We combine the recent relaxation approach with multiderivative Runge-Kutta methods to preserve conservation or dissipation of entropy functionals for ordinary and partial differential equations. Relaxation methods are minor modifications of explicit and implicit schemes, requiring only the solution of a single scalar equation per time step in addition to the baseline scheme. We demonstrate the robustness of the resulting methods for a range of test problems including the 3D compressible Euler equations. In particular, we point out improved error growth rates for certain entropy-conservative problems including nonlinear dispersive wave equations.
The structural properties of mechanical metamaterials are typically studied with two-scale methods based on computational homogenization. Because such materials have a complex microstructure, enriched schemes such as second-order computational homogenization are required to fully capture their non-linear behavior, which arises from non-local interactions due to the buckling or patterning of the microstructure. In the two-scale formulation, the effective behavior of the microstructure is captured with a representative volume element (RVE), and a homogenized effective continuum is considered on the macroscale. Although an effective continuum formulation is introduced, solving such two-scale models concurrently is still computationally demanding due to the many repeated solutions for each RVE at the microscale level. In this work, we propose a reduced-order model for the microscopic problem arising in second-order computational homogenization, using proper orthogonal decomposition and a novel hyperreduction method that is specifically tailored for this problem and inspired by the empirical cubature method. Two numerical examples are considered, in which the performance of the reduced-order model is carefully assessed by comparing its solutions with direct numerical simulations (entirely resolving the underlying microstructure) and the full second-order computational homogenization model. The reduced-order model is able to approximate the result of the full computational homogenization well, provided that the training data is representative for the problem at hand. Any remaining errors, when compared with the direct numerical simulation, can be attributed to the inherent approximation errors in the computational homogenization scheme. Regarding run times for one thread, speed-ups on the order of 100 are achieved with the reduced-order model as compared to direct numerical simulations.
Modern regression applications can involve hundreds or thousands of variables which motivates the use of variable selection methods. Bayesian variable selection defines a posterior distribution on the possible subsets of the variables (which are usually termed models) to express uncertainty about which variables are strongly linked to the response. This can be used to provide Bayesian model averaged predictions or inference, and to understand the relative importance of different variables. However, there has been little work on meaningful representations of this uncertainty beyond first order summaries. We introduce Cartesian credible sets to address this gap. The elements of these sets are formed by concatenating sub-models defined on each block of a partition of the variables. Investigating these sub-models allow us to understand whether the models in the Cartesian credible set always/never/sometimes include a particular variable or group of variables and provide a useful summary of model uncertainty. We introduce methods to find these sets that emphasize ease of understanding. The potential of the method is illustrated on regression problems with both small and large numbers of variables.
This contribution introduces the idea of refinement patterns for the generation of optimal meshes in the context of the Finite Element Method. The main idea is to generate a library of possible patterns on which elements can be refined and use this library to inform an h adaptive code on how to handle complex refinements in regions of interest. There are no restrictions on the type of elements that can be refined, and the patterns can be generated for any element type. The main advantage of this approach is that it allows for the generation of optimal meshes in a systematic way where, even if a certain pattern is not available, it can easily be included through a simple text file with nodes and sub-elements. The contribution presents a detailed methodology for incorporating refinement patterns into h adaptive Finite Element Method codes and demonstrates the effectiveness of the approach through mesh refinement of problems with complex geometries.
Domain decomposition provides an effective way to tackle the dilemma of physics-informed neural networks (PINN) which struggle to accurately and efficiently solve partial differential equations (PDEs) in the whole domain, but the lack of efficient tools for dealing with the interfaces between two adjacent sub-domains heavily hinders the training effects, even leads to the discontinuity of the learned solutions. In this paper, we propose a symmetry group based domain decomposition strategy to enhance the PINN for solving the forward and inverse problems of the PDEs possessing a Lie symmetry group. Specifically, for the forward problem, we first deploy the symmetry group to generate the dividing-lines having known solution information which can be adjusted flexibly and are used to divide the whole training domain into a finite number of non-overlapping sub-domains, then utilize the PINN and the symmetry-enhanced PINN methods to learn the solutions in each sub-domain and finally stitch them to the overall solution of PDEs. For the inverse problem, we first utilize the symmetry group acting on the data of the initial and boundary conditions to generate labeled data in the interior domain of PDEs and then find the undetermined parameters as well as the solution by only training the neural networks in a sub-domain. Consequently, the proposed method can predict high-accuracy solutions of PDEs which are failed by the vanilla PINN in the whole domain and the extended physics-informed neural network in the same sub-domains. Numerical results of the Korteweg-de Vries equation with a translation symmetry and the nonlinear viscous fluid equation with a scaling symmetry show that the accuracies of the learned solutions are improved largely.
We provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the convergence of AA is maintained while the computational time could be reduced. We also provide computable heuristic quantities, guided by the theoretical error bounds, which can be used to automate the tuning of accuracy while performing approximate calculations. For linear problems, the use of heuristics to monitor the error introduced by approximate calculations, combined with the check on monotonicity of the residual, ensures the convergence of the numerical scheme within a prescribed residual tolerance. Motivated by the theoretical studies, we propose a reduced variant of AA, which consists in projecting the least-squares used to compute the Anderson mixing onto a subspace of reduced dimension. The dimensionality of this subspace adapts dynamically at each iteration as prescribed by the computable heuristic quantities. We numerically show and assess the performance of AA with approximate calculations on: (i) linear deterministic fixed-point iterations arising from the Richardson's scheme to solve linear systems with open-source benchmark matrices with various preconditioners and (ii) non-linear deterministic fixed-point iterations arising from non-linear time-dependent Boltzmann equations.
We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis that includes the existence of solutions and first- and second-order optimality conditions. We also develop two finite element methods that differ fundamentally in whether the admissible control set is discretized or not. For each of the proposed methods, we perform a convergence analysis and derive a priori error estimates; the latter under the assumption that the domain is convex. Finally, assuming that the domain is Lipschitz, we develop an a posteriori error estimator for each discretization scheme and obtain a global reliability bound.
We study the data-driven selection of causal graphical models using constraint-based algorithms, which determine the existence or non-existence of edges (causal connections) in a graph based on testing a series of conditional independence hypotheses. In settings where the ultimate scientific goal is to use the selected graph to inform estimation of some causal effect of interest (e.g., by selecting a valid and sufficient set of adjustment variables), we argue that a "cautious" approach to graph selection should control the probability of falsely removing edges and prefer dense, rather than sparse, graphs. We propose a simple inversion of the usual conditional independence testing procedure: to remove an edge, test the null hypothesis of conditional association greater than some user-specified threshold, rather than the null of independence. This equivalence testing formulation to testing independence constraints leads to a procedure with desriable statistical properties and behaviors that better match the inferential goals of certain scientific studies, for example observational epidemiological studies that aim to estimate causal effects in the face of causal model uncertainty. We illustrate our approach on a data example from environmental epidemiology.
We propose a local discontinuous Galerkin (LDG) method for fractional Korteweg-de Vries equation involving the fractional Laplacian with exponent $\alpha\in (1,2)$ in one and two space dimensions. By decomposing the fractional Laplacian into a first order derivative and a fractional integral, we prove $L^2$-stability of the semi-discrete LDG scheme incorporating suitable interface and boundary fluxes. We analyze the error estimate by considering linear convection term and utilizing the estimate, we derive the error estimate for general nonlinear flux and demonstrate an order of convergence $\mathcal{O}(h^{k+1/2})$. Moreover, the stability and error analysis have been extended to multiple space dimensional case. Additionally, we devise a fully discrete LDG scheme using the four-stage fourth-order Runge-Kutta method. We prove that the scheme is strongly stable under an appropriate time step constraint by establishing a \emph{three-step strong stability} estimate. Numerical illustrations are shown to demonstrate the efficiency of the scheme by obtaining an optimal order of convergence.
We propose a quantum soft-covering problem for a given general quantum channel and one of its output states, which consists in finding the minimum rank of an input state needed to approximate the given channel output. We then prove a one-shot quantum covering lemma in terms of smooth min-entropies by leveraging decoupling techniques from quantum Shannon theory. This covering result is shown to be equivalent to a coding theorem for rate distortion under a posterior (reverse) channel distortion criterion by two of the present authors. Both one-shot results directly yield corollaries about the i.i.d. asymptotics, in terms of the coherent information of the channel. The power of our quantum covering lemma is demonstrated by two additional applications: first, we formulate a quantum channel resolvability problem, and provide one-shot as well as asymptotic upper and lower bounds. Secondly, we provide new upper bounds on the unrestricted and simultaneous identification capacities of quantum channels, in particular separating for the first time the simultaneous identification capacity from the unrestricted one, proving a long-standing conjecture of the last author.
We consider covariance parameter estimation for Gaussian processes with functional inputs. From an increasing-domain asymptotics perspective, we prove the asymptotic consistency and normality of the maximum likelihood estimator. We extend these theoretical guarantees to encompass scenarios accounting for approximation errors in the inputs, which allows robustness of practical implementations relying on conventional sampling methods or projections onto a functional basis. Loosely speaking, both consistency and normality hold when the approximation error becomes negligible, a condition that is often achieved as the number of samples or basis functions becomes large. These later asymptotic properties are illustrated through analytical examples, including one that covers the case of non-randomly perturbed grids, as well as several numerical illustrations.