We study the long time behavior of an underdamped mean-field Langevin (MFL) equation, and provide a general convergence as well as an exponential convergence rate result under different conditions. The results on the MFL equation can be applied to study the convergence of the Hamiltonian gradient descent algorithm for the overparametrized optimization. We then provide a numerical example of the algorithm to train a generative adversarial networks (GAN).
We propose a new method called the N-particle underdamped Langevin algorithm for optimizing a special class of non-linear functionals defined over the space of probability measures. Examples of problems with this formulation include training mean-field neural networks, maximum mean discrepancy minimization and kernel Stein discrepancy minimization. Our algorithm is based on a novel spacetime discretization of the mean-field underdamped Langevin dynamics, for which we provide a new, fast mixing guarantee. In addition, we demonstrate that our algorithm converges globally in total variation distance, bridging the theoretical gap between the dynamics and its practical implementation.
It is well known that the Lagrangian and Hamiltonian descriptions of field theories are equivalent at the discrete time level when variational integrators are used. Besides the symplectic Hamiltonian structure, many physical systems exhibit a Hamiltonian structure when written in mixed form. In this contribution, the discrete equivalence of Lagrangian, symplectic Hamiltonian and mixed formulations is investigated for linear wave propagation phenomena. Under compatibility conditions between the finite elements, the Lagrangian and mixed formulations are indeed equivalent. For the time discretization the leapfrog scheme and the implicit midpoint rule are considered. In mixed methods applied to wave problems the primal variable (e.g. the displacement in mechanics or the magnetic potential in electromagnetism) is not an unknown of the problem and is reconstructed a posteriori from its time derivative. When this reconstruction is performed via the trapezoidal rule, then these time-discretization methods lead to equivalent formulations.
Barrier functions are crucial for maintaining an intersection and inversion free simulation trajectory but existing methods which directly use distance can restrict implementation design and performance. We present an approach to rewriting the barrier function for arriving at an efficient and robust approximation of its Hessian. The key idea is to formulate a simplicial geometric measure of contact using mesh boundary elements, from which analytic eigensystems are derived and enhanced with filtering and stiffening terms that ensure robustness with respect to the convergence of a Project-Newton solver. A further advantage of our rewriting of the barrier function is that it naturally caters to the notorious case of nearly-parallel edge-edge contacts for which we also present a novel analytic eigensystem. Our approach is thus well suited for standard second order unconstrained optimization strategies for resolving contacts, minimizing nonlinear nonconvex functions where the Hessian may be indefinite. The efficiency of our eigensystems alone yields a 3x speedup over the standard IPC barrier formulation. We further apply our analytic proxy eigensystems to produce an entirely GPU-based implementation of IPC with significant further acceleration.
Multiscale problems are challenging for neural network-based discretizations of differential equations, such as physics-informed neural networks (PINNs). This can be (partly) attributed to the so-called spectral bias of neural networks. To improve the performance of PINNs for time-dependent problems, a combination of multifidelity stacking PINNs and domain decomposition-based finite basis PINNs are employed. In particular, to learn the high-fidelity part of the multifidelity model, a domain decomposition in time is employed. The performance is investigated for a pendulum and a two-frequency problem as well as the Allen-Cahn equation. It can be observed that the domain decomposition approach clearly improves the PINN and stacking PINN approaches.
In this study, we investigate an anisotropic weakly over-penalised symmetric interior penalty method for the Stokes equation {on convex domains}. Our approach is a simple discontinuous Galerkin method similar to the Crouzeix--Raviart finite element method. As our primary contribution, we show a new proof for the consistency term, which allows us to obtain an estimate of the anisotropic consistency error. The key idea of the proof is to apply the relation between the Raviart--Thomas finite element space and a discontinuous space. While inf-sup stable schemes of the discontinuous Galerkin method on shape-regular mesh partitions have been widely discussed, our results show that the Stokes element satisfies the inf-sup condition on anisotropic meshes. Furthermore, we also provide an error estimate in an energy norm on anisotropic meshes. In numerical experiments, we compare calculation results for standard and anisotropic mesh partitions.
