For a manifold embedded in an inner product space, we express geometric quantities such as {\it Hamilton vector fields, affine and Levi-Civita connections, curvature} in global coordinates. Instead of coordinate indices, the global formulas for most quantities are expressed as {\it operator-valued} expressions, using an {\it affine projection} to the tangent bundle. For a submersion image of an embedded manifold, we introduce {\it liftings} of Hamilton vector fields, allowing us to use embedded coordinates on horizontal bundles. We derive a {\it Gauss-Codazzi equation} for affine connections on vector bundles. This approach allows us to evaluate geometric expressions globally, and could be used effectively with modern numerical frameworks in applications. Examples considered include rigid body mechanics and Hamilton mechanics on Grassmann manifolds. We show explicitly the cross-curvature (MTW-tensor) for the {\it Kim-McCann} metric with a reflector antenna-type cost function on the space of positive-semidefinite matrices of fixed rank has nonnegative cross-curvature, while the corresponding cost could have negative cross-curvature on Grassmann manifolds, except for projective spaces.
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We consider {\it local} balances of momentum and angular momentum for the incompressible Navier-Stokes equations. First, we formulate new weak forms of the physical balances (conservation laws) of these quantities, and prove they are equivalent to the usual conservation law formulations. We then show that continuous Galerkin discretizations of the Navier-Stokes equations using the EMAC form of the nonlinearity preserve discrete analogues of the weak form conservation laws, both in the Eulerian formulation and the Lagrangian formulation (which are not equivalent after discretizations). Numerical tests illustrate the new theory.
With the increasing availability of large scale datasets, computational power and tools like automatic differentiation and expressive neural network architectures, sequential data are now often treated in a data-driven way, with a dynamical model trained from the observation data. While neural networks are often seen as uninterpretable black-box architectures, they can still benefit from physical priors on the data and from mathematical knowledge. In this paper, we use a neural network architecture which leverages the long-known Koopman operator theory to embed dynamical systems in latent spaces where their dynamics can be described linearly, enabling a number of appealing features. We introduce methods that enable to train such a model for long-term continuous reconstruction, even in difficult contexts where the data comes in irregularly-sampled time series. The potential for self-supervised learning is also demonstrated, as we show the promising use of trained dynamical models as priors for variational data assimilation techniques, with applications to e.g. time series interpolation and forecasting.
In this research work, we propose a high-order time adapted scheme for pricing a coupled system of fixed-free boundary constant elasticity of variance (CEV) model on both equidistant and locally refined space-grid. The performance of our method is substantially enhanced to improve irregularities in the model which are both inherent and induced. Furthermore, the system of coupled PDEs is strongly nonlinear and involves several time-dependent coefficients that include the first-order derivative of the early exercise boundary. These coefficients are approximated from a fourth-order analytical approximation which is derived using a regularized square-root function. The semi-discrete equation for the option value and delta sensitivity is obtained from a non-uniform fourth-order compact finite difference scheme. Fifth-order 5(4) Dormand-Prince time integration method is used to solve the coupled system of discrete equations. Enhancing the performance of our proposed method with local mesh refinement and adaptive strategies enables us to obtain highly accurate solution with very coarse space grids, hence reducing computational runtime substantially. We further verify the performance of our methodology as compared with some of the well-known and better-performing existing methods.
In this paper, we present a discontinuity and cusp capturing physics-informed neural network (PINN) to solve Stokes equations with a piecewise-constant viscosity and singular force along an interface. We first reformulate the governing equations in each fluid domain separately and replace the singular force effect with the traction balance equation between solutions in two sides along the interface. Since the pressure is discontinuous and the velocity has discontinuous derivatives across the interface, we hereby use a network consisting of two fully-connected sub-networks that approximate the pressure and velocity, respectively. The two sub-networks share the same primary coordinate input arguments but with different augmented feature inputs. These two augmented inputs provide the interface information, so we assume that a level set function is given and its zero level set indicates the position of the interface. The pressure sub-network uses an indicator function as an augmented input to capture the function discontinuity, while the velocity sub-network uses a cusp-enforced level set function to capture the derivative discontinuities via the traction balance equation. We perform a series of numerical experiments to solve two- and three-dimensional Stokes interface problems and perform an accuracy comparison with the augmented immersed interface methods in literature. Our results indicate that even a shallow network with a moderate number of neurons and sufficient training data points can achieve prediction accuracy comparable to that of immersed interface methods.
