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We propose fork-join and task-based hybrid implementations of four classical linear algebra iterative methods (Jacobi, Gauss-Seidel, conjugate gradient and biconjugate gradient stabilised) as well as variations of them. Algorithms are duly documented and the corresponding source code is made publicly available for reproducibility. Both weak and strong scalability benchmarks are conducted to statistically analyse their relative efficiencies. The weak scalability results assert the superiority of a task-based hybrid parallelisation over MPI-only and fork-join hybrid implementations. Indeed, the task-based model is able to achieve speedups of up to 25% larger than its MPI-only counterpart depending on the numerical method and the computational resources used. For strong scalability scenarios, hybrid methods based on tasks remain more efficient with moderate computational resources where data locality does not play an important role. Fork-join hybridisation often yields mixed results and hence does not present a competitive advantage over a much simpler MPI approach.

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In the classic implementation of the LOBPCG method, orthogonalization and the R-R (Rayleigh-Ritz) procedure cost nonignorable CPU time. Especially this consumption could be very expensive to deal with situations with large block sizes. In this paper, we propose an orthogonalization-free framework of implementing the LOBPCG method for SCF (self-consistent field) iterations in solving the Kohn-Sham equation. In this framework, orthogonalization is avoided in calculations, which can decrease the computational complexity. And the R-R procedure is implemented parallelly through OpenMP, which can further reduce computational time. During numerical experiments, an effective preconditioning strategy is designed, which can accelerate the LOBPCG method remarkably. Consequently, the efficiency of the LOBPCG method can be significantly improved. Based on this, the SCF iteration can solve the Kohn-Sham equation efficiently. A series of numerical experiments are inducted to demonstrate the effectiveness of our implementation, in which significant improvements in computational time can be observed.

Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in limited settings only. At the same time, empirically estimating the training loss is challenging because residuals and related quantities can have high variance, especially for transport-dominated and high-dimensional problems that exhibit local features such as waves and coherent structures. Thus, estimators based on data samples from un-informed, uniform distributions are inefficient. This work introduces Neural Galerkin schemes that estimate the training loss with data from adaptive distributions, which are empirically represented via ensembles of particles. The ensembles are actively adapted by evolving the particles with dynamics coupled to the nonlinear parametrizations of the solution fields so that the ensembles remain informative for estimating the training loss. Numerical experiments indicate that few dynamic particles are sufficient for obtaining accurate empirical estimates of the training loss, even for problems with local features and with high-dimensional spatial domains.

We introduce a pressure robust Finite Element Method for the linearized Magnetohydrodynamics equations in three space dimensions, which is provably quasi-robust also in the presence of high fluid and magnetic Reynolds numbers. The proposed scheme uses a non-conforming BDM approach with suitable DG terms for the fluid part, combined with an $H^1$-conforming choice for the magnetic fluxes. The method introduces also a specific CIP-type stabilization associated to the coupling terms. Finally, the theoretical result are further validated by numerical experiments.

It is well known that the Euler method for approximating the solutions of a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong order $\theta$ with respect to the time step, provided $f=f(t, x, y)$ is sufficiently regular and with suitable bounds. Here, it is proved that, in many typical cases, further conditions on the noise can be exploited so that the strong convergence is actually of order 1, regardless of the H\"older regularity of the sample paths. This applies for instance to additive or multiplicative It\^o process noises (such as Wiener, Ornstein-Uhlenbeck, and geometric Brownian motion processes); to point-process noises (such as Poisson point processes and Hawkes self-exciting processes, which even have jump-type discontinuities); and to transport-type processes with sample paths of bounded variation. The result is based on a novel approach, estimating the global error as an iterated integral over both large and small mesh scales, and switching the order of integration to move the critical regularity to the large scale. The work is complemented with numerical simulations illustrating the strong order 1 convergence in those cases, and with an example with fractional Brownian motion noise with Hurst parameter $0 < H < 1/2$ for which the order of convergence is $H + 1/2$, hence lower than the attained order 1 in the examples above, but still higher than the order $H$ of convergence expected from previous works.

With some regularity conditions maximum likelihood estimators (MLEs) always produce asymptotically optimal (in the sense of consistency, efficiency, sufficiency, and unbiasedness) estimators. But in general, the MLEs lead to non-robust statistical inference, for example, pricing models and risk measures. Actuarial claim severity is continuous, right-skewed, and frequently heavy-tailed. The data sets that such models are usually fitted to contain outliers that are difficult to identify and separate from genuine data. Moreover, due to commonly used actuarial "loss control strategies" in financial and insurance industries, the random variables we observe and wish to model are affected by truncation (due to deductibles), censoring (due to policy limits), scaling (due to coinsurance proportions) and other transformations. To alleviate the lack of robustness of MLE-based inference in risk modeling, here in this paper, we propose and develop a new method of estimation - method of truncated moments (MTuM) and generalize it for different scenarios of loss control mechanism. Various asymptotic properties of those estimates are established by using central limit theory. New connections between different estimators are found. A comparative study of newly-designed methods with the corresponding MLEs is performed. Detail investigation has been done for a single parameter Pareto loss model including a simulation study.

