In this work, we give sufficient conditions for the almost global asymptotic stability of a cascade in which the inner loop and the unforced outer loop are each almost globally asymptotically stable. Our qualitative approach relies on the absence of chain recurrence for non-equilibrium points of the unforced outer loop, the hyperbolicity of equilibria, and the precompactness of forward trajectories. We show that the required structure of the chain recurrent set can be readily verified, and describe two important classes of systems with this property. We also show that the precompactness requirement can be verified by growth rate conditions on the interconnection term coupling the subsystems. Our results stand in contrast to prior works that require either global asymptotic stability of the subsystems (impossible for smooth systems evolving on general manifolds), time scale separation between the subsystems, or strong disturbance robustness properties of the outer loop. The approach has clear applications in stability certification of cascaded controllers for systems evolving on manifolds.
Causal effect estimation from observational data is a fundamental task in empirical sciences. It becomes particularly challenging when unobserved confounders are involved in a system. This paper focuses on front-door adjustment -- a classic technique which, using observed mediators allows to identify causal effects even in the presence of unobserved confounding. While the statistical properties of the front-door estimation are quite well understood, its algorithmic aspects remained unexplored for a long time. Recently, Jeong, Tian, and Barenboim [NeurIPS 2022] have presented the first polynomial-time algorithm for finding sets satisfying the front-door criterion in a given directed acyclic graph (DAG), with an $O(n^3(n+m))$ run time, where $n$ denotes the number of variables and $m$ the number of edges of the causal graph. In our work, we give the first linear-time, i.e., $O(n+m)$, algorithm for this task, which thus reaches the asymptotically optimal time complexity. This result implies an $O(n(n+m))$ delay enumeration algorithm of all front-door adjustment sets, again improving previous work by Jeong et al.\ by a factor of $n^3$. Moreover, we provide the first linear-time algorithm for finding a minimal front-door adjustment set. We offer implementations of our algorithms in multiple programming languages to facilitate practical usage and empirically validate their feasibility, even for large graphs.
Considering the case where the response variable is a categorical variable and the predictor is a random function, two novel functional sufficient dimensional reduction (FSDR) methods are proposed based on mutual information and square loss mutual information. Compared to the classical FSDR methods, such as functional sliced inverse regression and functional sliced average variance estimation, the proposed methods are appealing because they are capable of estimating multiple effective dimension reduction directions in the case of a relatively small number of categories, especially for the binary response. Moreover, the proposed methods do not require the restrictive linear conditional mean assumption and the constant covariance assumption. They avoid the inverse problem of the covariance operator which is often encountered in the functional sufficient dimension reduction. The functional principal component analysis with truncation be used as a regularization mechanism. Under some mild conditions, the statistical consistency of the proposed methods is established. It is demonstrated that the two methods are competitive compared with some existing FSDR methods by simulations and real data analyses.
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying $\rho(A_{n}) \rightarrow 1$. This framework is particularly suitable to understand unit root issues by focusing on the inner boundary of the unit circle. Consistency is established for the empirical covariance and the OLS estimation together with asymptotic normality under appropriate hypotheses when $A$, the limit of $A_n$, has a real spectrum, and a particular case is deduced when $A$ also contains complex eigenvalues. The asymptotic process is integrated with either one unit root (located at 1 or $-1$), or even two unit roots located at 1 and $-1$. Finally, a set of simulations illustrate the asymptotic behavior of the OLS. The results are essentially proved by $L^2$ computations and the limit theory of triangular arrays of martingales.
We consider the numerical approximation of a sharp-interface model for two-phase flow, which is given by the incompressible Navier-Stokes equations in the bulk domain together with the classical interface conditions on the interface. We propose structure-preserving finite element methods for the model, meaning in particular that volume preservation and energy decay are satisfied on the discrete level. For the evolving fluid interface, we employ parametric finite element approximations that introduce an implicit tangential velocity to improve the quality of the interface mesh. For the two-phase Navier-Stokes equations, we consider two different approaches: an unfitted and a fitted finite element method, respectively. In the unfitted approach, the constructed method is based on an Eulerian weak formulation, while in the fitted approach a novel arbitrary Lagrangian-Eulerian (ALE) weak formulation is introduced. Using suitable discretizations of these two formulations, we introduce two finite element methods and prove their structure-preserving properties. Numerical results are presented to show the accuracy and efficiency of the introduced methods.
