We propose a positivity preserving finite element discretization for the nonlinear Gross-Pitaevskii eigenvalue problem. The method employs mass lumping techniques, which allow to transfer the uniqueness up to sign and positivity properties of the continuous ground state to the discrete setting. We further prove that every non-negative discrete excited state up to sign coincides with the discrete ground state. This allows one to identify the limit of fully discretized gradient flows, which are typically used to compute the discrete ground state, and thereby establish their global convergence. Furthermore, we perform a rigorous a priori error analysis of the proposed non-standard finite element discretization, showing optimal orders of convergence for all unknowns. Numerical experiments illustrate the theoretical results of this paper.
We propose a way to maintain strong consistency and facilitate error analysis in the context of dissipation-based WENO stabilization for continuous and discontinuous Galerkin discretizations of conservation laws. Following Kuzmin and Vedral (J. Comput. Phys. 487:112153, 2023) and Vedral (arXiv preprint arXiv:2309.12019), we use WENO shock detectors to determine appropriate amounts of low-order artificial viscosity. In contrast to existing WENO methods, our approach blends candidate polynomials using residual-based nonlinear weights. The shock-capturing terms of our stabilized Galerkin methods vanish if residuals do. This enables us to achieve improved accuracy compared to weakly consistent alternatives. As we show in the context of steady convection-diffusion-reaction (CDR) equations, nonlinear local projection stabilization terms can be included in a way that preserves the coercivity of local bilinear forms. For the corresponding Galerkin-WENO discretization of a CDR problem, we rigorously derive a priori error estimates. Additionally, we demonstrate the stability and accuracy of the proposed method through one- and two-dimensional numerical experiments for hyperbolic conservation laws and systems thereof. The numerical results for representative test problems are superior to those obtained with traditional WENO schemes, particularly in scenarios involving shocks and steep gradients.
We present a novel, and effective, approach to the long-standing problem of mesh adaptivity in finite element methods (FEM). FE solvers are powerful tools for solving partial differential equations (PDEs), but their cost and accuracy are critically dependent on the choice of mesh points. To keep computational costs low, mesh relocation (r-adaptivity) seeks to optimise the position of a fixed number of mesh points to obtain the best FE solution accuracy. Classical approaches to this problem require the solution of a separate nonlinear "meshing" PDE to find the mesh point locations. This incurs significant cost at remeshing and relies on certain a-priori assumptions and guiding heuristics for optimal mesh point location. Recent machine learning approaches to r-adaptivity have mainly focused on the construction of fast surrogates for such classical methods. Our new approach combines a graph neural network (GNN) powered architecture, with training based on direct minimisation of the FE solution error with respect to the mesh point locations. The GNN employs graph neural diffusion (GRAND), closely aligning the mesh solution space to that of classical meshing methodologies, thus replacing heuristics with a learnable strategy, and providing a strong inductive bias. This allows for rapid and robust training and results in an extremely efficient and effective GNN approach to online r-adaptivity. This method outperforms classical and prior ML approaches to r-adaptive meshing on the test problems we consider, in particular achieving lower FE solution error, whilst retaining the significant speed-up over classical methods observed in prior ML work.
We discuss a connection between a generative model, called the diffusion model, and nonequilibrium thermodynamics for the Fokker-Planck equation, called stochastic thermodynamics. Based on the techniques of stochastic thermodynamics, we derive the speed-accuracy trade-off for the diffusion models, which is a trade-off relationship between the speed and accuracy of data generation in diffusion models. Our result implies that the entropy production rate in the forward process affects the errors in data generation. From a stochastic thermodynamic perspective, our results provide quantitative insight into how best to generate data in diffusion models. The optimal learning protocol is introduced by the conservative force in stochastic thermodynamics and the geodesic of space by the 2-Wasserstein distance in optimal transport theory. We numerically illustrate the validity of the speed-accuracy trade-off for the diffusion models with different noise schedules such as the cosine schedule, the conditional optimal transport, and the optimal transport.
We present a wavenumber-explicit analysis of FEM-BEM coupling methods for time-harmonic Helmholtz problems proposed in arXiv:2004.03523 for conforming discretizations and in arXiv:2105.06173 for discontinuous Galerkin (DG) volume discretizations. We show that the conditions that $kh/p$ be sufficiently small and that $\log(k) / p$ be bounded imply quasi-optimality of both conforming and DG-method, where $k$ is the wavenumber, $h$ the mesh size, and $p$ the approximation order. The analysis relies on a $k$-explicit regularity theory for a three-field coupling formulation.
