In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the Laplace transform of a particular expression of the Wright function for which we discuss in detail the error analysis. We also present a code package that implements the algorithm proposed here in different programming languages. The analysis and implementation are accompanied by an extensive set of numerical experiments that validate both the theoretical estimates of the error and the applicability of the proposed method for representing the solutions of fractional differential equations.
In this paper, we develop a Monte Carlo method for solving PDEs involving an integral fractional Laplacian (IFL) in multiple dimensions. We first construct a new Feynman-Kac representation based on the Green function for the fractional Laplacian operator on the unit ball in arbitrary dimensions. Inspired by the "walk-on-spheres" algorithm proposed in [24], we extend our algorithm for solving fractional PDEs in the complex domain. Then, we can compute the expectation of a multi-dimensional random variable with a known density function to obtain the numerical solution efficiently. The proposed algorithm finds it remarkably efficient in solving fractional PDEs: it only needs to evaluate the integrals of expectation form over a series of inside ball tangent boundaries with the known Green function. Moreover, we carry out the error estimates of the proposed method for the $n$-dimensional unit ball. Finally, ample numerical results are presented to demonstrate the robustness and effectiveness of this approach for fractional PDEs in unit disk and complex domains, and even in ten-dimensional unit balls.
Given a set $P$ of $n$ points in the plane, the $k$-center problem is to find $k$ congruent disks of minimum possible radius such that their union covers all the points in $P$. The $2$-center problem is a special case of the $k$-center problem that has been extensively studied in the recent past \cite{CAHN,HT,SH}. In this paper, we consider a generalized version of the $2$-center problem called \textit{proximity connected} $2$-center (PCTC) problem. In this problem, we are also given a parameter $\delta\geq 0$ and we have the additional constraint that the distance between the centers of the disks should be at most $\delta$. Note that when $\delta=0$, the PCTC problem is reduced to the $1$-center(minimum enclosing disk) problem and when $\delta$ tends to infinity, it is reduced to the $2$-center problem. The PCTC problem first appeared in the context of wireless networks in 1992 \cite{ACN0}, but obtaining a nontrivial deterministic algorithm for the problem remained open. In this paper, we resolve this open problem by providing a deterministic $O(n^2\log n)$ time algorithm for the problem.
We describe a numerical algorithm for approximating the equilibrium-reduced density matrix and the effective (mean force) Hamiltonian for a set of system spins coupled strongly to a set of bath spins when the total system (system+bath) is held in canonical thermal equilibrium by weak coupling with a "super-bath". Our approach is a generalization of now standard typicality algorithms for computing the quantum expectation value of observables of bare quantum systems via trace estimators and Krylov subspace methods. In particular, our algorithm makes use of the fact that the reduced system density, when the bath is measured in a given random state, tends to concentrate about the corresponding thermodynamic averaged reduced system density. Theoretical error analysis and numerical experiments are given to validate the accuracy of our algorithm. Further numerical experiments demonstrate the potential of our approach for applications including the study of quantum phase transitions and entanglement entropy for long-range interaction systems.
There has been an arising trend of adopting deep learning methods to study partial differential equations (PDEs). This article is to propose a Deep Learning Galerkin Method (DGM) for the closed-loop geothermal system, which is a new coupled multi-physics PDEs and mainly consists of a framework of underground heat exchange pipelines to extract the geothermal heat from the geothermal reservoir. This method is a natural combination of Galerkin Method and machine learning with the solution approximated by a neural network instead of a linear combination of basis functions. We train the neural network by randomly sampling the spatiotemporal points and minimize loss function to satisfy the differential operators, initial condition, boundary and interface conditions. Moreover, the approximate ability of the neural network is proved by the convergence of the loss function and the convergence of the neural network to the exact solution in L^2 norm under certain conditions. Finally, some numerical examples are carried out to demonstrate the approximation ability of the neural networks intuitively.
Existing inferential methods for small area data involve a trade-off between maintaining area-level frequentist coverage rates and improving inferential precision via the incorporation of indirect information. In this article, we propose a method to obtain an area-level prediction region for a future observation which mitigates this trade-off. The proposed method takes a conformal prediction approach in which the conformity measure is the posterior predictive density of a working model that incorporates indirect information. The resulting prediction region has guaranteed frequentist coverage regardless of the working model, and, if the working model assumptions are accurate, the region has minimum expected volume compared to other regions with the same coverage rate. When constructed under a normal working model, we prove such a prediction region is an interval and construct an efficient algorithm to obtain the exact interval. We illustrate the performance of our method through simulation studies and an application to EPA radon survey data.
