This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stohchastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First, under general assumptions, the results about propagation of chaos in $\mathcal{L}^p$ sense are shown. Then the tamed Euler-Maruyama scheme to the corresponding particle system is established and the convergence rate in $\mathcal{L}^p$ sense is obtained. Furthermore, combining these two results gives the convergence error between the objective NMSMVE and numerical approximation, which is related to the particle number and step size. Finally, two numerical examples are provided to support the finding.
In this paper, we construct a quadrature scheme to numerically solve the nonlocal diffusion equation $(\mathcal{A}^\alpha+b\mathcal{I})u=f$ with $\mathcal{A}^\alpha$ the $\alpha$-th power of the regularly accretive operator $\mathcal{A}$. Rigorous error analysis is carried out and sharp error bounds (up to some negligible constants) are obtained. The error estimates include a wide range of cases in which the regularity index and spectral angle of $\mathcal{A}$, the smoothness of $f$, the size of $b$ and $\alpha$ are all involved. The quadrature scheme is exponentially convergent with respect to the step size and is root-exponentially convergent with respect to the number of solves. Some numerical tests are presented in the last section to verify the sharpness of our estimates. Furthermore, both the scheme and the error bounds can be utilized directly to solve and analyze time-dependent problems.
The convergence rates for convex and non-convex optimization methods depend on the choice of a host of constants, including step sizes, Lyapunov function constants and momentum constants. In this work we propose the use of factorial powers as a flexible tool for defining constants that appear in convergence proofs. We list a number of remarkable properties that these sequences enjoy, and show how they can be applied to convergence proofs to simplify or improve the convergence rates of the momentum method, accelerated gradient and the stochastic variance reduced method (SVRG).
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a closed manifold, using Voronoi tessellation, we propose two upwind finite volume schemes with or without the information of the invariant measure. Both schemes possess stochastic $Q$-matrix structures and can be decomposed as a gradient flow part and a Hamiltonian flow part, enabling us to prove unconditional stability, ergodicity and error estimates. Based on the two upwind schemes, several numerical examples - including sampling accelerated by a mixture flow, image transformations and simulations for stochastic model of chaotic system - are conducted. These two structure-preserving schemes also give a natural random walk approximation for a generic irreversible drift-diffusion process on a manifold. This makes them suitable for adapting to manifold-related computations that arise from high-dimensional molecular dynamics simulations.
We revisit processes generated by iterated random functions driven by a stationary and ergodic sequence. Such a process is called strongly stable if a random initialization exists, for which the process is stationary and ergodic, and for any other initialization, the difference of the two processes converges to zero almost surely. Under some mild conditions on the corresponding recursive map, without any condition on the driving sequence, we show the strong stability of iterations. Several applications are surveyed such as stochastic approximation and queuing. Furthermore, new results are deduced for Langevin-type iterations with dependent noise and for multitype branching processes.
Communication over a classical multiple-access channel (MAC) with entanglement resources is considered, whereby two transmitters share entanglement resources a priori before communication begins. Leditzki et al. (2020) presented an example of a classical MAC, defined in terms of a pseudo telepathy game, such that the sum rate with entangled transmitters is strictly higher than the best achievable sum rate without such resources. Here, we determine the capacity region for the general MAC with entangled transmitters, and show that the previous result can be obtained as a special case. Furthermore, it has long been known that the capacity region of the classical MAC under a message-average error criterion can be strictly larger than with a maximal error criterion (Dueck, 1978). We observe that given entanglement resources, the regions coincide.