We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems, of which the inner one can be solved either exactly or cheaply, while the outer one can be recast as an unconstrained optimization task over a smooth real Riemannian manifold. We observe that this paradigm applies to many matrix nearness problems of practical interest appearing in the literature, thus revealing that they are equivalent in this sense to a Riemannian optimization problem. We also show that the objective function to be minimized on the Riemannian manifold can be discontinuous, thus requiring regularization techniques, and we give conditions for this to happen. Finally, we demonstrate the practical applicability of our method by implementing it for a number of matrix nearness problems that are relevant for applications and are currently considered very demanding in practice. Extensive numerical experiments demonstrate that our method often greatly outperforms its predecessors, including algorithms specifically designed for those particular problems.
The Lippmann--Schwinger--Lanczos (LSL) algorithm has recently been shown to provide an efficient tool for imaging and direct inversion of synthetic aperture radar data in multi-scattering environments [17], where the data set is limited to the monostatic, a.k.a. single input/single output (SISO) measurements. The approach is based on constructing data-driven estimates of internal fields via a reduced-order model (ROM) framework and then plugging them into the Lippmann-Schwinger integral equation. However, the approximations of the internal solutions may have more error due to missing the off diagonal elements of the multiple input/multiple output (MIMO) matrix valued transfer function. This, in turn, may result in multiple echoes in the image. Here we present a ROM-based data completion algorithm to mitigate this problem. First, we apply the LSL algorithm to the SISO data as in [17] to obtain approximate reconstructions as well as the estimate of internal field. Next, we use these estimates to calculate a forward Lippmann-Schwinger integral to populate the missing off-diagonal data (the lifting step). Finally, to update the reconstructions, we solve the Lippmann-Schwinger equation using the original SISO data, where the internal fields are constructed from the lifted MIMO data. The steps of obtaining the approximate reconstructions and internal fields and populating the missing MIMO data entries can be repeated for complex models to improve the images even further. Efficiency of the proposed approach is demonstrated on 2D and 2.5D numerical examples, where we see reconstructions are improved substantially.
A new, more efficient, numerical method for the SDOF problem is presented. Its construction is based on the weak form of the equation of motion, as obtained in part I of the paper, using piece-wise polynomial functions as interpolation functions. The approximation rate can be arbitrarily high, proportional to the degree of the interpolation functions, tempered only by numerical instability. Moreover, the mechanical energy of the system is conserved. Consequently, all significant drawbacks of existing algorithms, such as the limitations imposed by the Dahlqvist Barrier theorem and the need for introduction of numerical damping, have been overcome.
To avoid poor empirical performance in Metropolis-Hastings and other accept-reject-based algorithms practitioners often tune them by trial and error. Lower bounds on the convergence rate are developed in both total variation and Wasserstein distances in order to identify how the simulations will fail so these settings can be avoided, providing guidance on tuning. Particular attention is paid to using the lower bounds to study the convergence complexity of accept-reject-based Markov chains and to constrain the rate of convergence for geometrically ergodic Markov chains. The theory is applied in several settings. For example, if the target density concentrates with a parameter n (e.g. posterior concentration, Laplace approximations), it is demonstrated that the convergence rate of a Metropolis-Hastings chain can be arbitrarily slow if the tuning parameters do not depend carefully on n. This is demonstrated with Bayesian logistic regression with Zellner's g-prior when the dimension and sample increase together and flat prior Bayesian logistic regression as n tends to infinity.
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.
Threshold selection is a fundamental problem in any threshold-based extreme value analysis. While models are asymptotically motivated, selecting an appropriate threshold for finite samples is difficult and highly subjective through standard methods. Inference for high quantiles can also be highly sensitive to the choice of threshold. Too low a threshold choice leads to bias in the fit of the extreme value model, while too high a choice leads to unnecessary additional uncertainty in the estimation of model parameters. We develop a novel methodology for automated threshold selection that directly tackles this bias-variance trade-off. We also develop a method to account for the uncertainty in the threshold estimation and propagate this uncertainty through to high quantile inference. Through a simulation study, we demonstrate the effectiveness of our method for threshold selection and subsequent extreme quantile estimation, relative to the leading existing methods, and show how the method's effectiveness is not sensitive to the tuning parameters. We apply our method to the well-known, troublesome example of the River Nidd dataset.