Port-Hamiltonian (PH) systems provide a framework for modeling, analysis and control of complex dynamical systems, where the complexity might result from multi-physical couplings, non-trivial domains and diverse nonlinearities. A major benefit of the PH representation is the explicit formulation of power interfaces, so-called ports, which allow for a power-preserving interconnection of subsystems to compose flexible multibody systems in a modular way. In this work, we present a PH representation of geometrically exact strings with nonlinear material behaviour. Furthermore, using structure-preserving discretization techniques a corresponding finite-dimensional PH state space model is developed. Applying mixed finite elements, the semi-discrete model retains the PH structure and the ports (pairs of velocities and forces) on the discrete level. Moreover, discrete derivatives are used in order to obtain an energy-consistent time-stepping method. The numerical properties of the newly devised model are investigated in a representative example. The developed PH state space model can be used for structure-preserving simulation and model order reduction as well as feedforward and feedback control design.
Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is straightforward in this setup, inferring the underlying graph is a challenge driven by the computational difficulty in exploring the space of decomposable graphs. This work makes two contributions to address this problem. First, we provide sufficient and necessary conditions for when multi-edge perturbations maintain decomposability of the graph. Using these, we characterize a simple class of partitions that efficiently classify all edge perturbations by whether they maintain decomposability. Second, we propose a novel parallel non-reversible Markov chain Monte Carlo sampler for distributions over junction tree representations of the graph. At every step, the parallel sampler executes simultaneously all edge perturbations within a partition. Through simulations, we demonstrate the efficiency of our new edge perturbation conditions and class of partitions. We find that our parallel sampler yields improved mixing properties in comparison to the single-move variate, and outperforms current state-of-the-arts methods in terms of accuracy and computational efficiency. The implementation of our work is available in the Python package parallelDG.
Computational modeling of charged species transport has enabled the analysis, design, and optimization of a diverse array of electrochemical and electrokinetic devices. These systems are represented by the Poisson-Nernst-Planck (PNP) equations coupled with the Navier-Stokes (NS) equation. Direct numerical simulation (DNS) to accurately capture the spatio-temporal variation of ion concentration and current flux remains challenging due to the (a) small critical dimension of the diffuse charge layer (DCL), (b) stiff coupling due to fast charge relaxation times, large advective effects, and steep gradients close to boundaries, and (c) complex geometries exhibited by electrochemical devices. In the current study, we address these challenges by presenting a direct numerical simulation framework that incorporates (a) a variational multiscale (VMS) treatment, (b) a block-iterative strategy in conjunction with semi-implicit (for NS) and implicit (for PNP) time integrators, and (c) octree based adaptive mesh refinement. The VMS formulation provides numerical stabilization critical for capturing the electro-convective flows often observed in engineered devices. The block-iterative strategy decouples the difficulty of non-linear coupling between the NS and PNP equations and allows the use of tailored numerical schemes separately for NS and PNP equations. The carefully designed second-order, hybrid implicit methods circumvent the harsh timestep requirements of explicit time steppers, thus enabling simulations over longer time horizons. Finally, the octree-based meshing allows efficient and targeted spatial resolution of the DCL. These features are incorporated into a massively parallel computational framework, enabling the simulation of realistic engineering electrochemical devices. The numerical framework is illustrated using several challenging canonical examples.
This paper introduces graph-based mutually exciting processes (GB-MEP) to model event times in network point processes, focusing on an application to docked bike-sharing systems. GB-MEP incorporates known relationships between nodes in a graph within the intensity function of a node-based multivariate Hawkes process. This approach reduces the number of parameters to a quantity proportional to the number of nodes in the network, resulting in significant advantages for computational scalability when compared to traditional methods. The model is applied on event data observed on the Santander Cycles network in central London, demonstrating that exploiting network-wide information related to geographical location of the stations is beneficial to improve the performance of node-based models for applications in bike-sharing systems. The proposed GB-MEP framework is more generally applicable to any network point process where a distance function between nodes is available, demonstrating wider applicability.
Many physical problems involving heterogeneous spatial scales, such as the flow through fractured porous media, the study of fiber-reinforced materials, or the modeling of the small circulation in living tissues -- just to mention a few examples -- can be described as coupled partial differential equations defined in domains of heterogeneous dimensions that are embedded into each other. This formulation is a consequence of geometric model reduction techniques that transform the original problems defined in complex three-dimensional domains into more tractable ones. The definition and the approximation of coupling operators suitable for this class of problems is still a challenge. We develop a general mathematical framework for the analysis and the approximation of partial differential equations coupled by non-matching constraints across different dimensions, focusing on their enforcement using Lagrange multipliers. In this context, we address in abstract and general terms the well-posedness, stability, and robustness of the problem with respect to the smallest characteristic length of the embedded domain. We also address the numerical approximation of the problem and we discuss the inf-sup stability of the proposed numerical scheme for some representative configuration of the embedded domain. The main message of this work is twofold: from the standpoint of the theory of mixed-dimensional problems, we provide general and abstract mathematical tools to formulate coupled problems across dimensions. From the practical standpoint of the numerical approximation, we show the interplay between the mesh characteristic size, the dimension of the Lagrange multiplier space, and the size of the inclusion in representative configurations interesting for applications. The latter analysis is complemented with illustrative numerical examples.
