This paper investigates an efficient exponential integrator generalized multiscale finite element method for solving a class of time-evolving partial differential equations in bounded domains. The proposed method first performs the spatial discretization of the model problem using constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM). This approach consists of two stages. First, the auxiliary space is constructed by solving local spectral problems, where the basis functions corresponding to small eigenvalues are captured. The multiscale basis functions are obtained in the second stage using the auxiliary space by solving local energy minimization problems over the oversampling domains. The basis functions have exponential decay outside the corresponding local oversampling regions. We shall consider the first and second-order explicit exponential Runge-Kutta approach for temporal discretization and to build a fully discrete numerical solution. The exponential integration strategy for the time variable allows us to take full advantage of the CEM-GMsFEM as it enables larger time steps due to its stability properties. We derive the error estimates in the energy norm under the regularity assumption. Finally, we will provide some numerical experiments to sustain the efficiency of the proposed method.
Inspired by the success of WaveNet in multi-subject speech synthesis, we propose a novel neural network based on causal convolutions for multi-subject motion modeling and generation. The network can capture the intrinsic characteristics of the motion of different subjects, such as the influence of skeleton scale variation on motion style. Moreover, after fine-tuning the network using a small motion dataset for a novel skeleton that is not included in the training dataset, it is able to synthesize high-quality motions with a personalized style for the novel skeleton. The experimental results demonstrate that our network can model the intrinsic characteristics of motions well and can be applied to various motion modeling and synthesis tasks.
We develop a novel discontinuous Galerkin method for solving the rotating thermal shallow water equations (TRSW) on a curvilinear mesh. Our method is provably entropy stable, conserves mass, buoyancy and vorticity, while also semi-discretely conserving energy. This is achieved by using novel numerical fluxes and splitting the pressure and convection operators. We implement our method on a cubed sphere mesh and numerically verify our theoretical results. Our experiments demonstrate the robustness of the method for a regime of well developed turbulence, where it can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence, eliminating the need for artificial stabilization.
In many practical control applications, the performance level of a closed-loop system degrades over time due to the change of plant characteristics. Thus, there is a strong need for redesigning a controller without going through the system modeling process, which is often difficult for closed-loop systems. Reinforcement learning (RL) is one of the promising approaches that enable model-free redesign of optimal controllers for nonlinear dynamical systems based only on the measurement of the closed-loop system. However, the learning process of RL usually requires a considerable number of trial-and-error experiments using the poorly controlled system that may accumulate wear on the plant. To overcome this limitation, we propose a model-free two-step design approach that improves the transient learning performance of RL in an optimal regulator redesign problem for unknown nonlinear systems. Specifically, we first design a linear control law that attains some degree of control performance in a model-free manner, and then, train the nonlinear optimal control law with online RL by using the designed linear control law in parallel. We introduce an offline RL algorithm for the design of the linear control law and theoretically guarantee its convergence to the LQR controller under mild assumptions. Numerical simulations show that the proposed approach improves the transient learning performance and efficiency in hyperparameter tuning of RL.
We present compact semi-implicit finite difference schemes on structured grids for numerical solutions of the advection by an external velocity and by a speed in normal direction that are applicable in level set methods. The most involved numerical scheme is third order accurate for the linear advection with a space dependent velocity and unconditionally stable in the sense of von Neumann stability analysis. We also present a simple high-resolution scheme that gives a TVD (Total Variation Diminishing) approximation of the spatial derivative for the advected level set function. In the case of nonlinear advection, the semi-implicit discretization is proposed to linearize the problem. The compact form of implicit stencil in numerical schemes containing unknowns only in the upwind direction allows applications of efficient algebraic solvers like fast sweeping methods. Numerical tests to evolve a smooth and non-smooth interface and an example with a large variation of velocity confirm the good accuracy of the methods and fast convergence of the algebraic solver even in the case of very large Courant numbers.
Parameter identification problems in partial differential equations (PDEs) consist in determining one or more unknown functional parameters in a PDE. Here, the Bayesian nonparametric approach to such problems is considered. Focusing on the representative example of inferring the diffusivity function in an elliptic PDE from noisy observations of the PDE solution, the performance of Bayesian procedures based on Gaussian process priors is investigated. Recent asymptotic theoretical guarantees establishing posterior consistency and convergence rates are reviewed and expanded upon. An implementation of the associated posterior-based inference is provided, and illustrated via a numerical simulation study where two different discretisation strategies are devised. The reproducible code is available at: //github.com/MattGiord.
