Nonlinear feedback design via state-dependent Riccati equations is well established but unfeasible for large-scale systems because of computational costs. If the system can be embedded in the class of linear parameter-varying (LPV) systems with the parameter dependency being affine-linear, then the nonlinear feedback law has a series expansion with constant and precomputable coefficients. In this work, we propose a general method to approximating nonlinear systems such that the series expansion is possible and efficient even for high-dimensional systems. We lay out the stabilization of incompressible Navier-Stokes equations as application, discuss the numerical solution of the involved matrix-valued equations, and confirm the performance of the approach in a numerical example.
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In this paper we examine the use of low-rank approximations for the handling of radiation boundary conditions in a transient heat equation given a cavity radiation setting. The finite element discretization that arises from cavity radiation is well known to be dense, which poses difficulties for efficiency and scalability of solvers. Here we consider a special treatment of the cavity radiation discretization using a block low-rank approximation combined with hierarchical matrices. We provide an overview of the methodology and discusses techniques that can be used to improve efficiency within the framework of hierarchical matrices, including the usage of the approximate cross approximation (ACA) method. We provide a number of numerical results that demonstrate the accuracy and efficiency of the approach in practical problems, and demonstrate significant speedup and memory reduction compared to the more conventional "dense matrix" approach.
We obtain bounds to quantify the distributional approximation in the delta method for vector statistics (the sample mean of $n$ independent random vectors) for normal and non-normal limits, measured using smooth test functions. For normal limits, we obtain bounds of the optimal order $n^{-1/2}$ rate of convergence, but for a wide class of non-normal limits, which includes quadratic forms amongst others, we achieve bounds with a faster order $n^{-1}$ convergence rate. We apply our general bounds to derive explicit bounds to quantify distributional approximations of an estimator for Bernoulli variance, several statistics of sample moments, order $n^{-1}$ bounds for the chi-square approximation of a family of rank-based statistics, and we also provide an efficient independent derivation of an order $n^{-1}$ bound for the chi-square approximation of Pearson's statistic. In establishing our general results, we generalise recent results on Stein's method for functions of multivariate normal random vectors to vector-valued functions and sums of independent random vectors whose components may be dependent. These bounds are widely applicable and are of independent interest.
A non-intrusive model order reduction (MOR) method that combines features of the dynamic mode decomposition (DMD) and the radial basis function (RBF) network is proposed to predict the dynamics of parametric nonlinear systems. In many applications, we have limited access to the information of the whole system, which motivates non-intrusive model reduction. One bottleneck is capturing the dynamics of the solution without knowing the physics inside the ``black-box'' system. DMD is a powerful tool to mimic the dynamics of the system and give a reliable approximation of the solution in the time domain using only the dominant DMD modes. However, DMD cannot reproduce the parametric behavior of the dynamics. Our contribution focuses on extending DMD to parametric DMD by RBF interpolation. Specifically, an RBF network is first trained using snapshot matrices at limited parameter samples. The snapshot matrix at any new parameter sample can be quickly learned from the RBF network. DMD will use the newly generated snapshot matrix at the online stage to predict the time patterns of the dynamics corresponding to the new parameter sample. The proposed framework and algorithm are tested and validated by numerical examples including models with parametrized and time-varying inputs.
A unified framework for fourth-order semilinear problems with trilinear nonlinearity and general source allows for quasi-best approximation with lowest-order finite element methods. This paper establishes the stability and a priori error control in the piecewise energy and weaker Sobolev norms under minimal hypotheses. Applications include the stream function vorticity formulation of the incompressible 2D Navier-Stokes equations and the von K\'{a}rm\'{a}n equations with Morley, discontinuous Galerkin, $C^0$ interior penalty, and weakly over-penalized symmetric interior penalty schemes. The proposed new discretizations consider quasi-optimal smoothers for the source term and smoother-type modifications inside the nonlinear terms.
In this work, two Crank-Nicolson schemes without corrections are developed for sub-diffusion equations. First, we propose a Crank-Nicolson scheme without correction for problems with regularity assumptions only on the source term. Second, since the existing Crank-Nicolson schemes have a severe reduction of convergence order for solving sub-diffusion equations with singular source terms in time, we then extend our scheme and propose a new Crank-Nicolson scheme for problems with singular source terms in time. Second-order error estimates for both the two Crank-Nicolson schemes are rigorously established by a Laplace transform technique, which are numerically verified by some numerical examples.
