We lay the foundations of a new theory for algorithms and computational complexity by parameterizing the instances of a computational problem as a moduli scheme. Considering the geometry of the scheme associated to 3-SAT, we separate P and NP.
Finding the closest separable state to a given target state is a notoriously difficult task, even more difficult than deciding whether a state is entangled or separable. To tackle this task, we parametrize separable states with a neural network and train it to minimize the distance to a given target state, with respect to a differentiable distance, such as the trace distance or Hilbert-Schmidt distance. By examining the output of the algorithm, we can deduce whether the target state is entangled or not, and construct an approximation for its closest separable state. We benchmark the method on a variety of well-known classes of bipartite states and find excellent agreement, even up to local dimension of $d=10$. Moreover, we show our method to be efficient in the multipartite case, considering different notions of separability. Examining three and four-party GHZ and W states we recover known bounds and obtain novel ones, for instance for triseparability. Finally, we show how to use the neural network's results to gain analytic insight.
In the present paper non-convex multi-objective parameter optimization problems are considered which are governed by elliptic parametrized partial differential equations (PDEs). To solve these problems numerically the Pascoletti-Serafini scalarization is applied and the obtained scalar optimization problems are solved by an augmented Lagrangian method. However, due to the PDE constraints, the numerical solution is very expensive so that a model reduction is utilized by using the reduced basis (RB) method. The quality of the RB approximation is ensured by a trust-region strategy which does not require any offline procedure, where the RB functions are computed in a greedy algorithm. Moreover, convergence of the proposed method is guaranteed. Numerical examples illustrate the efficiency of the proposed solution technique.
In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees of freedom and noncentrality parameter $\lambda \geq 0$. We use it to develop refined normal approximations for the survival function. Our maximal errors go down to an order of $r^{-2}$, which is significantly smaller than the maximal error bounds of order $r^{-1/2}$ recently found by Horgan & Murphy (2013) and Seri (2015). Our results allow us to drastically reduce the number of observations required to obtain negligible errors in the energy detection problem, from $250$, as recommended in the seminal work of Urkowitz (1967), to only $8$ here with our new approximations. We also obtain an upper bound on several probability metrics between the central and noncentral chi-square distributions and the standard normal distribution, and we obtain an approximation for the median that improves the lower bound previously obtained by Robert (1990).
A numerical algorithm is presented to solve a benchmark problem proposed by Hemker. The algorithm incorporates asymptotic information into the design of appropriate piecewise-uniform Shishkin meshes. Moreover, different co-ordinate systems are utilized due to the different geometries and associated layer structures that are involved in this problem. Numerical results are presented to demonstrate the effectiveness of the proposed numerical algorithm.
The non-parametric estimation of covariance lies at the heart of functional data analysis, whether for curve or surface-valued data. The case of a two-dimensional domain poses both statistical and computational challenges, which are typically alleviated by assuming separability. However, separability is often questionable, sometimes even demonstrably inadequate. We propose a framework for the analysis of covariance operators of random surfaces that generalises separability, while retaining its major advantages. Our approach is based on the expansion of the covariance into a series of separable terms. The expansion is valid for any covariance over a two-dimensional domain. Leveraging the key notion of the partial inner product, we extend the power iteration method to general Hilbert spaces and show how the aforementioned expansion can be efficiently constructed in practice. Truncation of the expansion and retention of the leading terms automatically induces a non-parametric estimator of the covariance, whose parsimony is dictated by the truncation level. The resulting estimator can be calculated, stored and manipulated with little computational overhead relative to separability. Consistency and rates of convergence are derived under mild regularity assumptions, illustrating the trade-off between bias and variance regulated by the truncation level. The merits and practical performance of the proposed methodology are demonstrated in a comprehensive simulation study and on classification of EEG signals.
Parametrized max-affine (PMA) and parametrized log-sum-exp (PLSE) networks are proposed for general decision-making problems. The proposed approximators generalize existing convex approximators, namely, max-affine (MA) and log-sum-exp (LSE) networks, by considering function arguments of condition and decision variables and replacing the network parameters of MA and LSE networks with continuous functions with respect to the condition variable. The universal approximation theorem of PMA and PLSE is proven, which implies that PMA and PLSE are shape-preserving universal approximators for parametrized convex continuous functions. Practical guidelines for incorporating deep neural networks within PMA and PLSE networks are provided. A numerical simulation is performed to demonstrate the performance of the proposed approximators. The simulation results support that PLSE outperforms other existing approximators in terms of minimizer and optimal value errors with scalable and efficient computation for high-dimensional cases.
Stochastic PDE eigenvalue problems often arise in the field of uncertainty quantification, whereby one seeks to quantify the uncertainty in an eigenvalue, or its eigenfunction. In this paper we present an efficient multilevel quasi-Monte Carlo (MLQMC) algorithm for computing the expectation of the smallest eigenvalue of an elliptic eigenvalue problem with stochastic coefficients. Each sample evaluation requires the solution of a PDE eigenvalue problem, and so tackling this problem in practice is notoriously computationally difficult. We speed up the approximation of this expectation in four ways: we use a multilevel variance reduction scheme to spread the work over a hierarchy of FE meshes and truncation dimensions; we use QMC methods to efficiently compute the expectations on each level; we exploit the smoothness in parameter space and reuse the eigenvector from a nearby QMC point to reduce the number of iterations of the eigensolver; and we utilise a two-grid discretisation scheme to obtain the eigenvalue on the fine mesh with a single linear solve. The full error analysis of a basic MLQMC algorithm is given in the companion paper [Gilbert and Scheichl, 2022], and so in this paper we focus on how to further improve the efficiency and provide theoretical justification for using nearby QMC points and two-grid methods. Numerical results are presented that show the efficiency of our algorithm, and also show that the four strategies we employ are complementary.
We derive and analyze a symmetric interior penalty discontinuous Galerkin scheme for the approximation of the second-order form of the radiative transfer equation in slab geometry. Using appropriate trace lemmas, the analysis can be carried out as for more standard elliptic problems. Supporting examples show the accuracy and stability of the method also numerically. For discretization, we employ quadtree-like grids, which allow for local refinement in phase-space, and we show exemplary that adaptive methods can efficiently approximate discontinuous solutions.
In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.
This paper addresses the problem of formally verifying desirable properties of neural networks, i.e., obtaining provable guarantees that neural networks satisfy specifications relating their inputs and outputs (robustness to bounded norm adversarial perturbations, for example). Most previous work on this topic was limited in its applicability by the size of the network, network architecture and the complexity of properties to be verified. In contrast, our framework applies to a general class of activation functions and specifications on neural network inputs and outputs. We formulate verification as an optimization problem (seeking to find the largest violation of the specification) and solve a Lagrangian relaxation of the optimization problem to obtain an upper bound on the worst case violation of the specification being verified. Our approach is anytime i.e. it can be stopped at any time and a valid bound on the maximum violation can be obtained. We develop specialized verification algorithms with provable tightness guarantees under special assumptions and demonstrate the practical significance of our general verification approach on a variety of verification tasks.