This work is concerned with the analysis of a space-time finite element discontinuous Galerkin method on polytopal meshes (XT-PolydG) for the numerical discretization of wave propagation in coupled poroelastic-elastic media. The mathematical model consists of the low-frequency Biot's equations in the poroelastic medium and the elastodynamics equation for the elastic one. To realize the coupling, suitable transmission conditions on the interface between the two domains are (weakly) embedded in the formulation. The proposed PolydG discretization in space is then coupled with a dG time integration scheme, resulting in a full space-time dG discretization. We present the stability analysis for both the continuous and the semidiscrete formulations, and we derive error estimates for the semidiscrete formulation in a suitable energy norm. The method is applied to a wide set of numerical test cases to verify the theoretical bounds. Examples of physical interest are also presented to investigate the capability of the proposed method in relevant geophysical scenarios.
Rational best approximations (in a Chebyshev sense) to real functions are characterized by an equioscillating approximation error. Similar results do not hold true for rational best approximations to complex functions in general. In the present work, we consider unitary rational approximations to the exponential function on the imaginary axis, which map the imaginary axis to the unit circle. In the class of unitary rational functions, best approximations are shown to exist, to be uniquely characterized by equioscillation of a phase error, and to possess a super-linear convergence rate. Furthermore, the best approximations have full degree (i.e., non-degenerate), achieve their maximum approximation error at points of equioscillation, and interpolate at intermediate points. Asymptotic properties of poles, interpolation nodes, and equioscillation points of these approximants are studied. Three algorithms, which are found very effective to compute unitary rational approximations including candidates for best approximations, are sketched briefly. Some consequences to numerical time-integration are discussed. In particular, time propagators based on unitary best approximants are unitary, symmetric and A-stable.
The Kullback-Leibler (KL) divergence is frequently used in data science. For discrete distributions on large state spaces, approximations of probability vectors may result in a few small negative entries, rendering the KL divergence undefined. We address this problem by introducing a parameterized family of substitute divergence measures, the shifted KL (sKL) divergence measures. Our approach is generic and does not increase the computational overhead. We show that the sKL divergence shares important theoretical properties with the KL divergence and discuss how its shift parameters should be chosen. If Gaussian noise is added to a probability vector, we prove that the average sKL divergence converges to the KL divergence for small enough noise. We also show that our method solves the problem of negative entries in an application from computational oncology, the optimization of Mutual Hazard Networks for cancer progression using tensor-train approximations.
This paper proposes well-conditioned boundary integral equations based on the Burton-Miller method for solving transmission problems. The Burton-Miller method is widely accepted as a highly accurate numerical method based on the boundary integral equation for solving exterior wave problems. While this method can also be applied to solve the transmission problems, a straightforward formulation may yield ill-conditioned integral equations. Consequently, the resulting linear algebraic equations may involve a coefficient matrix with a huge condition number, leading to poor convergence of Krylov-based linear solvers. To address this challenge, our study enhances Burton-Miller-type boundary integral equations tailored for transmission problems by exploiting the Calderon formula. In cases where a single material exists in an unbounded host medium, we demonstrate the formulation of the boundary integral equation such that the underlying integral operator ${\cal A}$ is spectrally well-conditioned. Specifically, ${\cal A}$ can be designed in a simple manner that ensures ${\cal A}^2$ is bounded and has only a single eigenvalue accumulation point. Furthermore, we extend our analysis to the multi-material case, proving that the square of the proposed operator has only a few eigenvalues except for a compact perturbation. Through numerical examples of several benchmark problems, we illustrate that our formulation reduces the iteration number required by iterative linear solvers, even in the presence of material junction points; locations where three or more sub-domains meet on the boundary.
This paper studies the infinite-time stability of the numerical scheme for stochastic McKean-Vlasov equations (SMVEs) via stochastic particle method. The long-time propagation of chaos in mean-square sense is obtained, with which the almost sure propagation in infinite horizon is proved by exploiting the Chebyshev inequality and the Borel-Cantelli lemma. Then the mean-square and almost sure exponential stabilities of the Euler-Maruyama scheme associated with the corresponding interacting particle system are shown through an ingenious manipulation of empirical measure. Combining the assertions enables the numerical solutions to reproduce the stabilities of the original SMVEs. The examples are demonstrated to reveal the importance of this study.