This paper proposes a cell-free massive multiple-input multiple-output (CF-mMIMO) architecture with joint list-based detection with soft interference cancelation (soft-IC) and access points (APs) selection. In particular, we derive a new closed-form expression for the minimum mean-square error receive filter while taking the uplink transmit powers and APs selection into account. This is achieved by optimizing the receive combining vector by minimizing the mean square error between the detected symbol estimate and transmitted symbol, after canceling the multi-user interference (MUI). By using low-density parity check (LDPC) codes, an iterative detection and decoding (IDD) scheme based on a message passing is devised. In order to perform joint detection at the central processing unit (CPU), the access points locally estimate the channel and send their received sample data to the CPU via the front haul links. In order to enhance the system's bit error rate performance, the detected symbols are iteratively exchanged between the joint detector and the LDPC decoder in log likelihood ratio form. Furthermore, we draw insights into the derived detector as the number of IDD iterations increase. Finally, the proposed list detector is compared with existing detection techniques.
In this work, we consider a differential description of the evolution of the state of a reaction-diffusion system under environmental fluctuations. We are interested in estimating the state of the system when only partial observations are available. To describe how observations and states are related, we combine multiplicative noise-driven dynamics with an observation model. More specifically, we ensure that the observations are subjected to error in the form of additive noise. We focus on the state estimation of a Belousov-Zhabotinskii chemical reaction. We simulate a reaction conducted in a quasi-two-dimensional physical domain, such as on the surface of a Petri dish. We aim at reconstructing the emerging chemical patterns based on noisy spectral observations. For this task, we consider a finite difference representation on the spatial domain, where nodes are chosen according to observation sites. We approximate the solution to this state estimation problem with the Block particle filter, a sequential Monte Carlo method capable of addressing the associated high-dimensionality of this state-space representation.
Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping problems and gene expression. Most BSDEs cannot be solved analytically and thus numerical methods must be applied to approximate their solutions. There have been a variety of numerical methods proposed over the past few decades as well as many more currently being developed. For the most part, they exist in a complex and scattered manner with each requiring a variety of assumptions and conditions. The aim of the present work is thus to systematically survey various numerical methods for BSDEs, and in particular, compare and categorize them, for further developments and improvements. To achieve this goal, we focus primarily on the core features of each method based on an extensive collection of 333 references: the main assumptions, the numerical algorithm itself, key convergence properties and advantages and disadvantages, to provide an up-to-date coverage of numerical methods for BSDEs, with insightful summaries of each and a useful comparison and categorization.
The representation, or encoding, utilized in evolutionary algorithms has a substantial effect on their performance. Examination of the suitability of widely used representations for quality diversity optimization (QD) in robotic domains has yielded inconsistent results regarding the most appropriate encoding method. Given the domain-dependent nature of QD, additional evidence from other domains is necessary. This study compares the impact of several representations, including direct encoding, a dictionary-based representation, parametric encoding, compositional pattern producing networks, and cellular automata, on the generation of voxelized meshes in an architecture setting. The results reveal that some indirect encodings outperform direct encodings and can generate more diverse solution sets, especially when considering full phenotypic diversity. The paper introduces a multi-encoding QD approach that incorporates all evaluated representations in the same archive. Species of encodings compete on the basis of phenotypic features, leading to an approach that demonstrates similar performance to the best single-encoding QD approach. This is noteworthy, as it does not always require the contribution of the best-performing single encoding.
We formulate a data-driven method for constructing finite volume discretizations of a dynamical system's underlying Continuity / Fokker-Planck equation. A method is employed that allows for flexibility in partitioning state space, generalizes to function spaces, applies to arbitrarily long sequences of time-series data, is robust to noise, and quantifies uncertainty with respect to finite sample effects. After applying the method, one is left with Markov states (cell centers) and a random matrix approximation to the generator. When used in tandem, they emulate the statistics of the underlying system. We apply the method to the Lorenz equations (a three-dimensional ordinary differential equation) and a modified Held-Suarez atmospheric simulation (a Flux-Differencing Discontinuous Galerkin discretization of the compressible Euler equations with gravity and rotation on a thin spherical shell). We show that a coarse discretization captures many essential statistical properties of the system, such as steady state moments, time autocorrelations, and residency times for subsets of state space.