The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB framework yields a robust numerical scheme that can efficiently handle immersed deformable structures. Additionally, the IB method has been adapted to problems with prescribed motion and other PDEs with given boundary data. IB methods for these problems traditionally involve penalty forces which only approximately satisfy boundary conditions, or they are formulated as constraint problems. In the latter approach, one must find the unknown forces by solving an equation that corresponds to a poorly conditioned first-kind integral equation. This operation can require a large number of iterations of a Krylov method, and since a time-dependent problem requires this solve at each time step, this method can be prohibitively inefficient without preconditioning. In this work, we introduce a new, well-conditioned IB formulation for boundary value problems, which we call the Immersed Boundary Double Layer (IBDL) method. We present the method as it applies to Poisson and Helmholtz problems to demonstrate its efficiency over the original constraint method. In this double layer formulation, the equation for the unknown boundary distribution corresponds to a well-conditioned second-kind integral equation that can be solved efficiently with a small number of iterations of a Krylov method. Furthermore, the iteration count is independent of both the mesh size and immersed boundary point spacing. The method converges away from the boundary, and when combined with a local interpolation, it converges in the entire PDE domain. Additionally, while the original constraint method applies only to Dirichlet problems, the IBDL formulation can also be used for Neumann conditions.
In this work, we give sufficient conditions for the almost global asymptotic stability of a cascade in which the subsystems are only almost globally asymptotically stable. The result is extended to upper triangular systems of arbitrary size. In particular, if the unforced subsystems are almost globally asymptotically stable and their only chain recurrent points are hyperbolic equilibria, then the boundedness of forward trajectories is sufficient for the almost global asymptotic stability of the full upper triangular system. We show that unboundedness of such cascades is prohibited by growth rate conditions on the interconnection term and a Lyapunov function for the unforced outer subsystem, and the required structure for the chain recurrent set is enjoyed by classes of systems common in geometric control e.g. dissipative mechanical systems. Our results stand in contrast to prior works that require either time scale separation, prohibitively strong disturbance robustness properties, or global asymptotic stability in the subsystems.
Computing analytic B\'ezout identities remains a difficult task, which has many applications in control theory. Flat PDE systems have cast a new light on this problem. We consider here a simple case of special interest: a rod of length $a+b$, insulated at both ends and heated at point $x=a$. The case $a=0$ is classical, the temperature of the other end $\theta(b,t)$ being then a flat output, with parametrization $\theta(x,t)=\cosh((b-x)(\partial/\partial t)^{1/2}\theta(b,t)$. When $a$ and $b$ are integers, with $a$ odd and $b$ even, the system is flat and the flat output is obtained from the B\'ezout identity $f(x)\cosh(ax)+g(x)\cosh(bx)=1$, the omputation of which boils down to a B\'ezout identity of Chebyshev polynomials. But this form is not the most efficient and a smaller expression $f(x)=\sum_{k=1}^{n} c_{k}\cosh(kx)$ may be computed in linear time. These results are compared with an approximations by a finite system, using a classical discretization. We provide experimental computations, approximating a non rational value $r$ by a sequence of fractions $b/a$, showing that the power series for the B\'ezout relation seems to converge.
The three most common representations of states in iterated belief revision are compared: explicit, by levels and by history. The first is a connected preorder between models, the second is a list of formulae representing equivalence classes, the third is the sequence of the previous revisions. The latter depends on the revision semantics and on history rewriting, and the latter depends on the allowed rewritings. All mechanisms represent all possible states. A rewritten history of lexicographic revision is more efficient than the other considered representations in terms of size with arbitrary history rewritings. Establishing the redundancy of such a history is a mild rewriting. It is coNP-complete in the general case, and is hard even on histories of two revisions or revisions of arbitrary length of Horn formulae, and is polynomial on histories of two Horn formulae. A minor technical result is a polynomial-time algorithm for establishing whether a Horn formula is equivalent to the negation of another Horn formula.
It is very well-known that when the exact line search gradient descent method is applied to a convex quadratic objective, the worst case rate of convergence (among all seed vectors) deteriorates as the condition number of the Hessian of the objective grows. By an elegant analysis by H. Akaike, it is generally believed -- but not proved -- that in the ill-conditioned regime the ROC for almost all initial vectors, and hence also the average ROC, is close to the worst case ROC. We complete Akaike's analysis using the theorem of center and stable manifolds. Our analysis also makes apparent the effect of an intermediate eigenvalue in the Hessian by establishing the following somewhat amusing result: In the absence of an intermediate eigenvalue, the average ROC gets arbitrarily fast -- not slow -- as the Hessian gets increasingly ill-conditioned. We discuss in passing some contemporary applications of exact line search GD to polynomial optimization problems arising from imaging and data sciences.
We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give push-forward measures of an initial measure. Then we propose a deterministic accelerated algorithm by extending Nesterov's acceleration technique with momentum. This algorithm do not based on the Wasserstein geometry. Furthermore, to estimate the convergence rate of the accelerated algorithm, we introduce new convexity and smoothness for $\mathcal{F}$ based on transport maps. As a result, we can show that the accelerated algorithm converges faster than a normal gradient descent algorithm. Numerical experiments support this theoretical result.