarity measures between (groups of) nodes. In latent space random graphs, nodes are associated to unknown latent variables. One may then seek to compute distances directly in the latent space, using only the graph structure. In this paper, we show that it is possible to consistently estimate entropic-regularized Optimal Transport (OT) distances between groups of nodes in the latent space. We provide a general stability result for entropic OT with respect to perturbations of the cost matrix. We then apply it to several examples of random graphs, such as graphons or $\epsilon$-graphs on manifolds. Along the way, we prove new concentration results for the so-called Universal Singular Value Thresholding estimator, and for the estimation of geodesic distances on a manifold.

In this article we investigate a system of geometric evolution equations describing a curvature driven motion of a family of 3D curves in the normal and binormal directions. Evolving curves may be subject of mutual interactions having both local or nonlocal character where the entire curve may influence evolution of other curves. Such an evolution and interaction can be found in applications. We explore the direct Lagrangian approach for treating the geometric flow of such interacting curves. Using the abstract theory of nonlinear analytic semi-flows, we are able to prove local existence, uniqueness and continuation of classical H\"older smooth solutions to the governing system of nonlinear parabolic equations. Using the finite volume method, we construct an efficient numerical scheme solving the governing system of nonlinear parabolic equations. Additionally, a nontrivial tangential velocity is considered allowing for redistribution of discretization nodes. We also present several computational studies of the flow combining the normal and binormal velocity and considering nonlocal interactions.

We introduced the least-squares ReLU neural network (LSNN) method for solving the linear advection-reaction problem with discontinuous solution and showed that the method outperforms mesh-based numerical methods in terms of the number of degrees of freedom. This paper studies the LSNN method for scalar nonlinear hyperbolic conservation law. The method is a discretization of an equivalent least-squares (LS) formulation in the set of neural network functions with the ReLU activation function. Evaluation of the LS functional is done by using numerical integration and conservative finite volume scheme. Numerical results of some test problems show that the method is capable of approximating the discontinuous interface of the underlying problem automatically through the free breaking lines of the ReLU neural network. Moreover, the method does not exhibit the common Gibbs phenomena along the discontinuous interface.

A method is developed here for building differentiable three-dimensional manifolds on multicube structures. This method constructs a sequence of reference metrics that determine differentiable structures on the cubic regions that serve as non-overlapping coordinate charts on these manifolds. It uses solutions to the two- and three-dimensional biharmonic equations in a sequence of steps that increase the differentiability of the reference metrics across the interfaces between cubic regions. This method is algorithmic and has been implemented in a computer code that automatically generates these reference metrics. Examples of three-manifolds constructed in this way are presented here, including representatives from five of the eight Thurston geometrization classes, plus the well-known Hantzsche-Wendt, the Poincare dodecahedral space, and the Seifert-Weber space.

We prove that the second moment of the number of critical points of any sufficiently regular random field, for example with almost surely $ C^3 $ sample paths, defined over a compact Whitney stratified manifold is finite. Our results hold without the assumption of stationarity - which has traditionally been assumed in other work. Under stationarity we demonstrate that our imposed conditions imply the generalized Geman condition of Estrade 2016.

In this paper we discuss a reduced basis method for linear evolution PDEs, which is based on the application of the Laplace transform. The main advantage of this approach consists in the fact that, differently from time stepping methods, like Runge-Kutta integrators, the Laplace transform allows to compute the solution directly at a given instant, which can be done by approximating the contour integral associated to the inverse Laplace transform by a suitable quadrature formula. In terms of the reduced basis methodology, this determines a significant improvement in the reduction phase - like the one based on the classical proper orthogonal decomposition (POD) - since the number of vectors to which the decomposition applies is drastically reduced as it does not contain all intermediate solutions generated along an integration grid by a time stepping method. We show the effectiveness of the method by some illustrative parabolic PDEs arising from finance and also provide some evidence that the method we propose, when applied to a simple advection equation, does not suffer the problem of slow decay of singular values which instead affects methods based on time integration of the Cauchy problem arising from space discretization.

Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert spaces, and graph based models. This article describes how the stochastic partial differential equation approach to generalising Mat\'ern covariance models via Hilbert space projections connects with several of these approaches, with each connection being useful in different situations. In addition to an overview of the main ideas, some important extensions, theory, applications, and other recent developments are discussed. The methods include both Markovian and non-Markovian models, non-Gaussian random fields, non-stationary fields and space-time fields on arbitrary manifolds, and practical computational considerations.