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This work considers the nodal finite element approximation of peridynamics, in which the nodal displacements satisfy the peridynamics equation at each mesh node. For the nonlinear bond-based peridynamics model, it is shown that, under the suitable assumptions on an exact solution, the discretized solution associated with the central-in-time and nodal finite element discretization converges to the exact solution in $L^2$ norm at the rate $C_1 \Delta t + C_2 h^2/\epsilon^2$. Here, $\Delta t$, $h$, and $\epsilon$ are time step size, mesh size, and the size of the horizon or nonlocal length scale, respectively. Constants $C_1$ and $C_2$ are independent of $h$ and $\Delta t$ and depend on the norms of the exact solution. Several numerical examples involving pre-crack, void, and notch are considered, and the efficacy of the proposed nodal finite element discretization is analyzed.

To date, most methods for simulating conditioned diffusions are limited to the Euclidean setting. The conditioned process can be constructed using a change of measure known as Doob's $h$-transform. The specific type of conditioning depends on a function $h$ which is typically unknown in closed form. To resolve this, we extend the notion of guided processes to a manifold $M$, where one replaces $h$ by a function based on the heat kernel on $M$. We consider the case of a Brownian motion with drift, constructed using the frame bundle of $M$, conditioned to hit a point $x_T$ at time $T$. We prove equivalence of the laws of the conditioned process and the guided process with a tractable Radon-Nikodym derivative. Subsequently, we show how one can obtain guided processes on any manifold $N$ that is diffeomorphic to $M$ without assuming knowledge of the heat kernel on $N$. We illustrate our results with numerical simulations and an example of parameter estimation where a diffusion process on the torus is observed discretely in time.

The theory of two projections is utilized to study two-component Gibbs samplers. Through this theory, previously intractable problems regarding the asymptotic variances of two-component Gibbs samplers are reduced to elementary matrix algebra exercises. It is found that in terms of asymptotic variance, the two-component random-scan Gibbs sampler is never much worse, and could be considerably better than its deterministic-scan counterpart, provided that the selection probability is appropriately chosen. This is especially the case when there is a large discrepancy in computation cost between the two components. The result contrasts with the known fact that the deterministic-scan version has a faster convergence rate, which can also be derived from the method herein. On the other hand, a modified version of the deterministic-scan sampler that accounts for computation cost can outperform the random-scan version.

We propose a new concept of lifts of reversible diffusion processes and show that various well-known non-reversible Markov processes arising in applications are lifts in this sense of simple reversible diffusions. Furthermore, we introduce a concept of non-asymptotic relaxation times and show that these can at most be reduced by a square root through lifting, generalising a related result in discrete time. Finally, we demonstrate how the recently developed approach to quantitative hypocoercivity based on space-time Poincar\'e inequalities can be rephrased and simplified in the language of lifts and how it can be applied to find optimal lifts.

Robust Markov Decision Processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been extensively studied when the objective is to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMDPs beyond the discounted return. We show that average optimal policies can be chosen stationary and deterministic for sa-rectangular RMDPs but, perhaps surprisingly, that history-dependent (Markovian) policies strictly outperform stationary policies for average optimality in s-rectangular RMDPs. We also study Blackwell optimality for sa-rectangular RMDPs, where we show that {\em approximate} Blackwell optimal policies always exist, although Blackwell optimal policies may not exist. We also provide a sufficient condition for their existence, which encompasses virtually any examples from the literature. We then discuss the connection between average and Blackwell optimality, and we describe several algorithms to compute the optimal average return. Interestingly, our approach leverages the connections between RMDPs and stochastic games.

We propose a numerical method to solve parameter-dependent hyperbolic partial differential equations (PDEs) with a moment approach, based on a previous work from Marx et al. (2020). This approach relies on a very weak notion of solution of nonlinear equations, namely parametric entropy measure-valued (MV) solutions, satisfying linear equations in the space of Borel measures. The infinite-dimensional linear problem is approximated by a hierarchy of convex, finite-dimensional, semidefinite programming problems, called Lasserre's hierarchy. This gives us a sequence of approximations of the moments of the occupation measure associated with the parametric entropy MV solution, which is proved to converge. In the end, several post-treatments can be performed from this approximate moments sequence. In particular, the graph of the solution can be reconstructed from an optimization of the Christoffel-Darboux kernel associated with the approximate measure, that is a powerful approximation tool able to capture a large class of irregular functions. Also, for uncertainty quantification problems, several quantities of interest can be estimated, sometimes directly such as the expectation of smooth functionals of the solutions. The performance of our approach is evaluated through numerical experiments on the inviscid Burgers equation with parametrised initial conditions or parametrised flux function.

