We propose entropy-preserving and entropy-stable partitioned Runge--Kutta (RK) methods. In particular, we extend the explicit relaxation Runge--Kutta methods to IMEX--RK methods and a class of explicit second-order multirate methods for stiff problems arising from scale-separable or grid-induced stiffness in a system. The proposed approaches not only mitigate system stiffness but also fully support entropy-preserving and entropy-stability properties at a discrete level. The key idea of the relaxation approach is to adjust the step completion with a relaxation parameter so that the time-adjusted solution discretely satisfies the entropy condition. The relaxation parameter is computed by solving a scalar nonlinear equation at each timestep in general; however, as for a quadratic entropy function, we theoretically derive the explicit form of the relaxation parameter and numerically confirm that the relaxation parameter work for the Burgers equation. Several numerical results for ordinary differential equations and the Burgers equation are presented to demonstrate the entropy-conserving/stable behavior of these methods. We also compare the relaxation approach and the incremental direction technique for the Burgers equation with and without a limiter in the presence of shocks.
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The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy point-wise control constraints. First and second order necessary and sufficient conditions are proved. The lowest order discontinuous Galerkin - in time - scheme is considered for the approximation of the control to state and adjoint state mappings. Under a suitable restriction on maximum size of the temporal and spatial discretization parameters $k$, $h$ respectively in terms of the parameter $\epsilon$ that describes the thickness of the interface layer, a-priori estimates are proved with constants depending polynomially upon $1/ \epsilon$. Unlike to previous works for the uncontrolled Allen-Cahn problem our approach does not rely on a construction of an approximation of the spectral estimate, and as a consequence our estimates are valid under low regularity assumptions imposed by the optimal control setting. These estimates are also valid in cases where the solution and its discrete approximation do not satisfy uniform space-time bounds independent of $\epsilon$. These estimates and a suitable localization technique, via the second order condition (see \cite{Arada-Casas-Troltzsch_2002,Casas-Mateos-Troltzsch_2005,Casas-Raymond_2006,Casas-Mateos-Raymond_2007}), allows to prove error estimates for the difference between local optimal controls and their discrete approximation as well as between the associated state and adjoint state variables and their discrete approximations
We use hyperbolic wavelet regression for the fast reconstruction of high-dimensional functions having only low dimensional variable interactions. Compactly supported periodic Chui-Wang wavelets are used for the tensorized hyperbolic wavelet basis on the torus. With a variable transformation we are able to transform the approximation rates and fast algorithms from the torus to other domains. We perform and analyze scattered-data approximation for smooth but arbitrary density functions by using a least squares method. The corresponding system matrix is sparse due to the compact support of the wavelets, which leads to a significant acceleration of the matrix vector multiplication. For non-periodic functions we propose a new extension method. A proper choice of the extension parameter together with the piece-wise polynomial Chui-Wang wavelets extends the functions appropriately. In every case we are able to bound the approximation error with high probability. Additionally, if the function has low effective dimension (i.e. only interactions of few variables), we qualitatively determine the variable interactions and omit ANOVA terms with low variance in a second step in order to decrease the approximation error. This allows us to suggest an adapted model for the approximation. Numerical results show the efficiency of the proposed method.
Structural entropy solves the problem of measuring the amount of information embedded in graph structure data under a strategy of hierarchical abstracting. In this metric, it is necessary to decode the optimal encoding tree, i.e., the optimal hierarchical abstracting. In dynamic graph scenarios, we usually need to measure the structural entropy of the updated graph at any given time. However, the current structural entropy methods do not support the efficient incremental updating of an encoding tree. To address this issue, we propose a novel incremental measurement method of structural entropy for dynamic graphs. First, we present two new dynamic adjustment strategies for one- and two-dimensional encoding trees. Second, we propose a new metric, namely Global Invariant, to approximate the updated structural entropy in the computational complexity of O(1). Besides, we define another metric, namely Local Difference, as the difference between the updated structural entropy and the Global Invariant, whose computational complexity is O(n). Third, new efficient incremental algorithms, Incre-1dSE and Incre-2dSE, are designed for computing the updated one- and two-dimensional structural entropy. Furthermore, we theoretically prove that the Local Difference and its first-order absolute moment converge to 0 in order of O(log m/m). We conduct sufficient experiments under dynamic graph datasets generated by Hawkes Process, Triad Closure Process, and Partitioning-based Process to evaluate the efficiency of our algorithms and the correctness of the theoretical analysis. Experimental results confirm that our method effectively reduces the time consumption, that up to 3 times speedup for one-dimensional cases and at least 11 times for two-dimensional cases are achieved on average while maintaining relative errors within 2%.
We present and analyze a hybridizable discontinuous Galerkin (HDG) finite element method for the coupled Stokes--Biot problem. Of particular interest is that the discrete velocities and displacement are $H(\text{div})$-conforming and satisfy the compressibility equations pointwise on the elements. Furthermore, in the incompressible limit, the discretization is strongly conservative. We prove well-posedness of the discretization and, after combining the HDG method with backward Euler time stepping, present a priori error estimates that demonstrate that the method is free of volumetric locking. Numerical examples further demonstrate optimal rates of convergence in the $L^2$-norm for all unknowns and that the discretization is locking-free.
