We consider geometric numerical integration algorithms for differential equations evolving on symmetric spaces. The integrators are constructed from canonical operations on the symmetric space, its Lie triple system (LTS), and the exponential from the LTS to the symmetric space. Examples of symmetric spaces are n-spheres and Grassmann manifolds, the space of positive definite symmetric matrices, Lie groups with a symmetric product, and elliptic and hyperbolic spaces with constant sectional curvatures. We illustrate the abstract algorithm with concrete examples. In particular for the n-sphere and the n-dimensional hyperbolic space the resulting algorithms are very simple and cost only O(n) operations per step.
The topic of inverse problems, related to Maxwell's equations, in the presence of nonlinear materials is quite new in literature. The lack of contributions in this area can be ascribed to the significant challenges that such problems pose. Retrieving the spatial behaviour of some unknown physical property, starting from boundary measurements, is a nonlinear and highly ill-posed problem even in the presence of linear materials. And the complexity exponentially grows when the focus is on nonlinear material properties. Recently, the Monotonicity Principle has been extended to nonlinear materials under very general assumptions. Starting from the theoretical background given by this extension, we develop a first real-time inversion method for the inverse obstacle problem in the presence of nonlinear materials. The Monotonicity Principle is the foundation of a class of non-iterative algorithms for tomography of linear materials. It has been successfully applied to various problems, governed by different PDEs. In the linear case, MP based inversion methods ensure excellent performances and compatibility with real-time applications. We focus on problems governed by elliptical PDEs and, as an example of application, we treat the Magnetostatic Permeability Tomography problem, in which the aim is to retrieve the spatial behaviour of magnetic permeability through boundary measurements in DC operations. In this paper, we provide some preliminary results giving the foundation of our method and extended numerical examples.
Over the last decade, approximating functions in infinite dimensions from samples has gained increasing attention in computational science and engineering, especially in computational uncertainty quantification. This is primarily due to the relevance of functions that are solutions to parametric differential equations in various fields, e.g. chemistry, economics, engineering, and physics. While acquiring accurate and reliable approximations of such functions is inherently difficult, current benchmark methods exploit the fact that such functions often belong to certain classes of holomorphic functions to get algebraic convergence rates in infinite dimensions with respect to the number of (potentially adaptive) samples $m$. Our work focuses on providing theoretical approximation guarantees for the class of $(\boldsymbol{b},\varepsilon)$-holomorphic functions, demonstrating that these algebraic rates are the best possible for Banach-valued functions in infinite dimensions. We establish lower bounds using a reduction to a discrete problem in combination with the theory of $m$-widths, Gelfand widths and Kolmogorov widths. We study two cases, known and unknown anisotropy, in which the relative importance of the variables is known and unknown, respectively. A key conclusion of our paper is that in the latter setting, approximation from finite samples is impossible without some inherent ordering of the variables, even if the samples are chosen adaptively. Finally, in both cases, we demonstrate near-optimal, non-adaptive (random) sampling and recovery strategies which achieve close to same rates as the lower bounds.
Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting engineers toward such decisions. Such data can be leveraged within a Bayesian model updating process, enabling the uncertainty-aware calibration of any candidate model. The model selection task can subsequently be cast into a problem of decision-making under uncertainty, where one seeks to select the model that yields an optimal balance between the reward associated with model precision, in terms of recovering target Quantities of Interest (QoI), and the cost of each model, in terms of complexity and compute time. In this work, we examine the model selection task by means of Bayesian decision theory, under the prism of availability of models of various refinements, and thus varying levels of fidelity. In doing so, we offer an exemplary application of this framework on the IMAC-MVUQ Round-Robin Challenge. Numerical investigations show various outcomes of model selection depending on the target QoI.
The accuracy of solving partial differential equations (PDEs) on coarse grids is greatly affected by the choice of discretization schemes. In this work, we propose to learn time integration schemes based on neural networks which satisfy three distinct sets of mathematical constraints, i.e., unconstrained, semi-constrained with the root condition, and fully-constrained with both root and consistency conditions. We focus on the learning of 3-step linear multistep methods, which we subsequently applied to solve three model PDEs, i.e., the one-dimensional heat equation, the one-dimensional wave equation, and the one-dimensional Burgers' equation. The results show that the prediction error of the learned fully-constrained scheme is close to that of the Runge-Kutta method and Adams-Bashforth method. Compared to the traditional methods, the learned unconstrained and semi-constrained schemes significantly reduce the prediction error on coarse grids. On a grid that is 4 times coarser than the reference grid, the mean square error shows a reduction of up to an order of magnitude for some of the heat equation cases, and a substantial improvement in phase prediction for the wave equation. On a 32 times coarser grid, the mean square error for the Burgers' equation can be reduced by up to 35% to 40%.