Generative processes that involve solving differential equations, such as diffusion models, frequently necessitate balancing speed and quality. ODE-based samplers are fast but plateau in performance while SDE-based samplers deliver higher sample quality at the cost of increased sampling time. We attribute this difference to sampling errors: ODE-samplers involve smaller discretization errors while stochasticity in SDE contracts accumulated errors. Based on these findings, we propose a novel sampling algorithm called Restart in order to better balance discretization errors and contraction. The sampling method alternates between adding substantial noise in additional forward steps and strictly following a backward ODE. Empirically, Restart sampler surpasses previous SDE and ODE samplers in both speed and accuracy. Restart not only outperforms the previous best SDE results, but also accelerates the sampling speed by 10-fold / 2-fold on CIFAR-10 / ImageNet $64 \times 64$. In addition, it attains significantly better sample quality than ODE samplers within comparable sampling times. Moreover, Restart better balances text-image alignment/visual quality versus diversity than previous samplers in the large-scale text-to-image Stable Diffusion model pre-trained on LAION $512 \times 512$. Code is available at //github.com/Newbeeer/diffusion_restart_sampling

Knowledge graph embedding (KGE) that maps entities and relations into vector representations is essential for downstream tasks. Conventional KGE methods require relatively high-dimensional entity representations to preserve the structural information of knowledge graph, but lead to oversized model parameters. Recent methods reduce model parameters by adopting low-dimensional entity representations, while developing techniques (e.g., knowledge distillation) to compensate for the reduced dimension. However, such operations produce degraded model accuracy and limited reduction of model parameters. Specifically, we view the concatenation of all entity representations as an embedding layer, and then conventional KGE methods that adopt high-dimensional entity representations equal to enlarging the width of the embedding layer to gain expressiveness. To achieve parameter efficiency without sacrificing accuracy, we instead increase the depth and propose a deeper embedding network for entity representations, i.e., a narrow embedding layer and a multi-layer dimension lifting network (LiftNet). Experiments on three public datasets show that the proposed method (implemented based on TransE and DistMult) with 4-dimensional entity representations achieves more accurate link prediction results than counterpart parameter-efficient KGE methods and strong KGE baselines, including TransE and DistMult with 512-dimensional entity representations.

Neural implicit surface representations have recently emerged as popular alternative to explicit 3D object encodings, such as polygonal meshes, tabulated points, or voxels. While significant work has improved the geometric fidelity of these representations, much less attention is given to their final appearance. Traditional explicit object representations commonly couple the 3D shape data with auxiliary surface-mapped image data, such as diffuse color textures and fine-scale geometric details in normal maps that typically require a mapping of the 3D surface onto a plane, i.e., a surface parameterization; implicit representations, on the other hand, cannot be easily textured due to lack of configurable surface parameterization. Inspired by this digital content authoring methodology, we design a neural network architecture that implicitly encodes the underlying surface parameterization suitable for appearance data. As such, our model remains compatible with existing mesh-based digital content with appearance data. Motivated by recent work that overfits compact networks to individual 3D objects, we present a new weight-encoded neural implicit representation that extends the capability of neural implicit surfaces to enable various common and important applications of texture mapping. Our method outperforms reasonable baselines and state-of-the-art alternatives.

An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$, $\alpha\in(0,1)$. The Fourier pseudo-spectral method is applied for the spatial approximation. The proposed scheme inherits the energy dissipation law in the form of the modified discrete energy under the sufficient restriction of the time-step ratios. The convergence of the fully discrete scheme is rigorously provided utilizing the newly proved discrete embedding type convolution inequality dealing with the fractional Laplacian. Besides, the mass conservation and the unique solvability are also theoretically guaranteed. Numerical experiments are carried out to show the accuracy and the energy dissipation both for various interface widths. In particular, the multiple-time-scale evolution of the solution is captured by an adaptive time-stepping strategy in the short-to-long time simulation.

Graph Neural Networks (GNNs) have been studied from the lens of expressive power and generalization. However, their optimization properties are less well understood. We take the first step towards analyzing GNN training by studying the gradient dynamics of GNNs. First, we analyze linearized GNNs and prove that despite the non-convexity of training, convergence to a global minimum at a linear rate is guaranteed under mild assumptions that we validate on real-world graphs. Second, we study what may affect the GNNs' training speed. Our results show that the training of GNNs is implicitly accelerated by skip connections, more depth, and/or a good label distribution. Empirical results confirm that our theoretical results for linearized GNNs align with the training behavior of nonlinear GNNs. Our results provide the first theoretical support for the success of GNNs with skip connections in terms of optimization, and suggest that deep GNNs with skip connections would be promising in practice.

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