In this work a non-conservative balance law formulation is considered that encompasses the rotating, compressible Euler equations for dry atmospheric flows. We develop a semi-discretely entropy stable discontinuous Galerkin method on curvilinear meshes using a generalization of flux differencing for numerical fluxes in fluctuation form. The method uses the skew-hybridized formulation of the element operators to ensure that, even in the presence of under-integration on curvilinear meshes, the resulting discretization is entropy stable. Several atmospheric flow test cases in one, two, and three dimensions confirm the theoretical entropy stability results as well as show the high-order accuracy and robustness of the method.
In this chapter, we identify fundamental geometric structures that underlie the problems of sampling, optimisation, inference and adaptive decision-making. Based on this identification, we derive algorithms that exploit these geometric structures to solve these problems efficiently. We show that a wide range of geometric theories emerge naturally in these fields, ranging from measure-preserving processes, information divergences, Poisson geometry, and geometric integration. Specifically, we explain how (i) leveraging the symplectic geometry of Hamiltonian systems enable us to construct (accelerated) sampling and optimisation methods, (ii) the theory of Hilbertian subspaces and Stein operators provides a general methodology to obtain robust estimators, (iii) preserving the information geometry of decision-making yields adaptive agents that perform active inference. Throughout, we emphasise the rich connections between these fields; e.g., inference draws on sampling and optimisation, and adaptive decision-making assesses decisions by inferring their counterfactual consequences. Our exposition provides a conceptual overview of underlying ideas, rather than a technical discussion, which can be found in the references herein.
The nonlinear Schr{\"o}dinger and the Schr{\"o}dinger-Newton equations model many phenomena in various fields. Here, we perform an extensive numerical comparison between splitting methods (often employed to numerically solve these equations) and the integrating factor technique, also called Lawson method. Indeed, the latter is known to perform very well for the nonlinear Schr{\"o}dinger equation, but has not been thoroughly investigated for the Schr{\"o}dinger-Newton equation. Comparisons are made in one and two spatial dimensions, exploring different boundary conditions and parameters values. We show that for the short range potential of the nonlinear Schr{\"o}dinger equation, the integrating factor technique performs better than splitting algorithms, while, for the long range potential of the Schr{\"o}dinger-Newton equation, it depends on the particular system considered.
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of mass, heavy-tailed equilibrium and (hypo)coercivity properties. We perform a thorough analysis of the numerical scheme and show exponential stability and convergence of the scheme. Along the way, we introduce new tools of discrete functional analysis, such as discrete nonlocal Poincar\'e and interpolation inequalities adapted to fractional diffusion. Our theoretical findings are illustrated and complemented with numerical simulations.
In dynamical systems, it is advantageous to identify regions of flow which can exhibit maximal influence on nearby behaviour. Hyperbolic Lagrangian Coherent Structures have been introduced to obtain two-dimensional surfaces which maximise repulsion or attraction in three-dimensional dynamical systems with arbitrary time-dependence. However, the numerical method to compute them requires obtaining derivatives associated with the system, often performed through the approximation of divided differences, which can lead to significant numerical error and numerical noise. In this paper, we introduce a novel method for the numerical calculation of hyperbolic Lagrangian Coherent Structures using Differential Algebra called DA-LCS. As a form of automatic forward differentiation, it allows direct computation of the Taylor expansion of the flow, its derivatives, and the eigenvectors of the associated strain tensor, with all derivatives obtained algebraically and to machine precision. It does so without a priori information about the system, such as variational equations or explicit derivatives. We demonstrate that this can provide significant improvements in the accuracy of the Lagrangian Coherent Structures identified compared to finite-differencing methods in a series of test cases drawn from the literature. We also show how DA-LCS uncovers additional dynamical behaviour in a real-world example drawn from astrodynamics.
We consider prediction with expert advice when data are generated from distributions varying arbitrarily within an unknown constraint set. This semi-adversarial setting includes (at the extremes) the classical i.i.d. setting, when the unknown constraint set is restricted to be a singleton, and the unconstrained adversarial setting, when the constraint set is the set of all distributions. The Hedge algorithm -- long known to be minimax (rate) optimal in the adversarial regime -- was recently shown to be simultaneously minimax optimal for i.i.d. data. In this work, we propose to relax the i.i.d. assumption by seeking adaptivity at all levels of a natural ordering on constraint sets. We provide matching upper and lower bounds on the minimax regret at all levels, show that Hedge with deterministic learning rates is suboptimal outside of the extremes, and prove that one can adaptively obtain minimax regret at all levels. We achieve this optimal adaptivity using the follow-the-regularized-leader (FTRL) framework, with a novel adaptive regularization scheme that implicitly scales as the square root of the entropy of the current predictive distribution, rather than the entropy of the initial predictive distribution. Finally, we provide novel technical tools to study the statistical performance of FTRL along the semi-adversarial spectrum.
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