We provide a framework for high-order discretizations of nonlinear scalar convection-diffusion equations that satisfy a discrete maximum principle. The resulting schemes can have arbitrarily high order accuracy in time and space, and can be stable and maximum-principle-preserving (MPP) with no step size restriction. The schemes are based on a two-tiered limiting strategy, starting with a high-order limiter-based method that may have small oscillations or maximum-principle violations, followed by an additional limiting step that removes these violations while preserving high order accuracy. The desirable properties of the resulting schemes are demonstrated through several numerical examples.
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Many force-gradient explicit symplectic integration algorithms have been designed for the Hamiltonian $H=T (\mathbf{p})+V(\mathbf{q})$ with kinetic energy $T(\mathbf{p})=\mathbf{p}^2/2$ in the existing references. When the force-gradient operator is appropriately adjusted as a new operator, they are still suitable for a class of Hamiltonian problems $H=K(\mathbf{p},\mathbf{q})+V(\mathbf{q})$ with \emph{integrable} part $K(\mathbf{p},\mathbf{q}) = \sum_{i=1}^{n} \sum_{j=1}^{n}a_{ij}p_ip_j+\sum_{i=1}^{n} b_ip_i$, where $a_{ij}=a_{ij}(\textbf{q})$ and $b_i=b_i(\textbf{q})$ are functions of coordinates $\textbf{q}$. The newly adjusted operator is not a force-gradient operator but is similar to the momentum-version operator associated to the potential $V$. The newly extended (or adjusted) algorithms are no longer solvers of the original Hamiltonian, but are solvers of slightly modified Hamiltonians. They are explicit symplectic integrators with symmetry or time-reversibility. Numerical tests show that the standard symplectic integrators without the new operator are generally poorer than the corresponding extended methods with the new operator in computational accuracies and efficiencies. The optimized methods have better accuracies than the corresponding non-optimized counterparts. Among the tested symplectic methods, the two extended optimized seven-stage fourth-order methods of Omelyan, Mryglod and Folk exhibit the best numerical performance. As a result, one of the two optimized algorithms is used to study the orbital dynamical features of a modified H\'{e}non-Heiles system and a spring pendulum. These extended integrators allow for integrations in Hamiltonian problems, such as the spiral structure in self-consistent models of rotating galaxies and the spiral arms in galaxies.
We study dynamical Galerkin schemes for evolutionary partial differential equations (PDEs), where the projection operator changes over time. When selecting a subset of basis functions, the projection operator is non-differentiable in time and an integral formulation has to be used. We analyze the projected equations with respect to existence and uniqueness of the solution and prove that non-smooth projection operators introduce dissipation, a result which is crucial for adaptive discretizations of PDEs, e.g., adaptive wavelet methods. For the Burgers equation we illustrate numerically that thresholding the wavelet coefficients, and thus changing the projection space, will indeed introduce dissipation of energy. We discuss consequences for the so-called `pseudo-adaptive' simulations, where time evolution and dealiasing are done in Fourier space, whilst thresholding is carried out in wavelet space. Numerical examples are given for the inviscid Burgers equation in 1D and the incompressible Euler equations in 2D and 3D.
Visible light communication (VLC) has been recognized as a promising technology for handling the continuously increasing quality of service and connectivity requirements in modern wireless communications, particularly in indoor scenarios. In this context, the present work considers the integration of two distinct modulation schemes, namely spatial modulation (SM) with space time block codes (STBCs), aiming at improving the overall VLC system reliability. Based on this and in order to further enhance the achievable transmission data rate, we integrate quasi-orthogonal STBC (QOSTBC) with SM, since relaxing the orthogonality condition of OSTBC ultimately provides a higher coding rate. Then, we generalize the developed results to any number of active light-emitting diodes (LEDs) and any M-ary pulse amplitude modulation size. Furthermore, we derive a tight and tractable upper bound for the corresponding bit error rate (BER) by considering a simple two-step decoding procedure to detect the indices of the transmitting LEDs and then decode the signal domain symbols. Notably, the obtained results demonstrate that QOSTBC with SM enhances the achievable BER compared to SM with repetition coding (RC-SM). Finally, we compare STBC-SM with both multiple active SM (MASM) and RC-SM in terms of the achievable BER and overall data rate, which further justifies the usefulness of the proposed scheme.
This study concerns probability distribution estimation of sample maximum. The traditional approach is the parametric fitting to the limiting distribution - the generalized extreme value distribution; however, the model in finite cases is misspecified to a certain extent. We propose a plug-in type of nonparametric estimator which does not need model specification. It is proved that both asymptotic convergence rates depend on the tail index and the second order parameter. As the tail gets light, the degree of misspecification of the parametric fitting becomes large, that means the convergence rate becomes slow. In the Weibull cases, which can be seen as the limit of tail-lightness, only the nonparametric distribution estimator keeps its consistency. Finally, we report the results of numerical experiments.
