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In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can lead to reasonably accurate and relatively parsimonious models for mortality curves across the entire lifespan. A particular feature of the proposed model framework is that it allows for a more direct interpretation of the implied underlying aging process than some previous approaches. Subsequently, towards applications of the approach for multi-population mortality modeling, we introduce regression via the concept of proportional intensities, which are more flexible than proportional hazard models, and we show that the two classes are asymptotically equivalent. We illustrate how the model parameters can be estimated from data by providing an adapted EM algorithm for which the likelihood increases at each iteration. The practical feasibility and competitiveness of the proposed approach are illustrated for several sets of mortality data.

We study Markov chain Monte Carlo (MCMC) algorithms for target distributions defined on matrix spaces. Such an important sampling problem has yet to be analytically explored. We carry out a major step in covering this gap by developing the proper theoretical framework that allows for the identification of ergodicity properties of typical MCMC algorithms, relevant in such a context. Beyond the standard Random-Walk Metropolis (RWM) and preconditioned Crank--Nicolson (pCN), a contribution of this paper in the development of a novel algorithm, termed the `Mixed' pCN (MpCN). RWM and pCN are shown not to be geometrically ergodic for an important class of matrix distributions with heavy tails. In contrast, MpCN is robust across targets with different tail behaviour and has very good empirical performance within the class of heavy-tailed distributions. Geometric ergodicity for MpCN is not fully proven in this work, as some remaining drift conditions are quite challenging to obtain owing to the complexity of the state space. We do, however, make a lot of progress towards a proof, and show in detail the last steps left for future work. We illustrate the computational performance of the various algorithms through numerical applications, including calibration on real data of a challenging model arising in financial statistics.

This study concerns probability distribution estimation of sample maximum. The traditional approach is the parametric fitting to the limiting distribution - the generalized extreme value distribution; however, the model in finite cases is misspecified to a certain extent. We propose a plug-in type of nonparametric estimator which does not need model specification. It is proved that both asymptotic convergence rates depend on the tail index and the second order parameter. As the tail gets light, the degree of misspecification of the parametric fitting becomes large, that means the convergence rate becomes slow. In the Weibull cases, which can be seen as the limit of tail-lightness, only the nonparametric distribution estimator keeps its consistency. Finally, we report the results of numerical experiments.

The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several reasons, the first of which is that TRT is defined on a high-dimensional phase. In order to reduce the dimensionality of the phase space, classical approaches such as the P$_N$ (spherical harmonics) or the S$_N$ (discrete ordinates) ansatz are often used in the literature. In this work, we introduce a novel approach: the hybrid discrete (H$^T_N$) approximation to the radiative thermal transfer equations. This approach acquires desirable properties of both P$_N$ and S$_N$, and indeed reduces to each of these approximations in various limits: H$^1_N$ $\equiv$ P$_N$ and H$^T_0$ $\equiv$ S$_T$. We prove that H$^T_N$ results in a system of hyperbolic equations for all $T\ge 1$ and $N\ge 0$. Another challenge in solving the TRT system is the inherent stiffness due to the large timescale separation between propagation and collisions, especially in the diffusive (i.e., highly collisional) regime. This stiffness challenge can be partially overcome via implicit time integration, although fully implicit methods may become computationally expensive due to the strong nonlinearity and system size. On the other hand, explicit time-stepping schemes that are not also asymptotic-preserving in the highly collisional limit require resolving the mean-free path between collisions, making such schemes prohibitively expensive. In this work we develop a numerical method that is based on a nodal discontinuous Galerkin discretization in space, coupled with a semi-implicit discretization in time. We conduct several numerical experiments to verify the accuracy, efficiency, and robustness of the H$^T_N$ ansatz and the numerical discretizations.

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. An adaptive finite element method driven by an a posteriori error estimator for the error in the parameters is presented. Unlike prior results in the literature, our estimator, which is composed of standard energy error residual estimators for the state equation and suitable co-state problems, reflects the faster convergence of the parameter error compared to the (co)-state variables. We show optimal convergence rates of our method; in particular and unlike prior works, we prove that the estimator decreases with a rate that is the sum of the best approximation rates of the state and co-state variables. Experiments confirm that our method matches the convergence rate of the parameter error.

