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Fairly dividing a set of indivisible resources to a set of agents is of utmost importance in some applications. However, after an allocation has been implemented the preferences of agents might change and envy might arise. We study the following problem to cope with such situations: Given an allocation of indivisible resources to agents with additive utility-based preferences, is it possible to socially donate some of the resources (which means removing these resources from the allocation instance) such that the resulting modified allocation is envy-free (up to one good). We require that the number of deleted resources and/or the caused utilitarian welfare loss of the allocation are bounded. We conduct a thorough study of the (parameterized) computational complexity of this problem considering various natural and problem-specific parameters (e.g., the number of agents, the number of deleted resources, or the maximum number of resources assigned to an agent in the initial allocation) and different preference models, including unary and 0/1-valuations. In our studies, we obtain a rich set of (parameterized) tractability and intractability results and discover several surprising contrasts, for instance, between the two closely related fairness concepts envy-freeness and envy-freeness up to one good and between the influence of the parameters maximum number and welfare of the deleted resources.

In this paper we analyze a fully discrete scheme for a general Cahn-Hilliard equation coupled with a nonsteady Magneto-hydrodynamics flow, which describes two immiscible, incompressible and electrically conducting fluids with different mobilities, fluid viscosities and magnetic diffusivities. A typical fully discrete scheme, which is comprised of conforming finite element method and the Euler semi-implicit discretization based on a convex splitting of the energy of the equation is considered in detail. We prove that our scheme is unconditionally energy stability and obtain some optimal error estimates for the concentration field, the chemical potential, the velocity field, the magnetic field and the pressure. The results of numerical tests are presented to validate the rates of convergence.

We show how probabilistic numerics can be used to convert an initial value problem into a Gauss--Markov process parametrised by the dynamics of the initial value problem. Consequently, the often difficult problem of parameter estimation in ordinary differential equations is reduced to hyperparameter estimation in Gauss--Markov regression, which tends to be considerably easier. The method's relation and benefits in comparison to classical numerical integration and gradient matching approaches is elucidated. In particular, the method can, in contrast to gradient matching, handle partial observations, and has certain routes for escaping local optima not available to classical numerical integration. Experimental results demonstrate that the method is on par or moderately better than competing approaches.

We propose a collocation and quasi-collocation method for solving second order boundary value problems $L_2 y=f$, in which the differential operator $L_2$ can be represented in the product formulation, aiming mostly on singular and singularly perturbed boundary value problems. Seeking an approximating Canonical Complete Chebyshev spline $s$ by a collocation method leads to demand that $L_2s$ interpolates the function $f$. On the other hand, in quasi-collocation method we require that $L_2 s$ is equal to an approximation of $f$ by the Schoenberg operator. We offer the calculation of both methods based on the Green's function, and give their error bounds.

We propose and explore a new, general-purpose method for the implicit time integration of elastica. Key to our approach is the use of a mixed variational principle. In turn its finite element discretization leads to an efficient alternating projections solver with a superset of the desirable properties of many previous fast solution strategies. This framework fits a range of elastic constitutive models and remains stable across a wide span of timestep sizes, material parameters (including problems that are quasi-static and approximately rigid). It is efficient to evaluate and easily applicable to volume, surface, and rods models. We demonstrate the efficacy of our approach on a number of simulated examples across all three codomains.

The distributed convex optimization problem over the multi-agent system is considered in this paper, and it is assumed that each agent possesses its own cost function and communicates with its neighbours over a sequence of time-varying directed graphs. However, due to some reasons there exist communication delays while agents receive information from other agents, and we are going to seek the optimal value of the sum of agents' loss functions in this case. We desire to handle this problem with the push-sum distributed dual averaging (PS-DDA) algorithm. It is proved that this algorithm converges and the error decays at a rate $\mathcal{O}\left(T^{-0.5}\right)$ with proper step size, where $T$ is iteration span. The main result presented in this paper also illustrates the convergence of the proposed algorithm is related to the maximum value of the communication delay on one edge. We finally apply the theoretical results to numerical simulations to show the PS-DDA algorithm's performance.