The quadrature-based method of moments (QMOM) offers a promising class of approximation techniques for reducing kinetic equations to fluid equations that are valid beyond thermodynamic equilibrium. A major challenge with these and other closures is that whenever the flux function must be evaluated (e.g., in a numerical update), a moment-inversion problem must be solved that computes the flux from the known input moments. In this work we study a particular five-moment variant of QMOM known as HyQMOM and establish that this system is moment-invertible over a convex region in solution space. We then develop a high-order Lax-Wendroff discontinuous Galerkin scheme for solving the resulting fluid system. The scheme is based on a predictor-corrector approach, where the prediction step is a localized space-time discontinuous Galerkin scheme. The nonlinear algebraic system that arises in this prediction step is solved using a Picard iteration. The correction step is a straightforward explicit update using the predicted solution in order to evaluate space-time flux integrals. In the absence of additional limiters, the proposed high-order scheme does not in general guarantee that the numerical solution remains in the convex set over which HyQMOM is moment-invertible. To overcome this challenge, we introduce novel limiters that rigorously guarantee that the computed solution does not leave the convex set over which moment-invertible and hyperbolicity of the fluid system is guaranteed. We develop positivity-preserving limiters in both the prediction and correction steps, as well as an oscillation-limiter that damps unphysical oscillations near shocks and rarefactions. Finally, we perform convergence tests to verify the order of accuracy of the scheme, as well as test the scheme on Riemann data to demonstrate the shock-capturing and robustness of the method.
For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and $\varepsilon$-strong simulation of diffusions, which can be used to almost surely constrain sample paths to a given tolerance, suggests one way to do this. We specify how such algorithms can be combined with the classical multilevel splitting method for rare event simulation. This provides unbiased estimations of the probability in question. We discuss the practical feasibility of the algorithm with reference to existing $\varepsilon$-strong methods and provide proof-of-concept numerical examples.
Quantum computers can produce a quantum encoding of the solution of a system of differential equations exponentially faster than a classical algorithm can produce an explicit description. However, while high-precision quantum algorithms for linear ordinary differential equations are well established, the best previous quantum algorithms for linear partial differential equations (PDEs) have complexity $\mathrm{poly}(1/\epsilon)$, where $\epsilon$ is the error tolerance. By developing quantum algorithms based on adaptive-order finite difference methods and spectral methods, we improve the complexity of quantum algorithms for linear PDEs to be $\mathrm{poly}(d, \log(1/\epsilon))$, where $d$ is the spatial dimension. Our algorithms apply high-precision quantum linear system algorithms to systems whose condition numbers and approximation errors we bound. We develop a finite difference algorithm for the Poisson equation and a spectral algorithm for more general second-order elliptic equations.
Influence maximization is the task of selecting a small number of seed nodes in a social network to maximize the spread of the influence from these seeds, and it has been widely investigated in the past two decades. In the canonical setting, the whole social network as well as its diffusion parameters is given as input. In this paper, we consider the more realistic sampling setting where the network is unknown and we only have a set of passively observed cascades that record the set of activated nodes at each diffusion step. We study the task of influence maximization from these cascade samples (IMS), and present constant approximation algorithms for this task under mild conditions on the seed set distribution. To achieve the optimization goal, we also provide a novel solution to the network inference problem, that is, learning diffusion parameters and the network structure from the cascade data. Comparing with prior solutions, our network inference algorithm requires weaker assumptions and does not rely on maximum-likelihood estimation and convex programming. Our IMS algorithms enhance the learning-and-then-optimization approach by allowing a constant approximation ratio even when the diffusion parameters are hard to learn, and we do not need any assumption related to the network structure or diffusion parameters.
We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.
Stochastic gradient Markov chain Monte Carlo (SGMCMC) has become a popular method for scalable Bayesian inference. These methods are based on sampling a discrete-time approximation to a continuous time process, such as the Langevin diffusion. When applied to distributions defined on a constrained space, such as the simplex, the time-discretisation error can dominate when we are near the boundary of the space. We demonstrate that while current SGMCMC methods for the simplex perform well in certain cases, they struggle with sparse simplex spaces; when many of the components are close to zero. However, most popular large-scale applications of Bayesian inference on simplex spaces, such as network or topic models, are sparse. We argue that this poor performance is due to the biases of SGMCMC caused by the discretization error. To get around this, we propose the stochastic CIR process, which removes all discretization error and we prove that samples from the stochastic CIR process are asymptotically unbiased. Use of the stochastic CIR process within a SGMCMC algorithm is shown to give substantially better performance for a topic model and a Dirichlet process mixture model than existing SGMCMC approaches.
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