In this paper, we develop deterministic fully dynamic algorithms for computing approximate distances in a graph with worst-case update time guarantees. In particular we obtain improved dynamic algorithms that, given an unweighted and undirected graph $G=(V,E)$ undergoing edge insertions and deletions, and a parameter $0 < \epsilon \leq 1$, maintain $(1+\epsilon)$-approximations of the $st$ distance of a single pair of nodes, the distances from a single source to all nodes ("SSSP"), the distances from multiple sources to all nodes ("MSSP''), or the distances between all nodes ("APSP"). Our main result is a deterministic algorithm for maintaining $(1+\epsilon)$-approximate single-source distances with worst-case update time $O(n^{1.529})$ (for the current best known bound on the matrix multiplication coefficient $\omega$). This matches a conditional lower bound by [BNS, FOCS 2019]. We further show that we can go beyond this SSSP bound for the problem of maintaining approximate $st$ distances by providing a deterministic algorithm with worst-case update time $O(n^{1.447})$. This even improves upon the fastest known randomized algorithm for this problem. At the core, our approach is to combine algebraic distance maintenance data structures with near-additive emulator constructions. This also leads to novel dynamic algorithms for maintaining $(1+\epsilon, \beta)$-emulators that improve upon the state of the art, which might be of independent interest. Our techniques also lead to improvements for randomized approximate diameter maintenance.

In this paper, we extend the positivity-preserving, entropy stable first-order finite volume-type scheme developed for the one-dimensional compressible Navier-Stokes equations in [1] to three spatial dimensions. The new first-order scheme is provably entropy stable, design-order accurate for smooth solutions, and guarantees the pointwise positivity of thermodynamic variables for 3-D compressible viscous flows. Similar to the 1-D counterpart, the proposed scheme for the 3-D Navier-Stokes equations is discretized on Legendre-Gauss-Lobatto grids used for high-order spectral collocation methods. The positivity of density is achieved by adding an artificial dissipation in the form of the first-order Brenner-Navier-Stokes diffusion operator. Another distinctive feature of the proposed scheme is that the Navier-Stokes viscous terms are discretized by high-order spectral collocation summation-by-parts operators. To eliminate time step stiffness caused by the high-order approximation of the viscous terms, the velocity and temperature limiters developed for the 1-D compressible Navier-Stokes equations in [1] are generalized to three spatial dimensions. These limiters bound the magnitude of velocity and temperature gradients and preserve the entropy stability and positivity properties of the baseline scheme. Numerical results are presented to demonstrate design-order accuracy and positivity-preserving properties of the new first-order scheme for 2-D and 3-D inviscid and viscous flows with strong shocks and contact discontinuities.

We consider the Dynamical Low Rank (DLR) approximation of random parabolic equations and propose a class of fully discrete numerical schemes. Similarly to the continuous DLR approximation, our schemes are shown to satisfy a discrete variational formulation. By exploiting this property, we establish stability of our schemes: we show that our explicit and semi-implicit versions are conditionally stable under a parabolic type CFL condition which does not depend on the smallest singular value of the DLR solution; whereas our implicit scheme is unconditionally stable. Moreover, we show that, in certain cases, the semi-implicit scheme can be unconditionally stable if the randomness in the system is sufficiently small. Furthermore, we show that these schemes can be interpreted as projector-splitting integrators and are strongly related to the scheme proposed by Lubich et al. [BIT Num. Math., 54:171-188, 2014; SIAM J. on Num. Anal., 53:917-941, 2015], to which our stability analysis applies as well. The analysis is supported by numerical results showing the sharpness of the obtained stability conditions.

We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target distribution; (ii) optimizing a given objective function. The approach is derivative-free and affine invariant, and is therefore well-suited for solving inverse problems defined by complex forward models: (i) allows generation of samples from the Bayesian posterior and (ii) allows determination of the maximum a posteriori estimator. We investigate the properties of the proposed family of methods in terms of various parameter choices, both analytically and by means of numerical simulations. The analysis and numerical simulation establish that the method has potential for general purpose optimization tasks over Euclidean space; contraction properties of the algorithm are established under suitable conditions, and computational experiments demonstrate wide basins of attraction for various specific problems. The analysis and experiments also demonstrate the potential for the sampling methodology in regimes in which the target distribution is unimodal and close to Gaussian; indeed we prove that the method recovers a Laplace approximation to the measure in certain parametric regimes and provide numerical evidence that this Laplace approximation attracts a large set of initial conditions in a number of examples.

In this paper we discuss the numerical solution on a simple 2D domain of the Helmoltz equation with mixed boundary conditions. The so called radiation problem depends on the wavenumber constant parameter k and it is inspired here by medical applications, where a transducer emits a pulse at a given frequency. This problem has been successfully solved in the past with the classical Finite Element Method (FEM) for relative small values of k. But in modern applications the values of k can be of order of thousands and FEM faces up several numerical difficulties. To overcome these difficulties we solve the radiation problem using the Isogeometric Analysis (IgA), a kind of generalization of FEM. Starting with the variational formulation of the radiation problem, we show with details how to apply the isogeometric approach in order to compute the coefficients of the approximated solution of radiation problem in terms of the B-spline basis functions. Our implementation of IgA using GeoPDEs software shows that isogeometric approach is superior than FEM, since it is able to reduce substantially the pollution error, especially for high values of k, producing additionally smoother solutions which depend on less degrees of freedom.