In this paper, we are interested in constructing a scheme solving compressible Navier--Stokes equations, with desired properties including high order spatial accuracy, conservation, and positivity-preserving of density and internal energy under a standard hyperbolic type CFL constraint on the time step size, e.g., $\Delta t=\mathcal O(\Delta x)$. Strang splitting is used to approximate convection and diffusion operators separately. For the convection part, i.e., the compressible Euler equation, the high order accurate postivity-preserving Runge--Kutta discontinuous Galerkin method can be used. For the diffusion part, the equation of internal energy instead of the total energy is considered, and a first order semi-implicit time discretization is used for the ease of achieving positivity. A suitable interior penalty discontinuous Galerkin method for the stress tensor can ensure the conservation of momentum and total energy for any high order polynomial basis. In particular, positivity can be proven with $\Delta t=\mathcal{O}(\Delta x)$ if the Laplacian operator of internal energy is approximated by the $\mathbb{Q}^k$ spectral element method with $k=1,2,3$. So the full scheme with $\mathbb{Q}^k$ ($k=1,2,3$) basis is conservative and positivity-preserving with $\Delta t=\mathcal{O}(\Delta x)$, which is robust for demanding problems such as solutions with low density and low pressure induced by high-speed shock diffraction. Even though the full scheme is only first order accurate in time, numerical tests indicate that higher order polynomial basis produces much better numerical solutions, e.g., better resolution for capturing the roll-ups during shock reflection.
In this work, following the Discrete de Rham (DDR) paradigm, we develop an arbitrary-order discrete divdiv complex on general polyhedral meshes. The construction rests 1) on discrete spaces that are spanned by vectors of polynomials whose components are attached to mesh entities and 2) on discrete operators obtained mimicking integration by parts formulas. We provide an in-depth study of the algebraic properties of the local complex, showing that it is exact on mesh elements with trivial topology. The new DDR complex is used to design a numerical scheme for the approximation of biharmonic problems, for which we provide detailed stability and convergence analyses.
We provide a new approach for establishing hardness of approximation results, based on the theory recently introduced by the author. It allows one to directly show that approximating a problem beyond a certain threshold requires super-polynomial time. To exhibit the framework, we revisit two famous problems in this paper. The particular results we prove are: MAX-3-SAT$(1,\frac{7}{8}+\epsilon)$ requires exponential time for any constant $\epsilon$ satisfying $\frac{1}{8} \geq \epsilon > 0$. In particular, the gap exponential time hypothesis (Gap-ETH) holds. MAX-3-LIN-2$(1-\epsilon, \frac{1}{2}+\epsilon)$ requires exponential time for any constant $\epsilon$ satisfying $\frac{1}{4} \geq \epsilon > 0$.
We introduce a priori Sobolev-space error estimates for the solution of nonlinear, and possibly parametric, PDEs using Gaussian process and kernel based methods. The primary assumptions are: (1) a continuous embedding of the reproducing kernel Hilbert space of the kernel into a Sobolev space of sufficient regularity; and (2) the stability of the differential operator and the solution map of the PDE between corresponding Sobolev spaces. The proof is articulated around Sobolev norm error estimates for kernel interpolants and relies on the minimizing norm property of the solution. The error estimates demonstrate dimension-benign convergence rates if the solution space of the PDE is smooth enough. We illustrate these points with applications to high-dimensional nonlinear elliptic PDEs and parametric PDEs. Although some recent machine learning methods have been presented as breaking the curse of dimensionality in solving high-dimensional PDEs, our analysis suggests a more nuanced picture: there is a trade-off between the regularity of the solution and the presence of the curse of dimensionality. Therefore, our results are in line with the understanding that the curse is absent when the solution is regular enough.
The Nash Equilibrium (NE) estimation in bidding games of electricity markets is the key concern of both generation companies (GENCOs) for bidding strategy optimization and the Independent System Operator (ISO) for market surveillance. However, existing methods for NE estimation in emerging modern electricity markets (FEM) are inaccurate and inefficient because the priori knowledge of bidding strategies before any environment changes, such as load demand variations, network congestion, and modifications of market design, is not fully utilized. In this paper, a Bayes-adaptive Markov Decision Process in FEM (BAMDP-FEM) is therefore developed to model the GENCOs' bidding strategy optimization considering the priori knowledge. A novel Multi-Agent Generative Adversarial Imitation Learning algorithm (MAGAIL-FEM) is then proposed to enable GENCOs to learn simultaneously from priori knowledge and interactions with changing environments. The obtained NE is a Bayesian Nash Equilibrium (BNE) with priori knowledge transferred from the previous environment. In the case study, the superiority of this proposed algorithm in terms of convergence speed compared with conventional methods is verified. It is concluded that the optimal bidding strategies in the obtained BNE can always lead to more profits than NE due to the effective learning from the priori knowledge. Also, BNE is more accurate and consistent with situations in real-world markets.
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