亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

A key numerical difficulty in compressible fluid dynamics is the formation of shock waves. Shock waves feature jump discontinuities in the velocity and density of the fluid and thus preclude the existence of classical solutions to the compressible Euler equations. Weak "entropy" solutions are commonly defined by viscous regularization, but even small amounts of viscosity can substantially change the long-term behavior of the solution. In this work, we propose an inviscid regularization based on ideas from semidefinite programming and information geometry. From a Lagrangian perspective, shock formation in entropy solutions amounts to inelastic collisions of fluid particles. Their trajectories are akin to that of projected gradient descent on a feasible set of nonintersecting paths. We regularize these trajectories by replacing them with solution paths of interior point methods based on log determinantal barrier functions. These paths are geodesic curves with respect to the information geometry induced by the barrier function. Thus, our regularization amounts to replacing the Euclidean geometry of phase space with a suitable information geometry. We extend this idea to infinite families of paths by viewing Euler's equations as a dynamical system on a diffeomorphism manifold. Our regularization embeds this manifold into an information geometric ambient space, equipping it with a geodesically complete geometry. Expressing the resulting Lagrangian equations in Eulerian form, we derive a regularized Euler equation in conservation form. Numerical experiments on one and two-dimensional problems show its promise as a numerical tool.

A Milstein-type method is proposed for some highly non-linear non-autonomous time-changed stochastic differential equations (SDEs). The spatial variables in the coefficients of the time-changed SDEs satisfy the super-linear growth condition and the temporal variables obey some H\"older's continuity condition. The strong convergence in the finite time is studied and the convergence order is obtained.

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an estimate for the gradient of the stationary distribution. The gradient estimate is simultaneously updated using forward propagation of the SDE state derivatives, asymptotically converging to the direction of steepest descent. We rigorously prove convergence of the online forward propagation algorithm for linear SDE models (i.e., the multi-dimensional Ornstein-Uhlenbeck process) and present its numerical results for nonlinear examples. The proof requires analysis of the fluctuations of the parameter evolution around the direction of steepest descent. Bounds on the fluctuations are challenging to obtain due to the online nature of the algorithm (e.g., the stationary distribution will continuously change as the parameters change). We prove bounds for the solutions of a new class of Poisson partial differential equations (PDEs), which are then used to analyze the parameter fluctuations in the algorithm. Our algorithm is applicable to a range of mathematical finance applications involving statistical calibration of SDE models and stochastic optimal control for long time horizons where ergodicity of the data and stochastic process is a suitable modeling framework. Numerical examples explore these potential applications, including learning a neural network control for high-dimensional optimal control of SDEs and training stochastic point process models of limit order book events.

We propose a novel Hadamard integrator for the self-adjoint time-dependent wave equation in an inhomogeneous medium. First, we create a new asymptotic series based on the Gelfand-Shilov function, dubbed Hadamard's ansatz, to approximate the Green's function of the time-dependent wave equation. Second, incorporating the leading term of Hadamard's ansatz into the Kirchhoff-Huygens representation, we develop an original Hadamard integrator for the Cauchy problem of the time-dependent wave equation and derive the corresponding Lagrangian formulation in geodesic polar coordinates. Third, to construct the Hadamard integrator in the Lagrangian formulation efficiently, we use a short-time ray tracing method to obtain wavefront locations accurately, and we further develop fast algorithms to compute Chebyshev-polynomial based low-rank representations of both wavefront locations and variants of Hadamard coefficients. Fourth, equipped with these low-rank representations, we apply the Hadamard integrator to efficiently solve time-dependent wave equations with highly oscillatory initial conditions, where the time step size is independent of the initial conditions. By judiciously choosing the medium-dependent time step, our new Hadamard integrator can propagate wave field beyond caustics implicitly and advance spatially overturning waves in time naturally. Moreover, since the integrator is independent of initial conditions, the Hadamard integrator can be applied to many different initial conditions once it is constructed. Both two-dimensional and three-dimensional numerical examples illustrate the accuracy and performance of the proposed method.