The recent development of scintillation crystals combined with $\gamma$-rays sources opens the way to an imaging concept based on Compton scattering, namely Compton scattering tomography (CST). The associated inverse problem rises many challenges: non-linearity, multiple order-scattering and high level of noise. Already studied in the literature, these challenges lead unavoidably to uncertainty of the forward model. This work proposes to study exact and approximated forward models and develops two data-driven reconstruction algorithms able to tackle the inexactness of the forward model. The first one is based on the projective method called regularized sequential subspace optimization (RESESOP). We consider here a finite dimensional restriction of the semi-discrete forward model and show its well-posedness and regularisation properties. The second one considers the unsupervised learning method, deep image prior (DIP), inspired by the construction of the model uncertainty in RESESOP. The methods are validated on Monte-Carlo data.

Differential equations arising in many practical applications are characterized by multiple time scales. Multirate time integration seeks to solve them efficiently by discretizing each scale with a different, appropriate time step, while ensuring the overall accuracy and stability of the numerical solution. In a seminal paper Knoth and Wolke (APNUM, 1998) proposed a hybrid solution approach: discretize the slow component with an explicit Runge-Kutta method, and advance the fast component via a modified fast differential equation. The idea led to the development of multirate infinitesimal step (MIS) methods by Wensch et al. (BIT, 2009.)G\"{u}nther and Sandu (BIT, 2016) explained MIS schemes as a particular case of multirate General-structure Additive Runge-Kutta (MR-GARK) methods. The hybrid approach offers extreme flexibility in the choice of the numerical solution process for the fast component. This work constructs a family of multirate infinitesimal GARK schemes (MRI-GARK) that extends the hybrid dynamics approachin multiple ways. Order conditions theory and stability analyses are developed, and practical explicit and implicit methods of up to order four are constructed. Numerical results confirm the theoretical findings. We expect the new MRI-GARK family to be most useful for systems of equations with widely disparate time scales, where the fast process is dispersive, and where the influence of the fast component on the slow dynamics is weak.

Markov Chain Monte Carlo (MCMC) methods form one of the algorithmic foundations of high-dimensional Bayesian inverse problems. The recent development of likelihood-informed subspace (LIS) methods offer a viable route to designing efficient MCMC methods for exploring high-dimensional posterior distributions via exploiting the intrinsic low-dimensional structure of the underlying inverse problem. However, existing LIS methods and the associated performance analysis often assume that the prior distribution is Gaussian. This assumption is limited for inverse problems aiming to promote sparsity in the parameter estimation, as heavy-tailed priors, e.g., Laplace distribution or the elastic net commonly used in Bayesian LASSO, are often needed in this case. To overcome this limitation, we consider a prior normalization technique that transforms any non-Gaussian (e.g. heavy-tailed) priors into standard Gaussian distributions, which make it possible to implement LIS methods to accelerate MCMC sampling via such transformations. We also rigorously investigate the integration of such transformations with several MCMC methods for high-dimensional problems. Finally, we demonstrate various aspects of our theoretical claims on two nonlinear inverse problems.

The problem of Approximate Nearest Neighbor (ANN) search is fundamental in computer science and has benefited from significant progress in the past couple of decades. However, most work has been devoted to pointsets whereas complex shapes have not been sufficiently treated. Here, we focus on distance functions between discretized curves in Euclidean space: they appear in a wide range of applications, from road segments to time-series in general dimension. For $\ell_p$-products of Euclidean metrics, for any $p$, we design simple and efficient data structures for ANN, based on randomized projections, which are of independent interest. They serve to solve proximity problems under a notion of distance between discretized curves, which generalizes both discrete Fr\'echet and Dynamic Time Warping distances. These are the most popular and practical approaches to comparing such curves. We offer the first data structures and query algorithms for ANN with arbitrarily good approximation factor, at the expense of increasing space usage and preprocessing time over existing methods. Query time complexity is comparable or significantly improved by our algorithms, our algorithm is especially efficient when the length of the curves is bounded.