We consider two classes of natural stochastic processes on finite unlabeled graphs. These are Euclidean stochastic optimization algorithms on the adjacency matrix of weighted graphs and a modified version of the Metropolis MCMC algorithm on stochastic block models over unweighted graphs. In both cases we show that, as the size of the graph goes to infinity, the random trajectories of the stochastic processes converge to deterministic curves on the space of measure-valued graphons. Measure-valued graphons, introduced by Lov\'{a}sz and Szegedy in \cite{lovasz2010decorated}, are a refinement of the concept of graphons that can distinguish between two infinite exchangeable arrays that give rise to the same graphon limit. We introduce new metrics on this space which provide us with a natural notion of convergence for our limit theorems. This notion is equivalent to the convergence of infinite-exchangeable arrays. Under suitable assumptions and a specified time-scaling, the Metropolis chain admits a diffusion limit as the number of vertices go to infinity. We then demonstrate that, in an appropriately formulated zero-noise limit, the stochastic process of adjacency matrices of this diffusion converges to a deterministic gradient flow curve on the space of graphons introduced in\cite{Oh2023}. A novel feature of this approach is that it provides a precise exponential convergence rate for the Metropolis chain in a certain limiting regime. The connection between a natural Metropolis chain commonly used in exponential random graph models and gradient flows on graphons, to the best of our knowledge, is new in the literature as well.
The categorical Gini correlation, $\rho_g$, was proposed by Dang et al. to measure the dependence between a categorical variable, $Y$ , and a numerical variable, $X$. It has been shown that $\rho_g$ has more appealing properties than current existing dependence measurements. In this paper, we develop the jackknife empirical likelihood (JEL) method for $\rho_g$. Confidence intervals for the Gini correlation are constructed without estimating the asymptotic variance. Adjusted and weighted JEL are explored to improve the performance of the standard JEL. Simulation studies show that our methods are competitive to existing methods in terms of coverage accuracy and shortness of confidence intervals. The proposed methods are illustrated in an application on two real datasets.
This article proposes entropy stable discontinuous Galerkin schemes (DG) for two-fluid relativistic plasma flow equations. These equations couple the flow of relativistic fluids via electromagnetic quantities evolved using Maxwell's equations. The proposed schemes are based on the Gauss-Lobatto quadrature rule, which has the summation by parts (SBP) property. We exploit the structure of the equations having the flux with three independent parts coupled via nonlinear source terms. We design entropy stable DG schemes for each flux part, coupled with the fact that the source terms do not affect entropy, resulting in an entropy stable scheme for the complete system. The proposed schemes are then tested on various test problems in one and two dimensions to demonstrate their accuracy and stability.
We present an algorithm for computing melting points by autonomously learning from coexistence simulations in the NPT ensemble. Given the interatomic interaction model, the method makes decisions regarding the number of atoms and temperature at which to conduct simulations, and based on the collected data predicts the melting point along with the uncertainty, which can be systematically improved with more data. We demonstrate how incorporating physical models of the solid-liquid coexistence evolution enhances the algorithm's accuracy and enables optimal decision-making to effectively reduce predictive uncertainty. To validate our approach, we compare the results of 20 melting point calculations from the literature to the results of our calculations, all conducted with same interatomic potentials. Remarkably, we observe significant deviations in about one-third of the cases, underscoring the need for accurate and reliable algorithms for materials property calculations.
Programs with a continuous state space or that interact with physical processes often require notions of equivalence going beyond the standard binary setting in which equivalence either holds or does not hold. In this paper we explore the idea of equivalence taking values in a quantale V, which covers the cases of (in)equations and (ultra)metric equations among others. Our main result is the introduction of a V-equational deductive system for linear {\lambda}-calculus together with a proof that it is sound and complete. In fact we go further than this, by showing that linear {\lambda}-theories based on this V-equational system form a category that is equivalent to a category of autonomous categories enriched over 'generalised metric spaces'. If we instantiate this result to inequations, we get an equivalence with autonomous categories enriched over partial orders. In the case of (ultra)metric equations, we get an equivalence with autonomous categories enriched over (ultra)metric spaces. We additionally show that this syntax-semantics correspondence extends to the affine setting. We use our results to develop examples of inequational and metric equational systems for higher-order programming in the setting of real-time, probabilistic, and quantum computing.
Physics informed neural network (PINN) based solution methods for differential equations have recently shown success in a variety of scientific computing applications. Several authors have reported difficulties, however, when using PINNs to solve equations with multiscale features. The objective of the present work is to illustrate and explain the difficulty of using standard PINNs for the particular case of divergence-form elliptic partial differential equations (PDEs) with oscillatory coefficients present in the differential operator. We show that if the coefficient in the elliptic operator $a^{\epsilon}(x)$ is of the form $a(x/\epsilon)$ for a 1-periodic coercive function $a(\cdot)$, then the Frobenius norm of the neural tangent kernel (NTK) matrix associated to the loss function grows as $1/\epsilon^2$. This implies that as the separation of scales in the problem increases, training the neural network with gradient descent based methods to achieve an accurate approximation of the solution to the PDE becomes increasingly difficult. Numerical examples illustrate the stiffness of the optimization problem.