We study the equational theory of the Weihrauch lattice with composition and iterations, meaning the collection of equations between terms built from variables, the lattice operations $\sqcup$, $\sqcap$, the composition operator $\star$ and its iteration $(-)^\diamond$ , which are true however we substitute (slightly extended) Weihrauch degrees for the variables. We characterize them using B\"uchi games on finite graphs and give a complete axiomatization that derives them. The term signature and the axiomatization are reminiscent of Kleene algebras, except that we additionally have meets and the lattice operations do not fully distributes over composition. The game characterization also implies that it is decidable whether an equation is universally valid. We give some complexity bounds; in particular, the problem is Pspace-hard in general and we conjecture that it is solvable in Pspace.
We study the problem of variable selection in convex nonparametric least squares (CNLS). Whereas the least absolute shrinkage and selection operator (Lasso) is a popular technique for least squares, its variable selection performance is unknown in CNLS problems. In this work, we investigate the performance of the Lasso estimator and find out it is usually unable to select variables efficiently. Exploiting the unique structure of the subgradients in CNLS, we develop a structured Lasso method by combining $\ell_1$-norm and $\ell_{\infty}$-norm. The relaxed version of the structured Lasso is proposed for achieving model sparsity and predictive performance simultaneously, where we can control the two effects--variable selection and model shrinkage--using separate tuning parameters. A Monte Carlo study is implemented to verify the finite sample performance of the proposed approaches. We also use real data from Swedish electricity distribution networks to illustrate the effects of the proposed variable selection techniques. The results from the simulation and application confirm that the proposed structured Lasso performs favorably, generally leading to sparser and more accurate predictive models, relative to the conventional Lasso methods in the literature.
We study how to infer new choices from prior choices using the framework of choice functions, a unifying mathematical framework for decision-making based on sets of preference orders. In particular, we define the natural (most conservative) extension of a given choice assessment to a coherent choice function -- whenever possible -- and use this natural extension to make new choices. We provide a practical algorithm for computing this natural extension and various ways to improve scalability. Finally, we test these algorithms for different types of choice assessments.
We study a deterministic particle scheme to solve a scalar balance equation with nonlocal interaction and nonlinear mobility used to model congested dynamics. The main novelty with respect to "Radici-Stra [SIAM J. Math. Anal. 55.3 (2023)]" is the presence of a source term; this causes the solutions to no longer be probability measures, thus requiring a suitable adaptation of the numerical scheme and of the estimates leading to compactness.
Moist thermodynamics is a fundamental driver of atmospheric dynamics across all scales, making accurate modeling of these processes essential for reliable weather forecasts and climate change projections. However, atmospheric models often make a variety of inconsistent approximations in representing moist thermodynamics. These inconsistencies can introduce spurious sources and sinks of energy, potentially compromising the integrity of the models. Here, we present a thermodynamically consistent and structure preserving formulation of the moist compressible Euler equations. When discretised with a summation by parts method, our spatial discretisation conserves: mass, water, entropy, and energy. These properties are achieved by discretising a skew symmetric form of the moist compressible Euler equations, using entropy as a prognostic variable, and the summation-by-parts property of discrete derivative operators. Additionally, we derive a discontinuous Galerkin spectral element method with energy and tracer variance stable numerical fluxes, and experimentally verify our theoretical results through numerical simulations.
A little utilised but fundamental fact is that if one discretises a partial differential equation using a symmetry-adapted basis corresponding to so-called irreducible representations, the basic building blocks in representational theory, then the resulting linear system can be completely decoupled into smaller independent linear systems. That is, representation theory can be used to trivially parallelise the numerical solution of partial differential equations. This beautiful theory is introduced via a crash course in representation theory aimed at its practical utilisation, its connection with decomposing expansions in polynomials into different symmetry classes, and give examples of solving Schr\"odinger's equation on simple symmetric geometries like squares and cubes where there is as much as four-fold increase in the number of independent linear systems, each of a significantly smaller dimension than results from standard bases.
We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We decompose the drift term in a truncated series of basis functions, and employ the stochastic gradient descent in continuous time to infer the coefficients of the expansion. Due to the incompatibility between the multiscale data and the homogenized model, the estimator alone is not able to reconstruct the exact drift. We therefore propose to filter the original trajectory through appropriate kernels and include filtered data in the stochastic differential equation for the estimator, which indeed solves the misspecification issue. Several numerical experiments highlight the accuracy of our approach. Moreover, we show theoretically in a simplified framework the asymptotic unbiasedness of our estimator in the limit of infinite data and when the multiscale parameter describing the fastest scale vanishes.
The paper considers grad-div stabilized equal-order finite elements (FE) methods for the linearized Navier-Stokes equations. A block triangular preconditioner for the resulting system of algebraic equations is proposed which is closely related to the Augmented Lagrangian (AL) preconditioner. A field-of-values analysis of a preconditioned Krylov subspace method shows convergence bounds that are independent of the mesh parameter variation. Numerical studies support the theory and demonstrate the robustness of the approach also with respect to the viscosity parameter variation, as is typical for AL preconditioners when applied to inf-sup stable FE pairs. The numerical experiments also address the accuracy of grad-div stabilized equal-order FE method for the steady state Navier-Stokes equations.
We discuss nonparametric estimation of the trend coefficient in models governed by a stochastic differential equation driven by a multiplicative stochastic volatility.
This work proposes and analyzes an efficient numerical method for solving the nonlinear Schr\"odinger equation with quasiperiodic potential, where the projection method is applied in space to account for the quasiperiodic structure and the Strang splitting method is used in time.While the transfer between spaces of low-dimensional quasiperiodic and high-dimensional periodic functions and its coupling with the nonlinearity of the operator splitting scheme make the analysis more challenging. Meanwhile, compared to conventional numerical analysis of periodic Schr\"odinger systems, many of the tools and theories are not applicable to the quasiperiodic case. We address these issues to prove the spectral accuracy in space and the second-order accuracy in time. Numerical experiments are performed to substantiate the theoretical findings.
We introduce a simple and stable computational method for ill-posed partial differential equation (PDE) problems. The method is based on Schr\"odingerization, introduced in [S. Jin, N. Liu and Y. Yu, arXiv:2212.13969][S. Jin, N. Liu and Y. Yu, Phys. Rev. A, 108 (2023), 032603], which maps all linear PDEs into Schr\"odinger-type equations in one higher dimension, for quantum simulations of these PDEs. Although the original problem is ill-posed, the Schr\"odingerized equations are Hamiltonian systems and time-reversible, allowing stable computation both forward and backward in time. The original variable can be recovered by data from suitably chosen domain in the extended dimension. We will use the backward heat equation and the linear convection equation with imaginary wave speed as examples. Error analysis of these algorithms are conducted and verified numerically. The methods are applicable to both classical and quantum computers, and we also lay out quantum algorithms for these methods. Moreover, we introduce a smooth initialization for the Schr\"odingerized equation which will lead to essentially spectral accuracy for the approximation in the extended space, if a spectral method is used. Consequently, the extra qubits needed due to the extra dimension, if a qubit based quantum algorithm is used, for both well-posed and ill-posed problems, becomes almost $\log\log {1/\varepsilon}$ where $\varepsilon$ is the desired precision. This optimizes the complexity of the Schr\"odingerization based quantum algorithms for any non-unitary dynamical system introduced in [S. Jin, N. Liu and Y. Yu, arXiv:2212.13969][S. Jin, N. Liu and Y. Yu, Phys. Rev. A, 108 (2023), 032603].