This paper is written for a Festschrift in honour of Professor Marc Hallin and it proposes some developments on quantile regression. We connect our investigation to Marc's scientific production and we present some theoretical and methodological advances for quantiles estimation in non standard settings. We split our contributions in two parts. The first part is about conditional quantiles estimation for nonstationary time series. The second part is about conditional quantiles estimation for the analysis of multivariate independent data in the presence of possibly large dimensional covariates. Monte Carlo studies illustrate numerically the performance of our methods and compare them to some extant techniques.
We present a constant-factor approximation algorithm for the Nash social welfare maximization problem with subadditive valuations accessible via demand queries. More generally, we propose a template for NSW optimization by solving a configuration-type LP and using a rounding procedure for (utilitarian) social welfare as a blackbox, which could be applicable to other variants of the problem.
Social insects such as ants communicate via pheromones which allows them to coordinate their activity and solve complex tasks as a swarm, e.g. foraging for food. This behavior was shaped through evolutionary processes. In computational models, self-coordination in swarms has been implemented using probabilistic or simple action rules to shape the decision of each agent and the collective behavior. However, manual tuned decision rules may limit the behavior of the swarm. In this work we investigate the emergence of self-coordination and communication in evolved swarms without defining any explicit rule. We evolve a swarm of agents representing an ant colony. We use an evolutionary algorithm to optimize a spiking neural network (SNN) which serves as an artificial brain to control the behavior of each agent. The goal of the evolved colony is to find optimal ways to forage for food and return it to the nest in the shortest amount of time. In the evolutionary phase, the ants are able to learn to collaborate by depositing pheromone near food piles and near the nest to guide other ants. The pheromone usage is not manually encoded into the network; instead, this behavior is established through the optimization procedure. We observe that pheromone-based communication enables the ants to perform better in comparison to colonies where communication via pheromone did not emerge. We assess the foraging performance by comparing the SNN based model to a rule based system. Our results show that the SNN based model can efficiently complete the foraging task in a short amount of time. Our approach illustrates self coordination via pheromone emerges as a result of the network optimization. This work serves as a proof of concept for the possibility of creating complex applications utilizing SNNs as underlying architectures for multi-agent interactions where communication and self-coordination is desired.
Early warnings for dynamical transitions in complex systems or high-dimensional observation data are essential in many real world applications, such as gene mutation, brain diseases, natural disasters, financial crises, and engineering reliability. To effectively extract early warning signals, we develop a novel approach: the directed anisotropic diffusion map that captures the latent evolutionary dynamics in low-dimensional manifold. Applying the methodology to authentic electroencephalogram (EEG) data, we successfully find the appropriate effective coordinates, and derive early warning signals capable of detecting the tipping point during the state transition. Our method bridges the latent dynamics with the original dataset. The framework is validated to be accurate and effective through numerical experiments, in terms of density and transition probability. It is shown that the second coordinate holds meaningful information for critical transition in various evaluation metrics.
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible bias when the cross-validation estimates of predictive performance are marred by excessive noise. In finite data regimes, cross-validated estimates can encourage the statistician to select one model over another when it is not actually better for future data. While this bias remains negligible in the case of few models, when the pool of candidates grows, and model selection decisions are compounded (as in forward search), the expected magnitude of selection-induced bias is likely to grow too. This paper introduces an efficient approach to estimate and correct selection-induced bias based on order statistics. Numerical experiments demonstrate the reliability of our approach in both estimating selection-induced bias and quantifying the degree of over-fitting along compounded model selection decisions, with specific application to forward search. This work represents a light-weight alternative to more computationally expensive approaches to correcting selection-induced bias, such as nested cross-validation and the bootstrap. Our approach rests on several theoretic assumptions, and we provide a diagnostic to help understand when these may not be valid, and when to fall back on safer, albeit more computationally expensive approaches. The accompanying code facilitates its practical implementation and fosters further exploration in this area.
The generation of curves and surfaces from given data is a well-known problem in Computer-Aided Design that can be approached using subdivision schemes. They are powerful tools that allow obtaining new data from the initial one by means of simple calculations. However, in some applications, the collected data are given with noise and most of schemes are not adequate to process them. In this paper, we present some new families of binary univariate linear subdivision schemes using weighted local polynomial regression. We study their properties, such as convergence, monotonicity, polynomial reproduction and approximation and denoising capabilities. For the convergence study, we develop some new theoretical results. Finally, some examples are presented to confirm the proven properties.
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