We investigate the spectrum of differentiation matrices for certain operators on the sphere that are generated from collocation at a set of scattered points $X$ with positive definite and conditionally positive definite kernels. We focus on the case where these matrices are constructed from collocation using all the points in $X$ and from local subsets of points (or stencils) in $X$. The former case is often referred to as the global, Kansa, or pseudospectral method, while the latter is referred to as the local radial basis function (RBF) finite difference (RBF-FD) method. Both techniques are used extensively for numerically solving certain partial differential equations (PDEs) on spheres (and other domains). For time-dependent PDEs on spheres like the (surface) diffusion equation, the spectrum of the differentiation matrices and their stability under perturbations are central to understanding the temporal stability of the underlying numerical schemes. In the global case, we present a perturbation estimate for differentiation matrices which discretize operators that commute with the Laplace-Beltrami operator. In doing so, we demonstrate that if such an operator has negative (non-positive) spectrum, then the differentiation matrix does, too (i.e., it is Hurwitz stable). For conditionally positive definite kernels this is particularly challenging since the differentiation matrices are not necessarily diagonalizable. This perturbation theory is then used to obtain bounds on the spectra of the local RBF-FD differentiation matrices based on the conditionally positive definite surface spline kernels. Numerical results are presented to confirm the theoretical estimates.
相關內容
A well-balanced second-order finite volume scheme is proposed and analyzed for a 2 X 2 system of non-linear partial differential equations which describes the dynamics of growing sandpiles created by a vertical source on a flat, bounded rectangular table in multiple dimensions. To derive a second-order scheme, we combine a MUSCL type spatial reconstruction with strong stability preserving Runge-Kutta time stepping method. The resulting scheme is ensured to be well-balanced through a modified limiting approach that allows the scheme to reduce to well-balanced first-order scheme near the steady state while maintaining the second-order accuracy away from it. The well-balanced property of the scheme is proven analytically in one dimension and demonstrated numerically in two dimensions. Additionally, numerical experiments reveal that the second-order scheme reduces finite time oscillations, takes fewer time iterations for achieving the steady state and gives sharper resolutions of the physical structure of the sandpile, as compared to the existing first-order schemes of the literature.
We develop a Bayesian modeling framework to address a pressing real-life problem faced by the police in tackling insurgent gangs. Unlike criminals associated with common crimes such as robbery, theft or street crime, insurgent gangs are trained in sophisticated arms and strategise against the government to weaken its resolve. They are constantly on the move, operating over large areas causing damage to national properties and terrorizing ordinary citizens. Different from the more commonly addressed problem of modeling crime-events, our context requires that an approach be formulated to model the movement of insurgent gangs, which is more valuable to the police forces in preempting their activities and nabbing them. This paper evolved as a collaborative work with the Indian police to help augment their tactics with a systematic method, by integrating past data on observed gang-locations with the expert knowledge of the police officers. A methodological challenge in modeling the movement of insurgent gangs is that the data on their locations is incomplete, since they are observable only at some irregularly separated time-points. Based on a weighted kernel density formulation for temporal data, we analytically derive the closed form of the likelihood, conditional on incomplete past observed data. Building on the current tactics used by the police, we device an approach for constructing an expert-prior on gang-locations, along with a sequential Bayesian procedure for estimation and prediction. We also propose a new metric for predictive assessment that complements another known metric used in similar problems.
We study Whitney-type estimates for approximation of convex functions in the uniform norm on various convex multivariate domains while paying a particular attention to the dependence of the involved constants on the dimension and the geometry of the domain.
It is well-known that mood and pain interact with each other, however individual-level variability in this relationship has been less well quantified than overall associations between low mood and pain. Here, we leverage the possibilities presented by mobile health data, in particular the "Cloudy with a Chance of Pain" study, which collected longitudinal data from the residents of the UK with chronic pain conditions. Participants used an App to record self-reported measures of factors including mood, pain and sleep quality. The richness of these data allows us to perform model-based clustering of the data as a mixture of Markov processes. Through this analysis we discover four endotypes with distinct patterns of co-evolution of mood and pain over time. The differences between endotypes are sufficiently large to play a role in clinical hypothesis generation for personalised treatments of comorbid pain and low mood.
Sensory perception originates from the responses of sensory neurons, which react to a collection of sensory signals linked to various physical attributes of a singular perceptual object. Unraveling how the brain extracts perceptual information from these neuronal responses is a pivotal challenge in both computational neuroscience and machine learning. Here we introduce a statistical mechanical theory, where perceptual information is first encoded in the correlated variability of sensory neurons and then reformatted into the firing rates of downstream neurons. Applying this theory, we illustrate the encoding of motion direction using neural covariance and demonstrate high-fidelity direction recovery by spiking neural networks. Networks trained under this theory also show enhanced performance in classifying natural images, achieving higher accuracy and faster inference speed. Our results challenge the traditional view of neural covariance as a secondary factor in neural coding, highlighting its potential influence on brain function.
