We study a class of spatial discretizations for the Vlasov-Poisson system written as an hyperbolic system using Hermite polynomials. In particular, we focus on spectral methods and discontinuous Galerkin approximations. To obtain L 2 stability properties, we introduce a new L 2 weighted space, with a time dependent weight. For the Hermite spectral form of the Vlasov-Poisson system, we prove conservation of mass, momentum and total energy, as well as global stability for the weighted L 2 norm. These properties are then discussed for several spatial discretizations. Finally, numerical simulations are performed with the proposed DG/Hermite spectral method to highlight its stability and conservation features.
The combination of numerical integration and deep learning, i.e., ODE-net, has been successfully employed in a variety of applications. In this work, we introduce inverse modified differential equations (IMDE) to contribute to the behaviour and error analysis of discovery of dynamics using ODE-net. It is shown that the difference between the learned ODE and the truncated IMDE is bounded by the sum of learning loss and a discrepancy which can be made sub exponentially small. In addition, we deduce that the total error of ODE-net is bounded by the sum of discrete error and learning loss. Furthermore, with the help of IMDE, theoretical results on learning Hamiltonian system are derived. Several experiments are performed to numerically verify our theoretical results.
In the recent COVID-19 pandemic, a wide range of epidemiological modelling approaches have been used to predict the effective reproduction number, R(t), and other COVID-19 related measures such as the daily rate of exponential growth, r(t). These candidate models use different modelling approaches or differing assumptions about spatial or age mixing, and some capture genuine uncertainty in scientific understanding of disease dynamics. Combining estimates using appropriate statistical methodology from multiple candidate models is important to better understand the variation of these outcome measures to help inform decision making. In this paper, we combine these estimates for specific UK nations and regions using random effects meta analyses techniques, utilising the restricted maximum likelihood (REML) method to estimate the heterogeneity variance parameter, and two approaches to calculate the confidence interval for the combined estimate: the standard Wald-type intervals; and the Knapp and Hartung (KNHA) method. As estimates in this setting are derived using model predictions, each with varying degrees of uncertainty, equal weighting is favoured over the more standard inverse-variance weighting in order avoid potential up-weighting of models providing estimates with lower levels of uncertainty that are not fully accounting for inherent uncertainties. Utilising these meta-analysis techniques has allowed for statistically robust combined estimates to be calculated for key COVID-19 outcome measures. This in turn allows timely and informed decision making based on all of the available information.
The property of conformal predictors to guarantee the required accuracy rate makes this framework attractive in various practical applications. However, this property is achieved at a price of reduction in precision. In the case of conformal classification, the systems can output multiple class labels instead of one. It is also known from the literature, that the choice of nonconformity function has a major impact on the efficiency of conformal classifiers. Recently, it was shown that different model-agnostic nonconformity functions result in conformal classifiers with different characteristics. For a Neural Network-based conformal classifier, the inverse probability (or hinge loss) allows minimizing the average number of predicted labels, and margin results in a larger fraction of singleton predictions. In this work, we aim to further extend this study. We perform an experimental evaluation using 8 different classification algorithms and discuss when the previously observed relationship holds or not. Additionally, we propose a successful method to combine the properties of these two nonconformity functions. The experimental evaluation is done using 11 real and 5 synthetic datasets.
In this paper, we propose and analyze a temporally second-order accurate, fully discrete finite element method for the magnetohydrodynamic (MHD) equations. A modified Crank--Nicolson method is used to discretize the model and appropriate semi-implicit treatments are applied to the fluid convection term and two coupling terms. These semi-implicit approximations result in a linear system with variable coefficients for which the unique solvability can be proved theoretically. In addition, we use a decoupling projection method of the Van Kan type \cite{vankan1986} in the Stokes solver, which computes the intermediate velocity field based on the gradient of the pressure from the previous time level, and enforces the incompressibility constraint via the Helmholtz decomposition of the intermediate velocity field. The energy stability of the scheme is theoretically proved, in which the decoupled Stokes solver needs to be analyzed in details. Optimal-order convergence of $\mathcal{O} (\tau^2+h^{r+1})$ in the discrete $L^\infty(0,T;L^2)$ norm is proved for the proposed decoupled projection finite element scheme, where $\tau$ and $h$ are the time stepsize and spatial mesh size, respectively, and $r$ is the degree of the finite elements. Existing error estimates of second-order projection methods of the Van Kan type \cite{vankan1986} were only established in the discrete $L^2(0,T;L^2)$ norm for the Navier--Stokes equations. Numerical examples are provided to illustrate the theoretical results.
