The log-conformation formulation, although highly successful, was from the beginning formulated as a partial differential equation that contains an, for PDEs unusual, eigenvalue decomposition of the unknown field. To this day, most numerical implementations have been based on this or a similar eigenvalue decomposition, with Knechtges et al. (2014) being the only notable exception for two-dimensional flows. In this paper, we present an eigenvalue-free algorithm to compute the constitutive equation of the log-conformation formulation that works for two- and three-dimensional flows. Therefore, we first prove that the challenging terms in the constitutive equations are representable as a matrix function of a slightly modified matrix of the log-conformation field. We give a proof of equivalence of this term to the more common log-conformation formulations. Based on this formulation, we develop an eigenvalue-free algorithm to evaluate this matrix function. The resulting full formulation is first discretized using a finite volume method, and then tested on the confined cylinder and sedimenting sphere benchmarks.
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The challenge of producing accurate statistics while respecting the privacy of the individuals in a sample is an important area of research. We study minimax lower bounds for classes of differentially private estimators. In particular, we show how to characterize the power of a statistical test under differential privacy in a plug-and-play fashion by solving an appropriate transport problem. With specific coupling constructions, this observation allows us to derive Le Cam-type and Fano-type inequalities not only for regular definitions of differential privacy but also for those based on Renyi divergence. We then proceed to illustrate our results on three simple, fully worked out examples. In particular, we show that the problem class has a huge importance on the provable degradation of utility due to privacy. In certain scenarios, we show that maintaining privacy results in a noticeable reduction in performance only when the level of privacy protection is very high. Conversely, for other problems, even a modest level of privacy protection can lead to a significant decrease in performance. Finally, we demonstrate that the DP-SGLD algorithm, a private convex solver, can be employed for maximum likelihood estimation with a high degree of confidence, as it provides near-optimal results with respect to both the size of the sample and the level of privacy protection. This algorithm is applicable to a broad range of parametric estimation procedures, including exponential families.
Multiphysics incompressible fluid dynamics simulations play a crucial role in understanding intricate behaviors of many complex engineering systems that involve interactions between solids, fluids, and various phases like liquid and gas. Numerical modeling of these interactions has generated significant research interest in recent decades and has led to the development of open source simulation tools and commercial software products targeting specific applications or general problem classes in computational fluid dynamics. As the demand increases for these simulations to adapt to platform heterogeneity, ensure composability between different physics models, and effectively utilize inheritance within partial differentiation systems, a fundamental reconsideration of numerical solver design becomes imperative. The discussion presented in this paper emphasizes the importance of these considerations and introduces the Flash-X approach as a potential solution. The software design strategies outlined in the article serve as a guide for Flash-X developers, providing insights into complexities associated with performance portability, composability, and sustainable development. These strategies provide a foundation for improving design of both new and existing simulation tools grappling with these challenges. By incorporating the principles outlined in the Flash-X approach, engineers and researchers can enhance the adaptability, efficiency, and overall effectiveness of their numerical solvers in the ever-evolving field of multiphysics simulations.
The sliding cubes model is a well-established theoretical framework that supports the analysis of reconfiguration algorithms for modular robots consisting of face-connected cubes. The best algorithm currently known for the reconfiguration problem, by Abel and Kominers [arXiv, 2011], uses O(n3) moves to transform any n-cube configuration into any other n-cube configuration. As is common in the literature, this algorithm reconfigures the input into an intermediate canonical shape. In this paper we present an in-place algorithm that reconfigures any n-cube configuration into a compact canonical shape using a number of moves proportional to the sum of coordinates of the input cubes. This result is asymptotically optimal. Furthermore, our algorithm directly extends to dimensions higher than three.
Neural marked temporal point processes have been a valuable addition to the existing toolbox of statistical parametric models for continuous-time event data. These models are useful for sequences where each event is associated with a single item (a single type of event or a "mark") -- but such models are not suited for the practical situation where each event is associated with a set of items. In this work, we develop a general framework for modeling set-valued data in continuous-time, compatible with any intensity-based recurrent neural point process model. In addition, we develop inference methods that can use such models to answer probabilistic queries such as "the probability of item $A$ being observed before item $B$," conditioned on sequence history. Computing exact answers for such queries is generally intractable for neural models due to both the continuous-time nature of the problem setting and the combinatorially-large space of potential outcomes for each event. To address this, we develop a class of importance sampling methods for querying with set-based sequences and demonstrate orders-of-magnitude improvements in efficiency over direct sampling via systematic experiments with four real-world datasets. We also illustrate how to use this framework to perform model selection using likelihoods that do not involve one-step-ahead prediction.
Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over which they define a probability measure on, is lacking. In practice, GPs are not constructed through a probability measure, but instead through a mean function and a covariance kernel. In this paper we provide necessary and sufficient conditions on the covariance kernel for the sample paths of the corresponding GP to attain a given regularity. We use the framework of H\"older regularity as it grants us particularly straightforward conditions, which simplify further in the cases of stationary and isotropic GPs. We then demonstrate that our results allow for novel and unusually tight characterisations of the sample path regularities of the GPs commonly used in machine learning applications, such as the Mat\'ern GPs.