We propose novel optimal and parameter-free algorithms for computing an approximate solution with small (projected) gradient norm. Specifically, for computing an approximate solution such that the norm of its (projected) gradient does not exceed $\varepsilon$, we obtain the following results: a) for the convex case, the total number of gradient evaluations is bounded by $O(1)\sqrt{L\|x_0 - x^*\|/\varepsilon}$, where $L$ is the Lipschitz constant of the gradient and $x^*$ is any optimal solution; b) for the strongly convex case, the total number of gradient evaluations is bounded by $O(1)\sqrt{L/\mu}\log(\|\nabla f(x_0)\|/\epsilon)$, where $\mu$ is the strong convexity modulus; and c) for the nonconvex case, the total number of gradient evaluations is bounded by $O(1)\sqrt{Ll}(f(x_0) - f(x^*))/\varepsilon^2$, where $l$ is the lower curvature constant. Our complexity results match the lower complexity bounds of the convex and strongly cases, and achieve the above best-known complexity bound for the nonconvex case for the first time in the literature. Moreover, for all the convex, strongly convex, and nonconvex cases, we propose parameter-free algorithms that do not require the input of any problem parameters. To the best of our knowledge, there do not exist such parameter-free methods before especially for the strongly convex and nonconvex cases. Since most regularity conditions (e.g., strong convexity and lower curvature) are imposed over a global scope, the corresponding problem parameters are notoriously difficult to estimate. However, gradient norm minimization equips us with a convenient tool to monitor the progress of algorithms and thus the ability to estimate such parameters in-situ.
Unsupervised deep learning approaches have recently become one of the crucial research areas in imaging owing to their ability to learn expressive and powerful reconstruction operators even when paired high-quality training data is scarcely available. In this chapter, we review theoretically principled unsupervised learning schemes for solving imaging inverse problems, with a particular focus on methods rooted in optimal transport and convex analysis. We begin by reviewing the optimal transport-based unsupervised approaches such as the cycle-consistency-based models and learned adversarial regularization methods, which have clear probabilistic interpretations. Subsequently, we give an overview of a recent line of works on provably convergent learned optimization algorithms applied to accelerate the solution of imaging inverse problems, alongside their dedicated unsupervised training schemes. We also survey a number of provably convergent plug-and-play algorithms (based on gradient-step deep denoisers), which are among the most important and widely applied unsupervised approaches for imaging problems. At the end of this survey, we provide an overview of a few related unsupervised learning frameworks that complement our focused schemes. Together with a detailed survey, we provide an overview of the key mathematical results that underlie the methods reviewed in the chapter to keep our discussion self-contained.
Mean-field molecular dynamics based on path integrals is used to approximate canonical quantum observables for particle systems consisting of nuclei and electrons. A computational bottleneck is the sampling from the Gibbs density of the electron operator, which due to the fermion sign problem has a computational complexity that scales exponentially with the number of electrons. In this work we construct an algorithm that approximates the mean-field Hamiltonian by path integrals for fermions. The algorithm is based on the determinant of a matrix with components based on Brownian bridges connecting permuted electron coordinates. The computational work for $n$ electrons is $\mathcal O(n^3)$, which reduces the computational complexity associated with the fermion sign problem. We analyze a bias resulting from this approximation and provide a computational error indicator. It remains to rigorously explain the surprisingly high accuracy.
Deep generative models are key-enabling technology to computer vision, text generation and large language models. Denoising diffusion probabilistic models (DDPMs) have recently gained much attention due to their ability to generate diverse and high-quality samples in many computer vision tasks, as well as to incorporate flexible model architectures and relatively simple training scheme. Quantum generative models, empowered by entanglement and superposition, have brought new insight to learning classical and quantum data. Inspired by the classical counterpart, we propose the quantum denoising diffusion probabilistic models (QuDDPM) to enable efficiently trainable generative learning of quantum data. QuDDPM adopts sufficient layers of circuits to guarantee expressivity, while introduces multiple intermediate training tasks as interpolation between the target distribution and noise to avoid barren plateau and guarantee efficient training. We provide bounds on the learning error and demonstrate QuDDPM's capability in learning correlated quantum noise model, quantum many-body phases and topological structure of quantum data. The results provide a paradigm for versatile and efficient quantum generative learning.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.