We demonstrate the feasibility of a scheme to obtain approximate weak solutions to the (inviscid) Burgers equation in conservation and Hamilton-Jacobi form, treated as degenerate elliptic problems. We show different variants recover non-unique weak solutions as appropriate, and also specific constructive approaches to recover the corresponding entropy solutions.
In CFD, mesh smoothing methods are commonly utilized to refine the mesh quality to achieve high-precision numerical simulations. Specifically, optimization-based smoothing is used for high-quality mesh smoothing, but it incurs significant computational overhead. Pioneer works improve its smoothing efficiency by adopting supervised learning to learn smoothing methods from high-quality meshes. However, they pose difficulty in smoothing the mesh nodes with varying degrees and also need data augmentation to address the node input sequence problem. Additionally, the required labeled high-quality meshes further limit the applicability of the proposed method. In this paper, we present GMSNet, a lightweight neural network model for intelligent mesh smoothing. GMSNet adopts graph neural networks to extract features of the node's neighbors and output the optimal node position. During smoothing, we also introduce a fault-tolerance mechanism to prevent GMSNet from generating negative volume elements. With a lightweight model, GMSNet can effectively smoothing mesh nodes with varying degrees and remain unaffected by the order of input data. A novel loss function, MetricLoss, is also developed to eliminate the need for high-quality meshes, which provides a stable and rapid convergence during training. We compare GMSNet with commonly used mesh smoothing methods on two-dimensional triangle meshes. The experimental results show that GMSNet achieves outstanding mesh smoothing performances with 5% model parameters of the previous model, and attains 13.56 times faster than optimization-based smoothing.
This work presents a procedure to solve the Euler equations by explicitly updating, in a conservative manner, a generic thermodynamic variable such as temperature, pressure or entropy instead of the total energy. The presented procedure is valid for any equation of state and spatial discretization. When using complex equations of state such as Span-Wagner, choosing the temperature as the generic thermodynamic variable yields great reductions in the computational costs associated to thermodynamic evaluations. Results computed with a state of the art thermodynamic model are presented, and computational times are analyzed. Particular attention is dedicated to the conservation of total energy, the propagation speed of shock waves and jump conditions. The procedure is thoroughly tested using the Span-Wagner equation of state through the CoolProp thermodynamic library and the Van der Waals equation of state, both in the ideal and non-ideal compressible fluid-dynamics regimes, by comparing it to the standard total energy update and analytical solutions where available.
Sparse recovery principles play an important role in solving many nonlinear ill-posed inverse problems. We investigate a variational framework with support Oracle for compressed sensing sparse reconstructions, where the available measurements are nonlinear and possibly corrupted by noise. A graph neural network, named Oracle-Net, is proposed to predict the support from the nonlinear measurements and is integrated into a regularized recovery model to enforce sparsity. The derived nonsmooth optimization problem is then efficiently solved through a constrained proximal gradient method. Error bounds on the approximate solution of the proposed Oracle-based optimization are provided in the context of the ill-posed Electrical Impedance Tomography problem. Numerical solutions of the EIT nonlinear inverse reconstruction problem confirm the potential of the proposed method which improves the reconstruction quality from undersampled measurements, under sparsity assumptions.
We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to component. In the standard formulation, Tikhonov regularization compensates for the inherent ill-conditioning of linear inverse problems by augmenting the data fidelity term measuring the mismatch between the data and the model output with a scaled penalty functional. The selection of the scaling is the core problem in Tikhonov regularization. If an estimate of the amount of noise in the data is available, a popular way is to use the Morozov discrepancy principle, stating that the scaling parameter should be chosen so as to guarantee that the norm of the data fitting error is approximately equal to the norm of the noise in the data. A too small value of the regularization parameter would yield a solution that fits to the noise while a too large value would lead to an excessive penalization of the solution. In many applications, it would be preferable to apply distributed regularization, replacing the regularization scalar by a vector valued parameter, allowing different regularization for different components of the unknown, or for groups of them. A distributed Tikhonov-inspired regularization is particularly well suited when the data have significantly different sensitivity to different components, or to promote sparsity of the solution. The numerical scheme that we propose, while exploiting the Bayesian interpretation of the inverse problem and identifying the Tikhonov regularization with the Maximum A Posteriori (MAP) estimation, requires no statistical tools. A combination of numerical linear algebra and optimization tools makes the scheme computationally efficient and suitable for problems where the matrix is not explicitly available.
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.