In this study, we analyse the global stability of the equilibrium in a departure time choice problem using a game-theoretic approach that deals with atomic users. We first formulate the departure time choice problem as a strategic game in which atomic users select departure times to minimise their trip cost; we call this game the 'departure time choice game'. The concept of the epsilon-Nash equilibrium is introduced to ensure the existence of pure-strategy equilibrium corresponding to the departure time choice equilibrium in conventional fluid models. Then, we prove that the departure time choice game is a weakly acyclic game. By analysing the convergent better responses, we clarify the mechanisms of global convergence to equilibrium. This means that the epsilon-Nash equilibrium is achieved by sequential better responses of users, which are departure time changes to improve their own utility, in an appropriate order. Specifically, the following behavioural rules are important to ensure global convergence: (i) the adjustment of the departure time of the first user departing from the origin to the corresponding equilibrium departure time and (ii) the fixation of users to their equilibrium departure times in order (starting with the earliest). Using convergence mechanisms, we construct evolutionary dynamics under which global stability is guaranteed. We also investigate the stable and unstable dynamics studied in the literature based on convergence mechanisms, and gain insight into the factors influencing the different stability results. Finally, numerical experiments are conducted to demonstrate the theoretical results.
We study the relationship between certain Groebner bases for zero dimensional ideals, and the interpolation condition functionals of ideal interpolation. Ideal interpolation is defined by a linear idempotent projector whose kernel is a polynomial ideal. In this paper, we propose the notion of "reverse" complete reduced basis. Based on the notion, we present a fast algorithm to compute the reduced Groebner basis for the kernel of ideal projector under an arbitrary compatible ordering. As an application, we show that knowing the affine variety makes available information concerning the reduced Groebner basis.
We propose a Lawson-time-splitting extended Fourier pseudospectral (LTSeFP) method for the numerical integration of the Gross-Pitaevskii equation with time-dependent potential that is of low regularity in space. For the spatial discretization of low regularity potential, we use an extended Fourier pseudospectral (eFP) method, i.e., we compute the discrete Fourier transform of the low regularity potential in an extended window. For the temporal discretization, to efficiently implement the eFP method for time-dependent low regularity potential, we combine the standard time-splitting method with a Lawson-type exponential integrator to integrate potential and nonlinearity differently. The LTSeFP method is both accurate and efficient: it achieves first-order convergence in time and optimal-order convergence in space in $L^2$-norm under low regularity potential, while the computational cost is comparable to the standard time-splitting Fourier pseudospectral method. Theoretically, we also prove such convergence orders for a large class of spatially low regularity time-dependent potential. Extensive numerical results are reported to confirm the error estimates and to demonstrate the superiority of our method.
We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is incorporated/assimilated into the solution through a nudging term addition to the the Picard iteration that penalized the difference between the coarse mesh interpolants of the true solution and solver solution, analogous to how continuous data assimilation (CDA) is implemented for time dependent PDEs. This was considered in the paper [Li et al. {\it CMAME} 2023], and we extend the methodology by improving the analysis to be in the $L^2$ norm instead of a weighted $H^1$ norm where the weight depended on the coarse mesh width, and to the case of noisy measurement data. For noisy measurement data, we prove that the CDA-Picard method is stable and convergent, up to the size of the noise. Numerical tests illustrate the results, and show that a very good strategy when using noisy data is to use CDA-Picard to generate an initial guess for the classical Newton iteration.
We consider scalar semilinear elliptic PDEs, where the nonlinearity is strongly monotone, but only locally Lipschitz continuous. To linearize the arising discrete nonlinear problem, we employ a damped Zarantonello iteration, which leads to a linear Poisson-type equation that is symmetric and positive definite. The resulting system is solved by a contractive algebraic solver such as a multigrid method with local smoothing. We formulate a fully adaptive algorithm that equibalances the various error components coming from mesh refinement, iterative linearization, and algebraic solver. We prove that the proposed adaptive iteratively linearized finite element method (AILFEM) guarantees convergence with optimal complexity, where the rates are understood with respect to the overall computational cost (i.e., the computational time). Numerical experiments investigate the involved adaptivity parameters.