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A finite element based computational scheme is developed and employed to assess a duality based variational approach to the solution of the linear heat and transport PDE in one space dimension and time, and the nonlinear system of ODEs of Euler for the rotation of a rigid body about a fixed point. The formulation turns initial-(boundary) value problems into degenerate elliptic boundary value problems in (space)-time domains representing the Euler-Lagrange equations of suitably designed dual functionals in each of the above problems. We demonstrate reasonable success in approximating solutions of this range of parabolic, hyperbolic, and ODE primal problems, which includes energy dissipation as well as conservation, by a unified dual strategy lending itself to a variational formulation. The scheme naturally associates a family of dual solutions to a unique primal solution; such `gauge invariance' is demonstrated in our computed solutions of the heat and transport equations, including the case of a transient dual solution corresponding to a steady primal solution of the heat equation. Primal evolution problems with causality are shown to be correctly approximated by non-causal dual problems.

Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this paper, we examine the consistency of GCV for estimating the prediction risk of arbitrary ensembles of penalized least squares estimators. We show that GCV is inconsistent for any finite ensemble of size greater than one. Towards repairing this shortcoming, we identify a correction that involves an additional scalar correction (in an additive sense) based on degrees of freedom adjusted training errors from each ensemble component. The proposed estimator (termed CGCV) maintains the computational advantages of GCV and requires neither sample splitting, model refitting, or out-of-bag risk estimation. The estimator stems from a finer inspection of ensemble risk decomposition and two intermediate risk estimators for the components in this decomposition. We provide a non-asymptotic analysis of the CGCV and the two intermediate risk estimators for ensembles of convex penalized estimators under Gaussian features and a linear response model. In the special case of ridge regression, we extend the analysis to general feature and response distributions using random matrix theory, which establishes model-free uniform consistency of CGCV.

We present a reduced basis method for cheaply constructing (possibly rough) approximations to the nodal basis functions of the virtual element space, and propose to use such approximations for the design of the stabilization term in the virtual element method and for the post-processing of the solution.

In this article, we propose an interval constraint programming method for globally solving catalog-based categorical optimization problems. It supports catalogs of arbitrary size and properties of arbitrary dimension, and does not require any modeling effort from the user. A novel catalog-based contractor (or filtering operator) guarantees consistency between the categorical properties and the existing catalog items. This results in an intuitive and generic approach that is exact, rigorous (robust to roundoff errors) and can be easily implemented in an off-the-shelf interval-based continuous solver that interleaves branching and constraint propagation. We demonstrate the validity of the approach on a numerical problem in which a categorical variable is described by a two-dimensional property space. A Julia prototype is available as open-source software under the MIT license at //github.com/cvanaret/CateGOrical.jl

In recent years, Scientific Machine Learning (SciML) methods for solving partial differential equations (PDEs) have gained increasing popularity. Within such a paradigm, Physics-Informed Neural Networks (PINNs) are novel deep learning frameworks for solving initial-boundary value problems involving nonlinear PDEs. Recently, PINNs have shown promising results in several application fields. Motivated by applications to gas filtration problems, here we present and evaluate a PINN-based approach to predict solutions to $strongly\,\,degenerate\,\,parabolic\,\,problems\,\,with\,\,asymptotic\,\,structure\,\,of\,\,Laplacian\,\,type$. To the best of our knowledge, this is one of the first papers demonstrating the efficacy of the PINN framework for solving such kind of problems. In particular, we estimate an appropriate approximation error for some test problems whose analytical solutions are fortunately known. The numerical experiments discussed include two and three-dimensional spatial domains, emphasizing the effectiveness of this approach in predicting accurate solutions.

We study pointwise estimation and uncertainty quantification for a sparse variational Gaussian process method with eigenvector inducing variables. For a rescaled Brownian motion prior, we derive theoretical guarantees and limitations for the frequentist size and coverage of pointwise credible sets. For sufficiently many inducing variables, we precisely characterize the asymptotic frequentist coverage, deducing when credible sets from this variational method are conservative and when overconfident/misleading. We numerically illustrate the applicability of our results and discuss connections with other common Gaussian process priors.

We investigate a class of parametric elliptic semilinear partial differential equations of second order with homogeneous essential boundary conditions, where the coefficients and the right-hand side (and hence the solution) may depend on a parameter. This model can be seen as a reaction-diffusion problem with a polynomial nonlinearity in the reaction term. The efficiency of various numerical approximations across the entire parameter space is closely related to the regularity of the solution with respect to the parameter. We show that if the coefficients and the right-hand side are analytic or Gevrey class regular with respect to the parameter, the same type of parametric regularity is valid for the solution. The key ingredient of the proof is the combination of the alternative-to-factorial technique from our previous work [1] with a novel argument for the treatment of the power-type nonlinearity in the reaction term. As an application of this abstract result, we obtain rigorous convergence estimates for numerical integration of semilinear reaction-diffusion problems with random coefficients using Gaussian and Quasi-Monte Carlo quadrature. Our theoretical findings are confirmed in numerical experiments.

We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo algorithm to infer, a posteriori, the coefficients of these functions in the spline basis. A key innovation is that we use spline bases to model transformed versions of the drift and volatility functions rather than the functions themselves. The output of the algorithm is a posterior sample of plausible drift and volatility functions that are not constrained to any particular parametric family. The flexibility of this approach provides practitioners a powerful investigative tool, allowing them to posit a variety of parametric models to better capture the underlying dynamics of their processes of interest. We illustrate the versatility of our method by applying it to challenging datasets from finance, paleoclimatology, and astrophysics. In view of the parametric diffusion models widely employed in the literature for those examples, some of our results are surprising since they call into question some aspects of these models.

We present an efficient preconditioner for linear problems $A x=y$. It guarantees monotonic convergence of the memory-efficient fixed-point iteration for all accretive systems of the form $A = L + V$, where $L$ is an approximation of $A$, and the system is scaled so that the discrepancy is bounded with $\lVert V \rVert<1$. In contrast to common splitting preconditioners, our approach is not restricted to any particular splitting. Therefore, the approximate problem can be chosen so that an analytic solution is available to efficiently evaluate the preconditioner. We prove that the only preconditioner with this property has the form $(L+I)(I - V)^{-1}$. This unique form moreover permits the elimination of the forward problem from the preconditioned system, often halving the time required per iteration. We demonstrate and evaluate our approach for wave problems, diffusion problems, and pantograph delay differential equations. With the latter we show how the method extends to general, not necessarily accretive, linear systems.

Effective application of mathematical models to interpret biological data and make accurate predictions often requires that model parameters are identifiable. Approaches to assess the so-called structural identifiability of models are well-established for ordinary differential equation models, yet there are no commonly adopted approaches that can be applied to assess the structural identifiability of the partial differential equation (PDE) models that are requisite to capture spatial features inherent to many phenomena. The differential algebra approach to structural identifiability has recently been demonstrated to be applicable to several specific PDE models. In this brief article, we present general methodology for performing structural identifiability analysis on partially observed linear reaction-advection-diffusion (RAD) PDE models. We show that the differential algebra approach can always, in theory, be applied to linear RAD models. Moreover, despite the perceived complexity introduced by the addition of advection and diffusion terms, identifiability of spatial analogues of non-spatial models cannot decrease structural identifiability. Finally, we show that our approach can also be applied to a class of non-linear PDE models that are linear in the unobserved variables, and conclude by discussing future possibilities and computational cost of performing structural identifiability analysis on more general PDE models in mathematical biology.