Coordinate exchange (CEXCH) is a popular algorithm for generating exact optimal experimental designs. The authors of CEXCH advocated for a highly greedy implementation - one that exchanges and optimizes single element coordinates of the design matrix. We revisit the effect of greediness on CEXCHs efficacy for generating highly efficient designs. We implement the single-element CEXCH (most greedy), a design-row (medium greedy) optimization exchange, and particle swarm optimization (PSO; least greedy) on 21 exact response surface design scenarios, under the $D$- and $I-$criterion, which have well-known optimal designs that have been reproduced by several researchers. We found essentially no difference in performance of the most greedy CEXCH and the medium greedy CEXCH. PSO did exhibit better efficacy for generating $D$-optimal designs, and for most $I$-optimal designs than CEXCH, but not to a strong degree under our parametrization. This work suggests that further investigation of the greediness dimension and its effect on CEXCH efficacy on a wider suite of models and criterion is warranted.
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 different polynomial degrees. For discretization, we employ quad-tree grids, which allow for local refinement in phase-space, and we show exemplary that adaptive methods can efficiently approximate discontinuous solutions. We investigate the behavior of hierarchical error estimators and error estimators based on local averaging.
This thesis explores the application of Plane Wave Discontinuous Galerkin (PWDG) methods for the numerical simulation of electromagnetic scattering by periodic structures. Periodic structures play a pivotal role in various engineering and scientific applications, including antenna design, metamaterial characterization, and photonic crystal analysis. Understanding and accurately predicting the scattering behavior of electromagnetic waves from such structures is crucial in optimizing their performance and advancing technological advancements. The thesis commences with an overview of the theoretical foundations of electromagnetic scattering by periodic structures. This theoretical dissertation serves as the basis for formulating the PWDG method within the context of wave equation. The DtN operator is presented and it is used to derive a suitable boundary condition. The numerical implementation of PWDG methods is discussed in detail, emphasizing key aspects such as basis function selection and boundary conditions. The algorithm's efficiency is assessed through numerical experiments. We then present the DtN-PWDG method, which is discussed in detail and is used to derive numerical solutions of the scattering problem. A comparison with the finite element method (FEM) is presented. In conclusion, this thesis demonstrates that PWDG methods are a powerful tool for simulating electromagnetic scattering by periodic structures.
This paper presents a learnable solver tailored to solve discretized linear partial differential equations (PDEs). This solver requires only problem-specific training data, without using specialized expertise. Its development is anchored by three core principles: (1) a multilevel hierarchy to promote rapid convergence, (2) adherence to linearity concerning the right-hand side of equations, and (3) weights sharing across different levels to facilitate adaptability to various problem sizes. Built on these foundational principles, we introduce a network adept at solving PDEs discretized on structured grids, even when faced with heterogeneous coefficients. The cornerstone of our proposed solver is the convolutional neural network (CNN), chosen for its capacity to learn from structured data and its similar computation pattern as multigrid components. To evaluate its effectiveness, the solver was trained to solve convection-diffusion equations featuring heterogeneous diffusion coefficients. The solver exhibited swift convergence to high accuracy over a range of grid sizes, extending from $31 \times 31$ to $4095 \times 4095$. Remarkably, our method outperformed the classical Geometric Multigrid (GMG) solver, demonstrating a speedup of approximately 3 to 8 times. Furthermore, we explored the solver's generalizability to untrained coefficient distributions. The findings showed consistent reliability across various other coefficient distributions, revealing that when trained on a mixed coefficient distribution, the solver is nearly as effective in generalizing to all types of coefficient distributions.
We consider logistic regression including two sets of discrete or categorical covariates that are missing at random (MAR) separately or simultaneously. We examine the asymptotic properties of two multiple imputation (MI) estimators, given in the study of Lee at al. (2023), for the parameters of the logistic regression model with both sets of discrete or categorical covariates that are MAR separately or simultaneously. The proposed estimated asymptotic variances of the two MI estimators address a limitation observed with Rubin's type estimated variances, which lead to underestimate the variances of the two MI estimators (Rubin, 1987). Simulation results demonstrate that our two proposed MI methods outperform the complete-case, semiparametric inverse probability weighting, random forest MI using chained equations, and stochastic approximation of expectation-maximization methods. To illustrate the methodology's practical application, we provide a real data example from a survey conducted in the Feng Chia night market in Taichung City, Taiwan.
By incorporating a new matrix splitting and the momentum acceleration into the relaxed-based matrix splitting (RMS) method \cite{soso2023}, a generalization of the RMS (GRMS) iterative method for solving the generalized absolute value equations (GAVEs) is proposed. Unlike some existing methods, by using the Cauchy's convergence principle, we give some sufficient conditions for the existence and uniqueness of the solution to the GAVEs and prove that our method can converge to the unique solution of the GAVEs. Moreover, we can obtain a few new and weaker convergence conditions for some existing methods. Preliminary numerical experiments show that the proposed method is efficient.