In this article we suggest two discretization methods based on isogeometric analysis (IGA) for planar linear elasticity. On the one hand, we apply the well-known ansatz of weakly imposed symmetry for the stress tensor and obtain a well-posed mixed formulation. Such modified mixed problems have been already studied by different authors. But we concentrate on the exploitation of IGA results to handle also curved boundary geometries. On the other hand, we consider the more complicated situation of strong symmetry, i.e. we discretize the mixed weak form determined by the so-called Hellinger-Reissner variational principle. We show the existence of suitable approximate fields leading to an inf-sup stable saddle-point problem. For both discretization approaches we prove convergence statements and in case of weak symmetry we illustrate the approximation behavior by means of several numerical experiments.
Emulators that can bypass computationally expensive scientific calculations with high accuracy and speed can enable new studies of fundamental science as well as more potential applications. In this work we discuss solving a system of constraint equations efficiently using a self-learning emulator. A self-learning emulator is an active learning protocol that can be used with any emulator that faithfully reproduces the exact solution at selected training points. The key ingredient is a fast estimate of the emulator error that becomes progressively more accurate as the emulator is improved, and the accuracy of the error estimate can be corrected using machine learning. We illustrate with three examples. The first uses cubic spline interpolation to find the solution of a transcendental equation with variable coefficients. The second example compares a spline emulator and a reduced basis method emulator to find solutions of a parameterized differential equation. The third example uses eigenvector continuation to find the eigenvectors and eigenvalues of a large Hamiltonian matrix that depends on several control parameters.
In this article we implement a method for the computation of a nonlinear elliptic problem with nonstandard growth driven by the $p(x)-$Laplacian operator. Our implementation is based in the {\em decomposition--coordination} method that allows us, via an iterative process, to solve in each step a linear differential equation and a nonlinear algebraic equation. Our code is implemented in {\sc MatLab} in 2 dimensions and turns out to be extremely efficient from the computational point of view.
In this paper, the Lie symmetry analysis is proposed for a space-time convection-diffusion fractional differential equations with the Riemann-Liouville derivative by (2+1) independent variables and one dependent variable. We find a reduction form of our governed fractional differential equation using the similarity solution of our Lie symmetry. One-dimensional optimal system of Lie symmetry algebras is found. We present a computational method via the spectral method based on Bernstein's operational matrices to solve the two-dimensional fractional heat equation with some initial conditions.
In the storied Colonel Blotto game, two colonels allocate $a$ and $b$ troops, respectively, to $k$ distinct battlefields. A colonel wins a battle if they assign more troops to that particular battle, and each colonel seeks to maximize their total number of victories. Despite the problem's formulation in 1921, the first polynomial-time algorithm to compute Nash equilibrium (NE) strategies for this game was discovered only quite recently. In 2016, \citep{ahmadinejad_dehghani_hajiaghayi_lucier_mahini_seddighin_2019} formulated a breakthrough algorithm to compute NE strategies for the Colonel Blotto game\footnote{To the best of our knowledge, the algorithm from \citep{ahmadinejad_dehghani_hajiaghayi_lucier_mahini_seddighin_2019} has computational complexity $O(k^{14}\max\{a,b\}^{13})$}, receiving substantial media coverage (e.g. \citep{Insider}, \citep{NSF}, \citep{ScienceDaily}). In this work, we present the first known $\epsilon$-approximation algorithm to compute NE strategies in the two-player Colonel Blotto game in runtime $\widetilde{O}(\epsilon^{-4} k^8 \max\{a,b\}^2)$ for arbitrary settings of these parameters. Moreover, this algorithm computes approximate coarse correlated equilibrium strategies in the multiplayer (continuous and discrete) Colonel Blotto game (when there are $\ell > 2$ colonels) with runtime $\widetilde{O}(\ell \epsilon^{-4} k^8 n^2 + \ell^2 \epsilon^{-2} k^3 n (n+k))$, where $n$ is the maximum troop count. Before this work, no polynomial-time algorithm was known to compute exact or approximate equilibrium (in any sense) strategies for multiplayer Colonel Blotto with arbitrary parameters. Our algorithm computes these approximate equilibria by a novel (to the author's knowledge) sampling technique with which we implicitly perform multiplicative weights update over the exponentially many strategies available to each player.