Numerous statistical methods have been developed to explore genomic imprinting and maternal effects, which are causes of parent-of-origin patterns in complex human diseases. Most of the methods, however, either only model one of these two confounded epigenetic effects, or make strong yet unrealistic assumptions about the population to avoid over-parameterization. A recent partial likelihood method (LIMEDSP ) can identify both epigenetic effects based on discordant sibpair family data without those assumptions. Theoretical and empirical studies have shown its validity and robustness. As LIMEDSP method obtains parameter estimation by maximizing partial likelihood, it is interesting to compare its efficiency with full likelihood maximizer. To overcome the difficulty in over-parameterization when using full likelihood, this study proposes a discordant sib-pair design based Monte Carlo Expectation Maximization (MCEMDSP ) method to detect imprinting and maternal effects jointly. Those unknown mating type probabilities, the nuisance parameters, are considered as latent variables in EM algorithm. Monte Carlo samples are used to numerically approximate the expectation function that cannot be solved algebraically. Our simulation results show that though this MCEMDSP algorithm takes longer computation time, it can generally detect both epigenetic effects with higher power, which demonstrates that it can be a good complement of LIMEDSP method
Laguerre spectral approximations play an important role in the development of efficient algorithms for problems in unbounded domains. In this paper, we present a comprehensive convergence rate analysis of Laguerre spectral approximations for analytic functions. By exploiting contour integral techniques from complex analysis, we prove that Laguerre projection and interpolation methods of degree $n$ converge at the root-exponential rate $O(\exp(-2\rho\sqrt{n}))$ with $\rho>0$ when the underlying function is analytic inside and on a parabola with focus at the origin and vertex at $z=-\rho^2$. As far as we know, this is the first rigorous proof of root-exponential convergence of Laguerre approximations for analytic functions. Several important applications of our analysis are also discussed, including Laguerre spectral differentiations, Gauss-Laguerre quadrature rules, the scaling factor and the Weeks method for the inversion of Laplace transform, and some sharp convergence rate estimates are derived. Numerical experiments are presented to verify the theoretical results.
We propose a method for computing the Lyapunov exponents of renewal equations (delay equations of Volterra type) and of coupled systems of renewal and delay differential equations. The method consists in the reformulation of the delay equation as an abstract differential equation, the reduction of the latter to a system of ordinary differential equations via pseudospectral collocation, and the application of the standard discrete QR method. The effectiveness of the method is shown experimentally and a MATLAB implementation is provided.
Convergence of classical parallel iterations is detected by performing a reduction operation at each iteration in order to compute a residual error relative to a potential solution vector. To efficiently run asynchronous iterations, blocking communication requests are avoided, which makes it hard to isolate and handle any global vector. While some termination protocols were proposed for asynchronous iterations, only very few of them are based on global residual computation and guarantee effective convergence. But the most effective and efficient existing solutions feature two reduction operations, which constitutes an important factor of termination delay. In this paper, we present new, non-intrusive, protocols to compute a residual error under asynchronous iterations, requiring only one reduction operation. Various communication models show that some heuristics can even be introduced and formally evaluated. Extensive experiments with up to 5600 processor cores confirm the practical effectiveness and efficiency of our approach.
We present and analyze an algorithm designed for addressing vector-valued regression problems involving possibly infinite-dimensional input and output spaces. The algorithm is a randomized adaptation of reduced rank regression, a technique to optimally learn a low-rank vector-valued function (i.e. an operator) between sampled data via regularized empirical risk minimization with rank constraints. We propose Gaussian sketching techniques both for the primal and dual optimization objectives, yielding Randomized Reduced Rank Regression (R4) estimators that are efficient and accurate. For each of our R4 algorithms we prove that the resulting regularized empirical risk is, in expectation w.r.t. randomness of a sketch, arbitrarily close to the optimal value when hyper-parameteres are properly tuned. Numerical expreriments illustrate the tightness of our bounds and show advantages in two distinct scenarios: (i) solving a vector-valued regression problem using synthetic and large-scale neuroscience datasets, and (ii) regressing the Koopman operator of a nonlinear stochastic dynamical system.
小貼士
登錄享
相關主題
注冊地址： 北京市海淀區羊坊店路18號2幢3層301-191