We consider a discrete best approximation problem formulated in the framework of tropical algebra, which deals with the theory and applications of algebraic systems with idempotent operations. Given a set of samples of input and output of an unknown function, the problem is to construct a generalized tropical Puiseux polynomial that best approximates the function in the sense of a tropical distance function. The construction of an approximate polynomial involves the evaluation of both unknown coefficient and exponent of each monomial in the polynomial. To solve the approximation problem, we first reduce the problem to an equation in unknown vector of coefficients, which is given by a matrix with entries parameterized by unknown exponents. We derive a best approximate solution of the equation, which yields both vector of coefficients and approximation error parameterized by the exponents. Optimal values of exponents are found by minimization of the approximation error, which is transformed into minimization of a function of exponents over all partitions of a finite set. We solve this minimization problem in terms of max-plus algebra by using a computational procedure based on the agglomerative clustering technique. This solution is extended to the minimization problem of finding optimal exponents in the polynomial in terms of max-algebra. The results obtained are applied to develop new solutions for conventional problems of discrete best Chebyshev approximation of real functions by piecewise linear functions and piecewise Puiseux polynomials. We discuss computational complexity of the proposed solution and estimate upper bounds on the computational time. We demonstrate examples of approximation problems solved in terms of max-plus and max-algebra, and give graphical illustrations.
In a regression model with multiple response variables and multiple explanatory variables, if the difference of the mean vectors of the response variables for different values of explanatory variables is always in the direction of the first principal eigenvector of the covariance matrix of the response variables, then it is called a multivariate allometric regression model. This paper studies the estimation of the first principal eigenvector in the multivariate allometric regression model. A class of estimators that includes conventional estimators is proposed based on weighted sum-of-squares matrices of regression sum-of-squares matrix and residual sum-of-squares matrix. We establish an upper bound of the mean squared error of the estimators contained in this class, and the weight value minimizing the upper bound is derived. Sufficient conditions for the consistency of the estimators are discussed in weak identifiability regimes under which the difference of the largest and second largest eigenvalues of the covariance matrix decays asymptotically and in "large $p$, large $n$" regimes, where $p$ is the number of response variables and $n$ is the sample size. Several numerical results are also presented.
Iterative parallel-in-time algorithms like Parareal can extend scaling beyond the saturation of purely spatial parallelization when solving initial value problems. However, they require the user to build coarse models to handle the inevitably serial transport of information in time.This is a time consuming and difficult process since there is still only limited theoretical insight into what constitutes a good and efficient coarse model. Novel approaches from machine learning to solve differential equations could provide a more generic way to find coarse level models for parallel-in-time algorithms. This paper demonstrates that a physics-informed Fourier Neural Operator (PINO) is an effective coarse model for the parallelization in time of the two-asset Black-Scholes equation using Parareal. We demonstrate that PINO-Parareal converges as fast as a bespoke numerical coarse model and that, in combination with spatial parallelization by domain decomposition, it provides better overall speedup than both purely spatial parallelization and space-time parallelizaton with a numerical coarse propagator.
We consider parameter estimation of the reaction term for a second order linear parabolic stochastic partial differential equation in two space dimensions driven by a $Q$-Wiener process under small diffusivity. We first construct an estimator of the reaction parameter based on continuous spatio-temporal data, and then derive an estimator of the reaction parameter based on high frequency spatio-temporal data by discretizing the estimator based on the continuous data. We show that the estimators have consistency and asymptotic normality. Furthermore, we give simulation results of the estimator based on high frequency data.
We prove the full equivalence between Assembly Theory (AT) and Shannon Entropy via a method based upon the principles of statistical compression renamed `assembly index' that belongs to the LZ family of popular compression algorithms (ZIP, GZIP, JPEG). Such popular algorithms have been shown to empirically reproduce the results of AT, results that have also been reported before in successful applications to separating organic from non-organic molecules and in the context of the study of selection and evolution. We show that the assembly index value is equivalent to the size of a minimal context-free grammar. The statistical compressibility of such a method is bounded by Shannon Entropy and other equivalent traditional LZ compression schemes, such as LZ77, LZ78, or LZW. In addition, we demonstrate that AT, and the algorithms supporting its pathway complexity, assembly index, and assembly number, define compression schemes and methods that are subsumed into the theory of algorithmic (Kolmogorov-Solomonoff-Chaitin) complexity. Due to AT's current lack of logical consistency in defining causality for non-stochastic processes and the lack of empirical evidence that it outperforms other complexity measures found in the literature capable of explaining the same phenomena, we conclude that the assembly index and the assembly number do not lead to an explanation or quantification of biases in generative (physical or biological) processes, including those brought about by (abiotic or Darwinian) selection and evolution, that could not have been arrived at using Shannon Entropy or that have not been reported before using classical information theory or algorithmic complexity.