Bayesian model-averaged hypothesis testing is an important technique in regression because it addresses the problem that the evidence one variable directly affects an outcome often depends on which other variables are included in the model. This problem is caused by confounding and mediation, and is pervasive in big data settings with thousands of variables. However, model-averaging is under-utilized in fields, like epidemiology, where classical statistical approaches dominate. Here we show that simultaneous Bayesian and frequentist model-averaged hypothesis testing is possible in large samples, for a family of priors. We show that Bayesian model-averaged regression is a closed testing procedure, and use the theory of regular variation to derive interchangeable posterior odds and $p$-values that jointly control the Bayesian false discovery rate (FDR), the frequentist type I error rate, and the frequentist familywise error rate (FWER). These results arise from an asymptotic chi-squared distribution for the model-averaged deviance, under the null hypothesis. We call the approach 'Doublethink'. In a related manuscript (Arning, Fryer and Wilson, 2024), we apply it to discovering direct risk factors for COVID-19 hospitalization in UK Biobank, and we discuss its broader implications for bridging the differences between Bayesian and frequentist hypothesis testing.
Detecting differences in gene expression is an important part of single-cell RNA sequencing experiments, and many statistical methods have been developed for this aim. Most differential expression analyses focus on comparing expression between two groups (e.g., treatment vs. control). But there is increasing interest in multi-condition differential expression analyses in which expression is measured in many conditions, and the aim is to accurately detect and estimate expression differences in all conditions. We show that directly modeling single-cell RNA-seq counts in all conditions simultaneously, while also inferring how expression differences are shared across conditions, leads to greatly improved performance for detecting and estimating expression differences compared to existing methods. We illustrate the potential of this new approach by analyzing data from a single-cell experiment studying the effects of cytokine stimulation on gene expression. We call our new method "Poisson multivariate adaptive shrinkage", and it is implemented in an R package available online at //github.com/stephenslab/poisson.mash.alpha.
A general asynchronous alternating iterative model is designed, for which convergence is theoretically ensured both under classical spectral radius bound and, then, for a classical class of matrix splittings for $\mathsf H$-matrices. The computational model can be thought of as a two-stage alternating iterative method, which well suits to the well-known Hermitian and skew-Hermitian splitting (HSS) approach, with the particularity here of considering only one inner iteration. Experimental parallel performance comparison is conducted between the generalized minimal residual (GMRES) algorithm, the standard HSS and our asynchronous variant, on both real and complex non-Hermitian linear systems respectively arising from convection-diffusion and structural dynamics problems. A significant gain on execution time is observed in both cases.
In recent literature, for modeling reasons, fractional differential problems have been considered equipped with anti-symmetric boundary conditions. Twenty years ago the anti-reflective boundary conditions were introduced in a context of signal processing and imaging for increasing the quality of the reconstruction of a blurred signal/image contaminated by noise and for reducing the overall complexity to that of few fast sine transforms i.e. to $O(N\log N)$ real arithmetic operations, where $N$ is the number of pixels. Here we consider the anti-symmetric boundary conditions and we introduce the anti-reflective boundary conditions in the context of nonlocal problems of fractional differential type. In the latter context, we study both types of boundary conditions, which in reality are similar in the essentials, from the perspective of computational efficiency, by considering nontruncated and truncated versions. Several numerical tests, tables, and visualizations are provided and critically discussed.
Fractional calculus with respect to function $\psi$, also named as $\psi$-fractional calculus, generalizes the Hadamard and the Riemann-Liouville fractional calculi, which causes challenge in numerical treatment. In this paper we study spectral-type methods using mapped Jacobi functions (MJFs) as basis functions and obtain efficient algorithms to solve $\psi$-fractional differential equations. In particular, we setup the Petrov-Galerkin spectral method and spectral collocation method for initial and boundary value problems involving $\psi$-fractional derivatives. We develop basic approximation theory for the MJFs and conduct the error estimates of the derived methods. We also establish a recurrence relation to evaluate the collocation differentiation matrix for implementing the spectral collocation algorithm. Numerical examples confirm the theoretical results and demonstrate the effectiveness of the spectral and collocation methods.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.