The Koopman operator provides a linear perspective on non-linear dynamics by focusing on the evolution of observables in an invariant subspace. Observables of interest are typically linearly reconstructed from the Koopman eigenfunctions. Despite the broad use of Koopman operators over the past few years, there exist some misconceptions about the applicability of Koopman operators to dynamical systems with more than one fixed point. In this work, an explanation is provided for the mechanism of lifting for the Koopman operator of nonlinear systems with multiple attractors. Considering the example of the Duffing oscillator, we show that by exploiting the inherent symmetry between the basins of attraction, a linear reconstruction with three degrees of freedom in the Koopman observable space is sufficient to globally linearize the system.

This paper proposes a hierarchy of numerical fluxes for the compressible flow equations which are kinetic-energy and pressure equilibrium preserving and asymptotically entropy conservative, i.e., they are able to arbitrarily reduce the numerical error on entropy production due to the spatial discretization. The fluxes are based on the use of the harmonic mean for internal energy and only use algebraic operations, making them less computationally expensive than the entropy-conserving fluxes based on the logarithmic mean. The use of the geometric mean is also explored and identified to be well-suited to reduce errors on entropy evolution. Results of numerical tests confirmed the theoretical predictions and the entropy-conserving capabilities of a selection of schemes have been compared.

In this paper, we propose the global quaternion full orthogonalization (Gl-QFOM) and global quaternion generalized minimum residual (Gl-QGMRES) methods, which are built upon global orthogonal and oblique projections onto a quaternion matrix Krylov subspace, for solving quaternion linear systems with multiple right-hand sides. We first develop the global quaternion Arnoldi procedure to preserve the quaternion Hessenberg form during the iterations. We then establish the convergence analysis of the proposed methods, and show how to apply them to solve the Sylvester quaternion matrix equation. Numerical examples are provided to illustrate the effectiveness of our methods compared with the traditional Gl-FOM and Gl-GMRES iterations for the real representations of the original linear systems.

Symbolic regression with polynomial neural networks and polynomial neural ordinary differential equations (ODEs) are two recent and powerful approaches for equation recovery of many science and engineering problems. However, these methods provide point estimates for the model parameters and are currently unable to accommodate noisy data. We address this challenge by developing and validating the following Bayesian inference methods: the Laplace approximation, Markov Chain Monte Carlo (MCMC) sampling methods, and variational inference. We have found the Laplace approximation to be the best method for this class of problems. Our work can be easily extended to the broader class of symbolic neural networks to which the polynomial neural network belongs.

Geometric quantiles are location parameters which extend classical univariate quantiles to normed spaces (possibly infinite-dimensional) and which include the geometric median as a special case. The infinite-dimensional setting is highly relevant in the modeling and analysis of functional data, as well as for kernel methods. We begin by providing new results on the existence and uniqueness of geometric quantiles. Estimation is then performed with an approximate M-estimator and we investigate its large-sample properties in infinite dimension. When the population quantile is not uniquely defined, we leverage the theory of variational convergence to obtain asymptotic statements on subsequences in the weak topology. When there is a unique population quantile, we show that the estimator is consistent in the norm topology for a wide range of Banach spaces including every separable uniformly convex space. In separable Hilbert spaces, we establish weak Bahadur-Kiefer representations of the estimator, from which $\sqrt n$-asymptotic normality follows.

In this article, we study the inconsistency of systems of $\min-\rightarrow$ fuzzy relational equations. We give analytical formulas for computing the Chebyshev distances $\nabla = \inf_{d \in \mathcal{D}} \Vert \beta - d \Vert$ associated to systems of $\min-\rightarrow$ fuzzy relational equations of the form $\Gamma \Box_{\rightarrow}^{\min} x = \beta$, where $\rightarrow$ is a residual implicator among the G\"odel implication $\rightarrow_G$, the Goguen implication $\rightarrow_{GG}$ or Lukasiewicz's implication $\rightarrow_L$ and $\mathcal{D}$ is the set of second members of consistent systems defined with the same matrix $\Gamma$. The main preliminary result that allows us to obtain these formulas is that the Chebyshev distance $\nabla$ is the lower bound of the solutions of a vector inequality, whatever the residual implicator used. Finally, we show that, in the case of the $\min-\rightarrow_{G}$ system, the Chebyshev distance $\nabla$ may be an infimum, while it is always a minimum for $\min-\rightarrow_{GG}$ and $\min-\rightarrow_{L}$ systems.