Active Flux is an extension of the Finite Volume method and additionally incorporates point values located at cell boundaries. This gives rise to a globally continuous approximation of the solution. The method is third-order accurate. We demonstrate that a new semi-discrete Active Flux method (first described in Abgrall&Barsukow, 2023 for one space dimension) can easily be used to solve nonlinear hyperbolic systems in multiple dimensions, such as the compressible Euler equations of inviscid hydrodynamics. Originally, the Active Flux method emerged as a fully discrete method, and required an exact or approximate evolution operator for the point value update. For nonlinear problems such an operator is often difficult to obtain, in particular for multiple spatial dimensions. With the new approach it becomes possible to leave behind these difficulties. We introduce a multi-dimensional limiting strategy and demonstrate the performance of the new method on both Riemann problems and subsonic flows.
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Human motion trajectory prediction is a very important functionality for human-robot collaboration, specifically in accompanying, guiding, or approaching tasks, but also in social robotics, self-driving vehicles, or security systems. In this paper, a novel trajectory prediction model, Social Force Generative Adversarial Network (SoFGAN), is proposed. SoFGAN uses a Generative Adversarial Network (GAN) and Social Force Model (SFM) to generate different plausible people trajectories reducing collisions in a scene. Furthermore, a Conditional Variational Autoencoder (CVAE) module is added to emphasize the destination learning. We show that our method is more accurate in making predictions in UCY or BIWI datasets than most of the current state-of-the-art models and also reduces collisions in comparison to other approaches. Through real-life experiments, we demonstrate that the model can be used in real-time without GPU's to perform good quality predictions with a low computational cost.
Recent extensive numerical experiments in high scale machine learning have allowed to uncover a quite counterintuitive phase transition, as a function of the ratio between the sample size and the number of parameters in the model. As the number of parameters $p$ approaches the sample size $n$, the generalisation error increases, but surprisingly, it starts decreasing again past the threshold $p=n$. This phenomenon, brought to the theoretical community attention in \cite{belkin2019reconciling}, has been thoroughly investigated lately, more specifically for simpler models than deep neural networks, such as the linear model when the parameter is taken to be the minimum norm solution to the least-squares problem, firstly in the asymptotic regime when $p$ and $n$ tend to infinity, see e.g. \cite{hastie2019surprises}, and recently in the finite dimensional regime and more specifically for linear models \cite{bartlett2020benign}, \cite{tsigler2020benign}, \cite{lecue2022geometrical}. In the present paper, we propose a finite sample analysis of non-linear models of \textit{ridge} type, where we investigate the \textit{overparametrised regime} of the double descent phenomenon for both the \textit{estimation problem} and the \textit{prediction} problem. Our results provide a precise analysis of the distance of the best estimator from the true parameter as well as a generalisation bound which complements recent works of \cite{bartlett2020benign} and \cite{chinot2020benign}. Our analysis is based on tools closely related to the continuous Newton method \cite{neuberger2007continuous} and a refined quantitative analysis of the performance in prediction of the minimum $\ell_2$-norm solution.
Learning distance functions between complex objects, such as the Wasserstein distance to compare point sets, is a common goal in machine learning applications. However, functions on such complex objects (e.g., point sets and graphs) are often required to be invariant to a wide variety of group actions e.g. permutation or rigid transformation. Therefore, continuous and symmetric product functions (such as distance functions) on such complex objects must also be invariant to the product of such group actions. We call these functions symmetric and factor-wise group invariant (or SFGI functions in short). In this paper, we first present a general neural network architecture for approximating SFGI functions. The main contribution of this paper combines this general neural network with a sketching idea to develop a specific and efficient neural network which can approximate the $p$-th Wasserstein distance between point sets. Very importantly, the required model complexity is independent of the sizes of input point sets. On the theoretical front, to the best of our knowledge, this is the first result showing that there exists a neural network with the capacity to approximate Wasserstein distance with bounded model complexity. Our work provides an interesting integration of sketching ideas for geometric problems with universal approximation of symmetric functions. On the empirical front, we present a range of results showing that our newly proposed neural network architecture performs comparatively or better than other models (including a SOTA Siamese Autoencoder based approach). In particular, our neural network generalizes significantly better and trains much faster than the SOTA Siamese AE. Finally, this line of investigation could be useful in exploring effective neural network design for solving a broad range of geometric optimization problems (e.g., $k$-means in a metric space).
