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Forecasting water content dynamics in heterogeneous porous media has significant interest in hydrological applications; in particular, the treatment of infiltration when in presence of cracks and fractures can be accomplished resorting to peridynamic theory, which allows a proper modeling of non localities in space. In this framework, we make use of Chebyshev transform on the diffusive component of the equation and then we integrate forward in time using an explicit method. We prove that the proposed spectral numerical scheme provides a solution converging to the unique solution in some appropriate Sobolev space. We finally exemplify on several different soils, also considering a sink term representing the root water uptake.

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation leverages conventional PDE discretization techniques, deep neural networks, probabilistic modelling, and variational inference to assemble a fully probabilistic coherent framework. In the posited probabilistic model, both the forward and inverse maps are approximated as Gaussian distributions with a mean and covariance parameterized by deep neural networks. The PDE residual is assumed to be an observed random vector of value zero, hence we model it as a random vector with a zero mean and a user-prescribed covariance. The model is trained by maximizing the probability, that is the evidence or marginal likelihood, of observing a residual of zero by maximizing the evidence lower bound (ELBO). Consequently, the proposed methodology does not require any independent PDE solves and is physics-informed at training time, allowing the real-time solution of PDE forward and inverse problems after training. The proposed framework can be easily extended to seamlessly integrate observed data to solve inverse problems and to build generative models. We demonstrate the efficiency and robustness of our method on finite element discretized parametric PDE problems such as linear and nonlinear Poisson problems, elastic shells with complex 3D geometries, and time-dependent nonlinear and inhomogeneous PDEs using a physics-informed neural network (PINN) discretization. We achieve up to three orders of magnitude speed-up after training compared to traditional finite element method (FEM), while outputting coherent uncertainty estimates.

In contrast with the diffusion equation which smoothens the initial data to $C^\infty$ for $t>0$ (away from the corners/edges of the domain), the subdiffusion equation only exhibits limited spatial regularity. As a result, one generally cannot expect high-order accuracy in space in solving the subdiffusion equation with nonsmooth initial data. In this paper, a new splitting of the solution is constructed for high-order finite element approximations to the subdiffusion equation with nonsmooth initial data. The method is constructed by splitting the solution into two parts, i.e., a time-dependent smooth part and a time-independent nonsmooth part, and then approximating the two parts via different strategies. The time-dependent smooth part is approximated by using high-order finite element method in space and convolution quadrature in time, while the steady nonsmooth part could be approximated by using smaller mesh size or other methods that could yield high-order accuracy. Several examples are presented to show how to accurately approximate the steady nonsmooth part, including piecewise smooth initial data, Dirac--Delta point initial data, and Dirac measure concentrated on an interface. The argument could be directly extended to subdiffusion equations with nonsmooth source data. Extensive numerical experiments are presented to support the theoretical analysis and to illustrate the performance of the proposed high-order splitting finite element methods.

We consider a persuasion problem between a sender and a receiver whose utility may be nonlinear in her belief; we call such receivers risk-conscious. Such utility models arise when the receiver exhibits systematic biases away from expected-utility-maximization, such as uncertainty aversion (e.g., from sensitivity to the variance of the waiting time for a service). Due to this nonlinearity, the standard approach to finding the optimal persuasion mechanism using revelation principle fails. To overcome this difficulty, we use the underlying geometry of the problem to develop a convex optimization framework to find the optimal persuasion mechanism. We define the notion of full persuasion and use our framework to characterize conditions under which full persuasion can be achieved. We use our approach to study binary persuasion, where the receiver has two actions and the sender strictly prefers one of them at every state. Under a convexity assumption, we show that the binary persuasion problem reduces to a linear program, and establish a canonical set of signals where each signal either reveals the state or induces in the receiver uncertainty between two states. Finally, we discuss the broader applicability of our methods to more general contexts, and illustrate our methodology by studying information sharing of waiting times in service systems.

In this paper we develop a new well-balanced discontinuous Galerkin (DG) finite element scheme with subcell finite volume (FV) limiter for the numerical solution of the Einstein--Euler equations of general relativity based on a first order hyperbolic reformulation of the Z4 formalism. The first order Z4 system, which is composed of 59 equations, is analyzed and proven to be strongly hyperbolic for a general metric. The well-balancing is achieved for arbitrary but a priori known equilibria by subtracting a discrete version of the equilibrium solution from the discretized time-dependent PDE system. Special care has also been taken in the design of the numerical viscosity so that the well-balancing property is achieved. As for the treatment of low density matter, e.g. when simulating massive compact objects like neutron stars surrounded by vacuum, we have introduced a new filter in the conversion from the conserved to the primitive variables, preventing superluminal velocities when the density drops below a certain threshold, and being potentially also very useful for the numerical investigation of highly rarefied relativistic astrophysical flows. Thanks to these improvements, all standard tests of numerical relativity are successfully reproduced, reaching three achievements: (i) we are able to obtain stable long term simulations of stationary black holes, including Kerr black holes with extreme spin, which after an initial perturbation return perfectly back to the equilibrium solution up to machine precision; (ii) a (standard) TOV star under perturbation is evolved in pure vacuum ($\rho=p=0$) up to $t=1000$ with no need to introduce any artificial atmosphere around the star; and, (iii) we solve the head on collision of two punctures black holes, that was previously considered un--tractable within the Z4 formalism.