With the increasing availability of large scale datasets, computational power and tools like automatic differentiation and expressive neural network architectures, sequential data are now often treated in a data-driven way, with a dynamical model trained from the observation data. While neural networks are often seen as uninterpretable black-box architectures, they can still benefit from physical priors on the data and from mathematical knowledge. In this paper, we use a neural network architecture which leverages the long-known Koopman operator theory to embed dynamical systems in latent spaces where their dynamics can be described linearly, enabling a number of appealing features. We introduce methods that enable to train such a model for long-term continuous reconstruction, even in difficult contexts where the data comes in irregularly-sampled time series. The potential for self-supervised learning is also demonstrated, as we show the promising use of trained dynamical models as priors for variational data assimilation techniques, with applications to e.g. time series interpolation and forecasting.

We introduce exploration via linear loss perturbations (EVILL), a randomised exploration method for structured stochastic bandit problems that works by solving for the minimiser of a linearly perturbed regularised negative log-likelihood function. We show that, for the case of generalised linear bandits, EVILL reduces to perturbed history exploration (PHE), a method where exploration is done by training on randomly perturbed rewards. In doing so, we provide a simple and clean explanation of when and why random reward perturbations give rise to good bandit algorithms. We propose data-dependent perturbations not present in previous PHE-type methods that allow EVILL to match the performance of Thompson-sampling-style parameter-perturbation methods, both in theory and in practice. Moreover, we show an example outside generalised linear bandits where PHE leads to inconsistent estimates, and thus linear regret, while EVILL remains performant. Like PHE, EVILL can be implemented in just a few lines of code.

A component-splitting method is proposed to improve convergence characteristics for implicit time integration of compressible multicomponent reactive flows. The characteristic decomposition of flux jacobian of multicomponent Navier-Stokes equations yields a large sparse eigensystem, presenting challenges of slow convergence and high computational costs for implicit methods. To addresses this issue, the component-splitting method segregates the implicit operator into two parts: one for the flow equations (density/momentum/energy) and the other for the component equations. Each part's implicit operator employs flux-vector splitting based on their respective spectral radii to achieve accelerated convergence. This approach improves the computational efficiency of implicit iteration, mitigating the quadratic increase in time cost with the number of species. Two consistence corrections are developed to reduce the introduced component-splitting error and ensure the numerical consistency of mass fraction. Importantly, the impact of component-splitting method on accuracy is minimal as the residual approaches convergence. The accuracy, efficiency, and robustness of component-splitting method are thoroughly investigated and compared with the coupled implicit scheme through several numerical cases involving thermo-chemical nonequilibrium hypersonic flows. The results demonstrate that the component-splitting method decreases the required number of iteration steps for convergence of residual and wall heat flux, decreases the computation time per iteration step, and diminishes the residual to lower magnitude. The acceleration efficiency is enhanced with increases in CFL number and number of species.

Consider minimizing the entropy of a mixture of states by choosing each state subject to constraints. If the spectrum of each state is fixed, we expect that in order to reduce the entropy of the mixture, we should make the states less distinguishable in some sense. Here, we study a class of optimization problems that are inspired by this situation and shed light on the relevant notions of distinguishability. The motivation for our study is the recently introduced spin alignment conjecture. In the original version of the underlying problem, each state in the mixture is constrained to be a freely chosen state on a subset of $n$ qubits tensored with a fixed state $Q$ on each of the qubits in the complement. According to the conjecture, the entropy of the mixture is minimized by choosing the freely chosen state in each term to be a tensor product of projectors onto a fixed maximal eigenvector of $Q$, which maximally "aligns" the terms in the mixture. We generalize this problem in several ways. First, instead of minimizing entropy, we consider maximizing arbitrary unitarily invariant convex functions such as Fan norms and Schatten norms. To formalize and generalize the conjectured required alignment, we define alignment as a preorder on tuples of self-adjoint operators that is induced by majorization. We prove the generalized conjecture for Schatten norms of integer order, for the case where the freely chosen states are constrained to be classical, and for the case where only two states contribute to the mixture and $Q$ is proportional to a projector. The last case fits into a more general situation where we give explicit conditions for maximal alignment. The spin alignment problem has a natural "dual" formulation, versions of which have further generalizations that we introduce.