Anomaly detection in random fields is an important problem in many applications including the detection of cancerous cells in medicine, obstacles in autonomous driving and cracks in the construction material of buildings. Such anomalies are often visible as areas with different expected values compared to the background noise. Scan statistics based on local means have the potential to detect such local anomalies by enhancing relevant features. We derive limit theorems for a general class of such statistics over M-dependent random fields of arbitrary but fixed dimension. By allowing for a variety of combinations and contrasts of sample means over differently-shaped local windows, this yields a flexible class of scan statistics that can be tailored to the particular application of interest. The latter is demonstrated for crack detection in 2D-images of different types of concrete. Together with a simulation study this indicates the potential of the proposed methodology for the detection of anomalies in a variety of situations.
Dynamical low-rank (DLR) approximation has gained interest in recent years as a viable solution to the curse of dimensionality in the numerical solution of kinetic equations including the Boltzmann and Vlasov equations. These methods include the projector-splitting and Basis-update & Galerkin DLR integrators, and have shown promise at greatly improving the computational efficiency of kinetic solutions. However, this often comes at the cost of conservation of charge, current and energy. In this work we show how a novel macro-micro decomposition may be used to separate the distribution function into two components, one of which carries the conserved quantities, and the other of which is orthogonal to them. We apply DLR approximation to the latter, and thereby achieve a clean and extensible approach to a conservative DLR scheme which retains the computational advantages of the base scheme. Moreover, our decomposition is compatible with the projector-splitting integrator, and can therefore access second-order accuracy in time via a Strang splitting scheme. We describe a first-order integrator which can exactly conserve charge and either current or energy, as well as a second-order accurate integrator which exactly conserves charge and energy. To highlight the flexibility of the proposed macro-micro decomposition, we implement a pair of velocity space discretizations, and verify the claimed accuracy and conservation properties on a suite of plasma benchmark problems.
Stochastic PDEs of Fluctuating Hydrodynamics are a powerful tool for the description of fluctuations in many-particle systems. In this paper, we develop and analyze a Multilevel Monte Carlo (MLMC) scheme for the Dean-Kawasaki equation, a pivotal representative of this class of SPDEs. We prove analytically and demonstrate numerically that our MLMC scheme provides a significant speed-up (with respect to a standard Monte Carlo method) in the simulation of the Dean-Kawasaki equation. Specifically, we quantify how the speed-up factor increases as the average particle density increases, and show that sizeable speed-ups can be obtained even in regimes of low particle density. Numerical simulations are provided in the two-dimensional case, confirming our theoretical predictions. Our results are formulated entirely in terms of the law of distributions rather than in terms of strong spatial norms: this crucially allows for MLMC speed-ups altogether despite the Dean-Kawasaki equation being highly singular.