Imposing orthogonal transformations between layers of a neural network has been considered for several years now. This facilitates their learning, by limiting the explosion/vanishing of the gradient; decorrelates the features; improves the robustness. In this framework, this paper studies theoretical properties of orthogonal convolutional layers. More precisely, we establish necessary and sufficient conditions on the layer architecture guaranteeing the existence of an orthogonal convolutional transform. These conditions show that orthogonal convolutional transforms exist for almost all architectures used in practice. Recently, a regularization term imposing the orthogonality of convolutional layers has been proposed. We make the link between this regularization term and orthogonality measures. In doing so, we show that this regularization strategy is stable with respect to numerical and optimization errors and remains accurate when the size of the signals/images is large. This holds for both row and column orthogonality. Finally, we confirm these theoretical results with experiments, and also empirically study the landscape of the regularization term.
We analyze when an arbitrary matrix pencil is equivalent to a dissipative Hamiltonian pencil and show that this heavily restricts the spectral properties. In order to relax the spectral properties, we introduce matrix pencils with coefficients that have positive semidefinite Hermitian parts. We will make a detailed analysis of their spectral properties and their numerical range. In particular, we relate the Kronecker structure of these pencils to that of an underlying skew-Hermitian pencil and discuss their regularity, index, numerical range, and location of eigenvalues. Further, we study matrix polynomials with positive semidefinite Hermitian coefficients and use linearizations with positive semidefinite Hermitian parts to derive sufficient conditions for a spectrum in the left half plane and derive bounds on the index.
Stabilized explicit methods are particularly efficient for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they loose their efficiency when a severe stiffness is induced by very few "fast" degrees of freedom, as the stiff and nonstiff terms are evaluated concurrently. Therefore, inspired by [A. Abdulle, M. J. Grote, and G. Rosilho de Souza, Preprint (2020), arXiv:2006.00744] we introduce a stochastic modified equation whose stiffness depends solely on the "slow" terms. By integrating this modified equation with a stabilized explicit scheme we devise a multirate method which overcomes the bottleneck caused by a few severely stiff terms and recovers the efficiency of stabilized schemes for large systems of nonlinear SDEs. The scheme is not based on any scale separation assumption of the SDE and therefore it is employable for problems stemming from the spatial discretization of stochastic parabolic partial differential equations on locally refined grids. The multirate scheme has strong order 1/2, weak order 1 and its stability is proved on a model problem. Numerical experiments confirm the efficiency and accuracy of the scheme.
The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the H\'enon-Heiles system and a Lotka-Volterra system, and on both the training and integration of a pendulum system learned from data by a neural network.
We study the use of the Wave-U-Net architecture for speech enhancement, a model introduced by Stoller et al for the separation of music vocals and accompaniment. This end-to-end learning method for audio source separation operates directly in the time domain, permitting the integrated modelling of phase information and being able to take large temporal contexts into account. Our experiments show that the proposed method improves several metrics, namely PESQ, CSIG, CBAK, COVL and SSNR, over the state-of-the-art with respect to the speech enhancement task on the Voice Bank corpus (VCTK) dataset. We find that a reduced number of hidden layers is sufficient for speech enhancement in comparison to the original system designed for singing voice separation in music. We see this initial result as an encouraging signal to further explore speech enhancement in the time-domain, both as an end in itself and as a pre-processing step to speech recognition systems.
We study the problem of learning a latent variable model from a stream of data. Latent variable models are popular in practice because they can explain observed data in terms of unobserved concepts. These models have been traditionally studied in the offline setting. The online EM is arguably the most popular algorithm for learning latent variable models online. Although it is computationally efficient, it typically converges to a local optimum. In this work, we develop a new online learning algorithm for latent variable models, which we call SpectralLeader. SpectralLeader always converges to the global optimum, and we derive a $O(\sqrt{n})$ upper bound up to log factors on its $n$-step regret in the bag-of-words model. We show that SpectralLeader performs similarly to or better than the online EM with tuned hyper-parameters, in both synthetic and real-world experiments.