Many of the most fundamental laws of nature can be formulated as partial differential equations (PDEs). Understanding these equations is, therefore, of exceptional importance for many branches of modern science and engineering. However, since the general solution of many PDEs is unknown, the efficient approximate solution of these equations is one of humanity's greatest challenges. While multigrid represents one of the most effective methods for solving PDEs numerically, in many cases, the design of an efficient or at least working multigrid solver is an open problem. This thesis demonstrates that grammar-guided genetic programming, an evolutionary program synthesis technique, can discover multigrid methods of unprecedented structure that achieve a high degree of efficiency and generalization. For this purpose, we develop a novel context-free grammar that enables the automated generation of multigrid methods in a symbolically-manipulable formal language, based on which we can apply the same multigrid-based solver to problems of different sizes without having to adapt its internal structure. Treating the automated design of an efficient multigrid method as a program synthesis task allows us to find novel sequences of multigrid operations, including the combination of different smoothing and coarse-grid correction steps on each level of the discretization hierarchy. To prove the feasibility of this approach, we present its implementation in the form of the Python framework EvoStencils, which is freely available as open-source software. This implementation comprises all steps from representing the algorithmic sequence of a multigrid method in the form of a directed acyclic graph of Python objects to its automatic generation and optimization using the capabilities of the code generation framework ExaStencils and the evolutionary computation library DEAP.
Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient propagators in constraint programming (such as the weighted circuit constraint). However, the conventional process of deriving Lagrangian multipliers (e.g., using subgradient methods) is often computationally intensive, limiting its practicality for large-scale or time-sensitive problems. To address this challenge, we propose an innovative unsupervised learning approach that harnesses the capabilities of graph neural networks to exploit the problem structure, aiming to generate accurate Lagrangian multipliers efficiently. We apply this technique to the well-known Held-Karp Lagrangian relaxation for the travelling salesman problem. The core idea is to predict accurate Lagrangian multipliers and to employ them as a warm start for generating Held-Karp relaxation bounds. These bounds are subsequently utilized to enhance the filtering process carried out by branch-and-bound algorithms. In contrast to much of the existing literature, which primarily focuses on finding feasible solutions, our approach operates on the dual side, demonstrating that learning can also accelerate the proof of optimality. We conduct experiments across various distributions of the metric travelling salesman problem, considering instances with up to 200 cities. The results illustrate that our approach can improve the filtering level of the weighted circuit global constraint, reduce the optimality gap by a factor two for unsolved instances up to a timeout, and reduce the execution time for solved instances by 10%.
Classical mathematical statistics deals with models that are parametrized by a Euclidean, i.e. finite dimensional, parameter. Quite often such models have been and still are chosen in practical situations for their mathematical simplicity and tractability. However, these models are typically inappropriate since the implied distributional assumptions cannot be supported by hard evidence. It is natural then to relax these assumptions. This leads to the class of semiparametric models. These models have been studied in a local asymptotic setting, in which the Convolution Theorem yields bounds on the performance of regular estimators. Alternatively, local asymptotics can be based on the Local Asymptotic Minimax Theorem and on the Local Asymptotic Spread Theorem, both valid for any sequence of estimators. This Local Asymptotic Spread Theorem is a straightforward consequence of a Finite Sample Spread Inequality, which has some intrinsic value for estimation theory in general. We will discuss both the Finite Sample and Local Asymptotic Spread Theorem, as well as the Convolution Theorem.
Physics-Informed Neural Networks (PINNs) have proven effective in solving partial differential equations (PDEs), especially when some data are available by blending seamlessly data and physics. However, extending PINNs to high-dimensional and even high-order PDEs encounters significant challenges due to the computational cost associated with automatic differentiation in the residual loss. Herein, we address the limitations of PINNs in handling high-dimensional and high-order PDEs by introducing Hutchinson Trace Estimation (HTE). Starting with the second-order high-dimensional PDEs ubiquitous in scientific computing, HTE transforms the calculation of the entire Hessian matrix into a Hessian vector product (HVP). This approach alleviates the computational bottleneck via Taylor-mode automatic differentiation and significantly reduces memory consumption from the Hessian matrix to HVP. We further showcase HTE's convergence to the original PINN loss and its unbiased behavior under specific conditions. Comparisons with Stochastic Dimension Gradient Descent (SDGD) highlight the distinct advantages of HTE, particularly in scenarios with significant variance among dimensions. We further extend HTE to higher-order and higher-dimensional PDEs, specifically addressing the biharmonic equation. By employing tensor-vector products (TVP), HTE efficiently computes the colossal tensor associated with the fourth-order high-dimensional biharmonic equation, saving memory and enabling rapid computation. The effectiveness of HTE is illustrated through experimental setups, demonstrating comparable convergence rates with SDGD under memory and speed constraints. Additionally, HTE proves valuable in accelerating the Gradient-Enhanced PINN (gPINN) version as well as the Biharmonic equation. Overall, HTE opens up a new capability in scientific machine learning for tackling high-order and high-dimensional PDEs.
A sharp, distribution free, non-asymptotic result is proved for the concentration of a random function around the mean function, when the randomization is generated by a finite sequence of independent data and the random functions satisfy uniform bounded variation assumptions. The specific motivation for the work comes from the need for inference on the distributional impacts of social policy intervention. However, the family of randomized functions that we study is broad enough to cover wide-ranging applications. For example, we provide a Kolmogorov-Smirnov like test for randomized functions that are almost surely Lipschitz continuous, and novel tools for inference with heterogeneous treatment effects. A Dvoretzky-Kiefer-Wolfowitz like inequality is also provided for the sum of almost surely monotone random functions, extending the famous non-asymptotic work of Massart for empirical cumulative distribution functions generated by i.i.d. data, to settings without micro-clusters proposed by Canay, Santos, and Shaikh. We illustrate the relevance of our theoretical results for applied work via empirical applications. Notably, the proof of our main concentration result relies on a novel stochastic rendition of the fundamental result of Debreu, generally dubbed the "gap lemma," that transforms discontinuous utility representations of preorders into continuous utility representations, and on an envelope theorem of an infinite dimensional optimisation problem that we carefully construct.
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