We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman projections onto the solution space of a Newton equation. In the special case of euclidean projections, the method is known as nonlinear Kaczmarz method. Furthermore, if the component functions are nonnegative, we are in the setting of optimization under the interpolation assumption and the method reduces to SGD with the recently proposed stochastic Polyak step size. For general Bregman projections, our method is a stochastic mirror descent with a novel adaptive step size. We prove that in the convex setting each iteration of our method results in a smaller Bregman distance to exact solutions as compared to the standard Polyak step. Our generalization to Bregman projections comes with the price that a convex one-dimensional optimization problem needs to be solved in each iteration. This can typically be done with globalized Newton iterations. Convergence is proved in two classical settings of nonlinearity: for convex nonnegative functions and locally for functions which fulfill the tangential cone condition. Finally, we show examples in which the proposed method outperforms similar methods with the same memory requirements.
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Multiscale problems are challenging for neural network-based discretizations of differential equations, such as physics-informed neural networks (PINNs). This can be (partly) attributed to the so-called spectral bias of neural networks. To improve the performance of PINNs for time-dependent problems, a combination of multifidelity stacking PINNs and domain decomposition-based finite basis PINNs are employed. In particular, to learn the high-fidelity part of the multifidelity model, a domain decomposition in time is employed. The performance is investigated for a pendulum and a two-frequency problem as well as the Allen-Cahn equation. It can be observed that the domain decomposition approach clearly improves the PINN and stacking PINN approaches.
Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned with a low-order method. It has been widely studied for first-order problems, using explicit, implicit or implicit-explicit Euler and other low-order methods as preconditioner. For first-order problems, SDC achieves arbitrary order of accuracy and possesses good stability properties. While numerical results for SDC applied to the second-order Lorentz equations exist, no theoretical results are available for SDC applied to second-order problems. We present an analysis of the convergence and stability properties of SDC using velocity-Verlet as the base method for general second-order initial value problems. Our analysis proves that the order of convergence depends on whether the force in the system depends on the velocity. We also demonstrate that the SDC iteration is stable under certain conditions. Finally, we show that SDC can be computationally more efficient than a simple Picard iteration or a fourth-order Runge-Kutta-Nystr\"om method.
In this study, we investigate an anisotropic weakly over-penalised symmetric interior penalty method for the Stokes equation {on convex domains}. Our approach is a simple discontinuous Galerkin method similar to the Crouzeix--Raviart finite element method. As our primary contribution, we show a new proof for the consistency term, which allows us to obtain an estimate of the anisotropic consistency error. The key idea of the proof is to apply the relation between the Raviart--Thomas finite element space and a discontinuous space. While inf-sup stable schemes of the discontinuous Galerkin method on shape-regular mesh partitions have been widely discussed, our results show that the Stokes element satisfies the inf-sup condition on anisotropic meshes. Furthermore, we also provide an error estimate in an energy norm on anisotropic meshes. In numerical experiments, we compare calculation results for standard and anisotropic mesh partitions.
In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of efficient and practical time-stepping methods for SPDEs. Operator splitting schemes are a powerful tool for deterministic and stochastic differential equations. An example is given by domain decomposition schemes, where we split the domain into sub-domains. Instead of solving one expensive problem on the entire domain, we deal with cheaper problems on the sub-domains. This is particularly useful in modern computer architectures, as the sub-problems may often be solved in parallel. While splitting methods have already been used to study domain decomposition methods for deterministic PDEs, this is a new approach for SPDEs. We provide an abstract convergence analysis of a splitting scheme for stochastic evolution equations and state a domain decomposition scheme as an application of the setting. The theoretical results are verified through numerical experiments.
The numerical solution of continuum damage mechanics (CDM) problems suffers from convergence-related challenges during the material softening stage, and consequently existing iterative solvers are subject to a trade-off between computational expense and solution accuracy. In this work, we present a novel unified arc-length (UAL) method, and we derive the formulation of the analytical tangent matrix and governing system of equations for both local and non-local gradient damage problems. Unlike existing versions of arc-length solvers that monolithically scale the external force vector, the proposed method treats the latter as an independent variable and determines the position of the system on the equilibrium path based on all the nodal variations of the external force vector. This approach renders the proposed solver substantially more efficient and robust than existing solvers used in CDM problems. We demonstrate the considerable advantages of the proposed algorithm through several benchmark 1D problems with sharp snap-backs and 2D examples under various boundary conditions and loading scenarios. The proposed UAL approach exhibits a superior ability of overcoming critical increments along the equilibrium path. Moreover, in the presented examples, the proposed UAL method is 1-2 orders of magnitude faster than force-controlled arc-length and monolithic Newton-Raphson solvers.