We propose fast and practical quantum-inspired classical algorithms for solving linear systems. Specifically, given sampling and query access to a matrix $A\in\mathbb{R}^{m\times n}$ and a vector $b\in\mathbb{R}^m$, we propose classical algorithms that produce a data structure for the solution $x\in\mathbb{R}^{n}$ of the linear system $Ax=b$ with the ability to sample and query its entries. The resulting $x$ satisfies $\|x-A^{+}b\|\leq\epsilon\|A^{+}b\|$, where $\|\cdot\|$ is the spectral norm and $A^+$ is the Moore-Penrose inverse of $A$. Our algorithm has time complexity $\widetilde{O}(\kappa_F^4/\kappa\epsilon^2)$ in the general case, where $\kappa_{F} =\|A\|_F\|A^+\|$ and $\kappa=\|A\|\|A^+\|$ are condition numbers. Compared to the prior state-of-the-art result [Shao and Montanaro, arXiv:2103.10309v2], our algorithm achieves a polynomial speedup in condition numbers. When $A$ is $s$-sparse, our algorithm has complexity $\widetilde{O}(s \kappa\log(1/\epsilon))$, matching the quantum lower bound for solving linear systems in $\kappa$ and $1/\epsilon$ up to poly-logarithmic factors [Harrow and Kothari]. When $A$ is $s$-sparse and symmetric positive-definite, our algorithm has complexity $\widetilde{O}(s\sqrt{\kappa}\log(1/\epsilon))$. Technically, our main contribution is the application of the heavy ball momentum method to quantum-inspired classical algorithms for solving linear systems, where we propose two new methods with speedups: quantum-inspired Kaczmarz method with momentum and quantum-inspired coordinate descent method with momentum. Their analysis exploits careful decomposition of the momentum transition matrix and the application of novel spectral norm concentration bounds for independent random matrices. Finally, we also conduct numerical experiments for our algorithms on both synthetic and real-world datasets, and the experimental results support our theoretical claims.

In this article, we propose a reduced basis method for parametrized non-symmetric eigenvalue problems arising in the loading pattern optimization of a nuclear core in neutronics. To this end, we derive a posteriori error estimates for the eigenvalue and left and right eigenvectors. The practical computation of these estimators requires the estimation of a constant called prefactor, which we can express as the spectral norm of some operator. We provide some elements of theoretical analysis which illustrate the link between the expression of the prefactor we obtain here and its well-known expression in the case of symmetric eigenvalue problems, either using the notion of numerical range of the operator, or via a perturbative analysis. Lastly, we propose a practical method in order to estimate this prefactor which yields interesting numerical results on actual test cases. We provide detailed numerical simulations on two-dimensional examples including a multigroup neutron diffusion equation.

Conventionally, piecewise polynomial basis functions (PBFs) are used in the boundary elements method (BEM) to approximate unknown functions. Since, smooth radial basis functions (RBFs) are more stable and accurate than the PBFs for two and three dimensional domains, the unknown functions are approximated by the RBFs in this paper. Therefore, a new formulation of BEM, called radial BEM, is proposed. There are some singular boundary integrals in BEM which mostly are calculated analytically. Analytical schemes are only applicable for PBFs defined on straight boundary element, and become more complicated for polynomials of higher degree. To overcome this difficulty, this paper proposes a distribution for boundary source points so that the boundary integrals can be calculated by Gaussian quadrature rule (GQR) with high precision. Using advantages of the proposed approach, boundary integrals of the radial BEM are calculated, easily and precisely. Several numerical examples are presented to show efficiency of the radial BEM versus standard BEM for solving partial differential equations (PDEs).

Given a family of nearly commuting symmetric matrices, we consider the task of computing an orthogonal matrix that nearly diagonalizes every matrix in the family. In this paper, we propose and analyze randomized joint diagonalization (RJD) for performing this task. RJD applies a standard eigenvalue solver to random linear combinations of the matrices. Unlike existing optimization-based methods, RJD is simple to implement and leverages existing high-quality linear algebra software packages. Our main novel contribution is to prove robust recovery: Given a family that is $\epsilon$-near to a commuting family, RJD jointly diagonalizes this family, with high probability, up to an error of norm O($\epsilon$). No other existing method is known to enjoy such a universal robust recovery guarantee. We also discuss how the algorithm can be further improved by deflation techniques and demonstrate its state-of-the-art performance by numerical experiments with synthetic and real-world data.

In 1954, Alston S. Householder published Principles of Numerical Analysis, one of the first modern treatments on matrix decomposition that favored a (block) LU decomposition-the factorization of a matrix into the product of lower and upper triangular matrices. And now, matrix decomposition has become a core technology in machine learning, largely due to the development of the back propagation algorithm in fitting a neural network. The sole aim of this survey is to give a self-contained introduction to concepts and mathematical tools in numerical linear algebra and matrix analysis in order to seamlessly introduce matrix decomposition techniques and their applications in subsequent sections. However, we clearly realize our inability to cover all the useful and interesting results concerning matrix decomposition and given the paucity of scope to present this discussion, e.g., the separated analysis of the Euclidean space, Hermitian space, Hilbert space, and things in the complex domain. We refer the reader to literature in the field of linear algebra for a more detailed introduction to the related fields.