Perturbation theory plays a crucial role in sensitivity analysis, which is extensively used to assess the robustness of numerical techniques. To quantify the relative sensitivity of any problem, it becomes essential to investigate structured condition numbers (CNs) via componentwise perturbation theory. This paper addresses and analyzes structured mixed condition number (MCN) and componentwise condition number (CCN) for the Moore-Penrose (M-P) inverse and the minimum norm least squares (MNLS) solution involving rank-structured matrices, which include the Cauchy-Vandermonde (CV) matrices and $\{1,1\}$-quasiseparable (QS) matrices. A general framework has been developed to compute the upper bounds for MCN and CCN of rank deficient parameterized matrices. This framework leads to faster computation of upper bounds of structured CNs for CV and $\{1,1\}$-QS matrices. Furthermore, comparisons of obtained upper bounds are investigated theoretically and experimentally. In addition, the structured effective CNs for the M-P inverse and the MNLS solution of $\{1,1\}$-QS matrices are presented. Numerical tests reveal the reliability of the proposed upper bounds as well as demonstrate that the structured effective CNs are computationally less expensive and can be substantially smaller compared to the unstructured CNs.
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class of integrators are composition methods, in which one or several low-order schemes are composed to construct higher-order numerical approximations to the exact solution. We analyze in detail the order conditions that have to be satisfied by these classes of methods to achieve a given order, and provide some insight about their qualitative properties in connection with geometric numerical integration and the treatment of highly oscillatory problems. Since splitting methods have received considerable attention in the realm of partial differential equations, we also cover this subject in the present survey, with special attention to parabolic equations and their problems. An exhaustive list of methods of different orders is collected and tested on simple examples. Finally, some applications of splitting methods in different areas, ranging from celestial mechanics to statistics, are also provided.
Non-core drilling has gradually become the primary exploration method in geological exploration engineering, and well logging curves have increasingly gained importance as the main carriers of geological information. However, factors such as geological environment, logging equipment, borehole quality, and unexpected events can all impact the quality of well logging curves. Previous methods of re-logging or manual corrections have been associated with high costs and low efficiency. This paper proposes a machine learning method that utilizes existing data to predict missing data, and its effectiveness and feasibility have been validated through field experiments. The proposed method builds on the traditional Long Short-Term Memory (LSTM) neural network by incorporating a self-attention mechanism to analyze the sequential dependencies of the data. It selects the dominant computational results in the LSTM, reducing the computational complexity from O(n^2) to O(nlogn) and improving model efficiency. Experimental results demonstrate that the proposed method achieves higher accuracy compared to traditional curve synthesis methods based on Fully Connected Neural Networks (FCNN) and vanilla LSTM. This accurate, efficient, and cost-effective prediction method holds a practical value in engineering applications.
The causal inference literature frequently focuses on estimating the mean of the potential outcome, whereas the quantiles of the potential outcome may carry important additional information. We propose a universal approach, based on the inverse estimating equations, to generalize a wide class of causal inference solutions from estimating the mean of the potential outcome to its quantiles. We assume that an identifying moment function is available to identify the mean of the threshold-transformed potential outcome, based on which a convenient construction of the estimating equation of quantiles of potential outcome is proposed. In addition, we also give a general construction of the efficient influence functions of the mean and quantiles of potential outcomes, and identify their connection. We motivate estimators for the quantile estimands with the efficient influence function, and develop their asymptotic properties when either parametric models or data-adaptive machine learners are used to estimate the nuisance functions. A broad implication of our results is that one can rework the existing result for mean causal estimands to facilitate causal inference on quantiles, rather than starting from scratch. Our results are illustrated by several examples.
Semi-simplicial and semi-cubical sets are commonly defined as presheaves over respectively, the semi-simplex or semi-cube category. Homotopy Type Theory then popularized an alternative definition, where the set of n-simplices or n-cubes are instead regrouped into the families of the fibers over their faces, leading to a characterization we call indexed. Moreover, it is known that semi-simplicial and semi-cubical sets are related to iterated Reynolds parametricity, respectively in its unary and binary variants. We exploit this correspondence to develop an original uniform indexed definition of both augmented semi-simplicial and semi-cubical sets, and fully formalize it in Coq.
Group equivariant non-expansive operators have been recently proposed as basic components in topological data analysis and deep learning. In this paper we study some geometric properties of the spaces of group equivariant operators and show how a space $\mathcal{F}$ of group equivariant non-expansive operators can be endowed with the structure of a Riemannian manifold, so making available the use of gradient descent methods for the minimization of cost functions on $\mathcal{F}$. As an application of this approach, we also describe a procedure to select a finite set of representative group equivariant non-expansive operators in the considered manifold.
To obtain strong convergence rates of numerical schemes, an overwhelming majority of existing works impose a global monotonicity condition on coefficients of SDEs. On the contrary, a majority of SDEs from applications do not have globally monotone coefficients. As a recent breakthrough, the authors of [Hutzenthaler, Jentzen, Ann. Probab., 2020] originally presented a perturbation theory for stochastic differential equations (SDEs), which is crucial to recovering strong convergence rates of numerical schemes in a non-globally monotone setting. However, only a convergence rate of order $1/2$ was obtained there for time-stepping schemes such as a stopped increment-tamed Euler-Maruyama (SITEM) method. As an open problem, a natural question was raised by the aforementioned work as to whether higher convergence rate than $1/2$ can be obtained when higher order schemes are used. The present work attempts to solve the tough problem. To this end, we develop some new perturbation estimates that are able to reveal the order-one strong convergence of numerical methods. As the first application of the newly developed estimates, we identify the expected order-one pathwise uniformly strong convergence of the SITEM method for additive noise driven SDEs and multiplicative noise driven second order SDEs with non-globally monotone coefficients. As the other application, we propose and analyze a positivity preserving explicit Milstein-type method for Lotka-Volterra competition model driven by multi-dimensional noise, with a pathwise uniformly strong convergence rate of order one recovered under mild assumptions. These obtained results are completely new and significantly improve the existing theory. Numerical experiments are also provided to confirm the theoretical findings.
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree $n$ converge at the root-exponential rate $O(\exp(-2\rho\sqrt{n}))$ with $\rho>0$ when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at $z=-\rho^2$. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.
A surprising 'converse to the polynomial method' of Aaronson et al. (CCC'16) shows that any bounded quadratic polynomial can be computed exactly in expectation by a 1-query algorithm up to a universal multiplicative factor related to the famous Grothendieck constant. Here we show that such a result does not generalize to quartic polynomials and 2-query algorithms, even when we allow for additive approximations. We also show that the additive approximation implied by their result is tight for bounded bilinear forms, which gives a new characterization of the Grothendieck constant in terms of 1-query quantum algorithms. Along the way we provide reformulations of the completely bounded norm of a form, and its dual norm.
For a matrix $A$ which satisfies Crouzeix's conjecture, we construct several classes of matrices from $A$ for which the conjecture will also hold. We discover a new link between cyclicity and Crouzeix's conjecture, which shows that Crouzeix's Conjecture holds in full generality if and only if it holds for the differentiation operator on a class of analytic functions. We pose several open questions, which if proved, will prove Crouzeix's conjecture. We also begin an investigation into Crouzeix's conjecture for symmetric matrices and in the case of $3 \times 3$ matrices, we show Crouzeix's conjecture holds for symmetric matrices if and only if it holds for analytic truncated Toeplitz operators.
We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay equation as an abstract differential equation, the reduction of the latter to a system of ordinary differential equations via pseudospectral collocation, and the application of the standard discrete QR method. The effectiveness of the method is shown experimentally and a MATLAB implementation is provided.