The hazard function represents one of the main quantities of interest in the analysis of survival data. We propose a general approach for parametrically modelling the dynamics of the hazard function using systems of autonomous ordinary differential equations (ODEs). This modelling approach can be used to provide qualitative and quantitative analyses of the evolution of the hazard function over time. Our proposal capitalises on the extensive literature of ODEs which, in particular, allow for establishing basic rules or laws on the dynamics of the hazard function via the use of autonomous ODEs. We show how to implement the proposed modelling framework in cases where there is an analytic solution to the system of ODEs or where an ODE solver is required to obtain a numerical solution. We focus on the use of a Bayesian modelling approach, but the proposed methodology can also be coupled with maximum likelihood estimation. A simulation study is presented to illustrate the performance of these models and the interplay of sample size and censoring. Two case studies using real data are presented to illustrate the use of the proposed approach and to highlight the interpretability of the corresponding models. We conclude with a discussion on potential extensions of our work and strategies to include covariates into our framework.
We consider nonlinear solvers for the incompressible, steady (or at a fixed time step for unsteady) Navier-Stokes equations in the setting where partial measurement data of the solution is available. The measurement data is incorporated/assimilated into the solution through a nudging term addition to the the Picard iteration that penalized the difference between the coarse mesh interpolants of the true solution and solver solution, analogous to how continuous data assimilation (CDA) is implemented for time dependent PDEs. This was considered in the paper [Li et al. {\it CMAME} 2023], and we extend the methodology by improving the analysis to be in the $L^2$ norm instead of a weighted $H^1$ norm where the weight depended on the coarse mesh width, and to the case of noisy measurement data. For noisy measurement data, we prove that the CDA-Picard method is stable and convergent, up to the size of the noise. Numerical tests illustrate the results, and show that a very good strategy when using noisy data is to use CDA-Picard to generate an initial guess for the classical Newton iteration.
Covariance matrices of random vectors contain information that is crucial for modelling. Certain structures and patterns of the covariances (or correlations) may be used to justify parametric models, e.g., autoregressive models. Until now, there have been only few approaches for testing such covariance structures systematically and in a unified way. In the present paper, we propose such a unified testing procedure, and we will exemplify the approach with a large variety of covariance structure models. This includes common structures such as diagonal matrices, Toeplitz matrices, and compound symmetry but also the more involved autoregressive matrices. We propose hypothesis tests for these structures, and we use bootstrap techniques for better small-sample approximation. The structures of the proposed tests invite for adaptations to other covariance patterns by choosing the hypothesis matrix appropriately. We prove their correctness for large sample sizes. The proposed methods require only weak assumptions. With the help of a simulation study, we assess the small sample properties of the tests. We also analyze a real data set to illustrate the application of the procedure.
Characterizing the solution sets in a problem by closedness under operations is recognized as one of the key aspects of algorithm development, especially in constraint satisfaction. An example from the Boolean satisfiability problem is that the solution set of a Horn conjunctive normal form (CNF) is closed under the minimum operation, and this property implies that minimizing a nonnegative linear function over a Horn CNF can be done in polynomial time. In this paper, we focus on the set of integer points (vectors) in a polyhedron, and study the relation between these sets and closedness under operations from the viewpoint of 2-decomposability. By adding further conditions to the 2-decomposable polyhedra, we show that important classes of sets of integer vectors in polyhedra are characterized by 2-decomposability and closedness under certain operations, and in some classes, by closedness under operations alone. The most prominent result we show is that the set of integer vectors in a unit-two-variable-per-inequality polyhedron can be characterized by closedness under the median and directed discrete midpoint operations, each of these operations was independently considered in constraint satisfaction and discrete convex analysis.
Categorical compositional distributional semantics is an approach to modelling language that combines the success of vector-based models of meaning with the compositional power of formal semantics. However, this approach was developed without an eye to cognitive plausibility. Vector representations of concepts and concept binding are also of interest in cognitive science, and have been proposed as a way of representing concepts within a biologically plausible spiking neural network. This work proposes a way for compositional distributional semantics to be implemented within a spiking neural network architecture, with the potential to address problems in concept binding, and give a small implementation. We also describe a means of training word representations using labelled images.
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