Characteristic formulae give a complete logical description of the behaviour of processes modulo some chosen notion of behavioural semantics. They allow one to reduce equivalence or preorder checking to model checking, and are exactly the formulae in the modal logics characterizing classic behavioural equivalences and preorders for which model checking can be reduced to equivalence or preorder checking. This paper studies the complexity of determining whether a formula is characteristic for some finite, loop-free process in each of the logics providing modal characterizations of the simulation-based semantics in van Glabbeek's branching-time spectrum. Since characteristic formulae in each of those logics are exactly the consistent and prime ones, it presents complexity results for the satisfiability and primality problems, and investigates the boundary between modal logics for which those problems can be solved in polynomial time and those for which they become computationally hard. Amongst other contributions, this article also studies the complexity of constructing characteristic formulae in the modal logics characterizing simulation-based semantics, both when such formulae are presented in explicit form and via systems of equations.
Highly resolved finite element simulations of a laser beam welding process are considered. The thermomechanical behavior of this process is modeled with a set of thermoelasticity equations resulting in a nonlinear, nonsymmetric saddle point system. Newton's method is used to solve the nonlinearity and suitable domain decomposition preconditioners are applied to accelerate the convergence of the iterative method used to solve all linearized systems. Since a onelevel Schwarz preconditioner is in general not scalable, a second level has to be added. Therefore, the construction and numerical analysis of a monolithic, twolevel overlapping Schwarz approach with the GDSW (Generalized Dryja-Smith-Widlund) coarse space and an economic variant thereof are presented here.
Efficiently enumerating all the extreme points of a polytope identified by a system of linear inequalities is a well-known challenge issue.We consider a special case and present an algorithm that enumerates all the extreme points of a bisubmodular polyhedron in $\mathcal{O}(n^4|V|)$ time and $\mathcal{O}(n^2)$ space complexity, where $ n$ is the dimension of underlying space and $V$ is the set of outputs. We use the reverse search and signed poset linked to extreme points to avoid the redundant search. Our algorithm is a generalization of enumerating all the extreme points of a base polyhedron which comprises some combinatorial enumeration problems.
We propose a new full discretization of the Biot's equations in poroelasticity. The construction is driven by the inf-sup theory, which we recently developed. It builds upon the four-field formulation of the equations obtained by introducing the total pressure and the total fluid content. We discretize in space with Lagrange finite elements and in time with backward Euler. We establish inf-sup stability and quasi-optimality of the proposed discretization, with robust constants with respect to all material parameters. We further construct an interpolant showing how the error decays for smooth solutions.
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find approximate parameter-to-solution maps that have a small number of terms. It is shown that in the case of two layers one can find a solution formula consisting of three terms with explicit dependencies on the diffusion coefficient. The formula is based on decomposing the solution into orthogonal parts related to both of the layers and the interface between them. This formula is then expanded to an approximate one for the multi-layer case. We give an analytical formula for square layers and use the finite element formulation for more general layers. The results are illustrated with numerical examples and have applications for reduced basis methods by analyzing the Kolmogorov n-width.
We study the asymptotic properties of an estimator of Hurst parameter of a stochastic differential equation driven by a fractional Brownian motion with $H > 1/2$. Utilizing the theory of asymptotic expansion of Skorohod integrals introduced by Nualart and Yoshida [NY19], we derive an asymptotic expansion formula of the distribution of the estimator. As an corollary, we also obtain a mixed central limit theorem for the statistic, indicating that the rate of convergence is $n^{-\frac12}$, which improves the results in the previous literature. To handle second-order quadratic variations appearing in the estimator, a theory of exponent has been developed based on weighted graphs to estimate asymptotic orders of norms of functionals involved.
We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-dimensional inversion and secondary parameters and present a scalable computational framework for optimal design of such problems. The proposed approach enables Bayesian inversion and OED under uncertainty within a unified framework. We build on the Bayesian approximation error (BAE) approach, to incorporate modeling uncertainties in the Bayesian inverse problem, and methods for A-optimal design of infinite-dimensional Bayesian nonlinear inverse problems. Specifically, a Gaussian approximation to the posterior at the maximum a posteriori probability point is used to define an uncertainty aware OED objective that is tractable to evaluate and optimize. In particular, the OED objective can be computed at a cost, in the number of PDE solves, that does not grow with the dimension of the discretized inversion and secondary parameters. The OED problem is formulated as a binary bilevel PDE constrained optimization problem and a greedy algorithm, which provides a pragmatic approach, is used to find optimal designs. We demonstrate the effectiveness of the proposed approach for a model inverse problem governed by an elliptic PDE on a three-dimensional domain. Our computational results also highlight the pitfalls of ignoring modeling uncertainties in the OED and/or inference stages.
Tools from optimal transport (OT) theory have recently been used to define a notion of quantile function for directional data. In practice, regularization is mandatory for applications that require out-of-sample estimates. To this end, we introduce a regularized estimator built from entropic optimal transport, by extending the definition of the entropic map to the spherical setting. We propose a stochastic algorithm to directly solve a continuous OT problem between the uniform distribution and a target distribution, by expanding Kantorovich potentials in the basis of spherical harmonics. In addition, we define the directional Monge-Kantorovich depth, a companion concept for OT-based quantiles. We show that it benefits from desirable properties related to Liu-Zuo-Serfling axioms for the statistical analysis of directional data. Building on our regularized estimators, we illustrate the benefits of our methodology for data analysis.
The paper analyzes how the enlarging of the sample affects to the mitigation of collinearity concluding that it may mitigate the consequences of collinearity related to statistical analysis but not necessarily the numerical instability. The problem that is addressed is of importance in the teaching of social sciences since it discusses one of the solutions proposed almost unanimously to solve the problem of multicollinearity. For a better understanding and illustration of the contribution of this paper, two empirical examples are presented and not highly technical developments are used.
We deal with a model selection problem for structural equation modeling (SEM) with latent variables for diffusion processes. Based on the asymptotic expansion of the marginal quasi-log likelihood, we propose two types of quasi-Bayesian information criteria of the SEM. It is shown that the information criteria have model selection consistency. Furthermore, we examine the finite-sample performance of the proposed information criteria by numerical experiments.
Structure-preserving particle methods have recently been proposed for a class of nonlinear continuity equations, including aggregation-diffusion equation in [J. Carrillo, K. Craig, F. Patacchini, Calc. Var., 58 (2019), pp. 53] and the Landau equation in [J. Carrillo, J. Hu., L. Wang, J. Wu, J. Comput. Phys. X, 7 (2020), pp. 100066]. One common feature to these equations is that they both admit some variational formulation, which upon proper regularization, leads to particle approximations dissipating the energy and conserving some quantities simultaneously at the semi-discrete level. In this paper, we formulate continuity equations with a density dependent bilinear form associated with the variational derivative of the energy functional and prove that appropriate particle methods satisfy a compatibility condition with its regularized energy. This enables us to utilize discrete gradient time integrators and show that the energy can be dissipated and the mass conserved simultaneously at the fully discrete level. In the case of the Landau equation, we prove that our approach also conserves the momentum and kinetic energy at the fully discrete level. Several numerical examples are presented to demonstrate the dissipative and conservative properties of our proposed method.