Despite decades of practice, finite-size errors in many widely used electronic structure theories for periodic systems remain poorly understood. For periodic systems using a general Monkhorst-Pack grid, there has been no comprehensive and rigorous analysis of the finite-size error in the Hartree-Fock theory (HF) and the second order M{\o}ller-Plesset perturbation theory (MP2), which are the simplest wavefunction based method, and the simplest post-Hartree-Fock method, respectively. Such calculations can be viewed as a multi-dimensional integral discretized with certain trapezoidal rules. Due to the Coulomb singularity, the integrand has many points of discontinuity in general, and standard error analysis based on the Euler-Maclaurin formula gives overly pessimistic results. The lack of analytic understanding of finite-size errors also impedes the development of effective finite-size correction schemes. We propose a unified analysis to obtain sharp convergence rates of finite-size errors for the periodic HF and MP2 theories. Our main technical advancement is a generalization of the result of [Lyness, 1976] for obtaining sharp convergence rates of the trapezoidal rule for a class of non-smooth integrands. Our result is applicable to three-dimensional bulk systems as well as low dimensional systems (such as nanowires and 2D materials). Our unified analysis also allows us to prove the effectiveness of the Madelung-constant correction to the Fock exchange energy, and the effectiveness of a recently proposed staggered mesh method for periodic MP2 calculations [Xing, Li, Lin, J. Chem. Theory Comput. 2021]. Our analysis connects the effectiveness of the staggered mesh method with integrands with removable singularities, and suggests a new staggered mesh method for reducing finite-size errors of periodic HF calculations.
Given a zero-mean Gaussian random field with a covariance function that belongs to a parametric family of covariance functions, we introduce a new notion of likelihood approximations, termed truncated-likelihood functions. Truncated-likelihood functions are based on direct functional approximations of the presumed family of covariance functions. For compactly supported covariance functions, within an increasing-domain asymptotic framework, we provide sufficient conditions under which consistency and asymptotic normality of estimators based on truncated-likelihood functions are preserved. We apply our result to the family of generalized Wendland covariance functions and discuss several examples of Wendland approximations. For families of covariance functions that are not compactly supported, we combine our results with the covariance tapering approach and show that ML estimators, based on truncated-tapered likelihood functions, asymptotically minimize the Kullback-Leibler divergence, when the taper range is fixed.
For a nonlinear dynamical system that depends on parameters, the paper introduces a novel tensorial reduced-order model (TROM). The reduced model is projection-based, and for systems with no parameters involved, it resembles proper orthogonal decomposition (POD) combined with the discrete empirical interpolation method (DEIM). For parametric systems, TROM employs low-rank tensor approximations in place of truncated SVD, a key dimension-reduction technique in POD with DEIM. Three popular low-rank tensor compression formats are considered for this purpose: canonical polyadic, Tucker, and tensor train. The use of multilinear algebra tools allows the incorporation of information about the parameter dependence of the system into the reduced model and leads to a POD-DEIM type ROM that (i) is parameter-specific (localized) and predicts the system dynamics for out-of-training set (unseen) parameter values, (ii) mitigates the adverse effects of high parameter space dimension, (iii) has online computational costs that depend only on tensor compression ranks but not on the full-order model size, and (iv) achieves lower reduced space dimensions compared to the conventional POD-DEIM ROM. The paper explains the method, analyzes its prediction power, and assesses its performance for two specific parameter-dependent nonlinear dynamical systems.
In traditional topology optimization, the computing time required to iteratively update the material distribution within a design domain strongly depends on the complexity or size of the problem, limiting its application in real engineering contexts. This work proposes a multi-stage machine learning strategy that aims to predict an optimal topology and the related stress fields of interest, either in 2D or 3D, without resorting to any iterative analysis and design process. The overall topology optimization is treated as regression task in a low-dimensional latent space, that encodes the variability of the target designs. First, a fully-connected model is employed to surrogate the functional link between the parametric input space characterizing the design problem and the latent space representation of the corresponding optimal topology. The decoder branch of an autoencoder is then exploited to reconstruct the desired optimal topology from its latent representation. The deep learning models are trained on a dataset generated through a standard method of topology optimization implementing the solid isotropic material with penalization, for varying boundary and loading conditions. The underlying hypothesis behind the proposed strategy is that optimal topologies share enough common patterns to be compressed into small latent space representations without significant information loss. Results relevant to a 2D Messerschmitt-B\"olkow-Blohm beam and a 3D bridge case demonstrate the capabilities of the proposed framework to provide accurate optimal topology predictions in a fraction of a second.
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