This paper concerns the numerical approximation for the invariant distribution of Markovian switching L\'evy-driven stochastic differential equations. By combining the tamed-adaptive Euler-Maruyama scheme with the Multi-level Monte Carlo method, we propose an approximation scheme that can be applied to stochastic differential equations with super-linear growth drift and diffusion coefficients.
This paper targets the challenge of real-time LiDAR re-simulation in dynamic driving scenarios. Recent approaches utilize neural radiance fields combined with the physical modeling of LiDAR sensors to achieve high-fidelity re-simulation results. Unfortunately, these methods face limitations due to high computational demands in large-scale scenes and cannot perform real-time LiDAR rendering. To overcome these constraints, we propose LiDAR-RT, a novel framework that supports real-time, physically accurate LiDAR re-simulation for driving scenes. Our primary contribution is the development of an efficient and effective rendering pipeline, which integrates Gaussian primitives and hardware-accelerated ray tracing technology. Specifically, we model the physical properties of LiDAR sensors using Gaussian primitives with learnable parameters and incorporate scene graphs to handle scene dynamics. Building upon this scene representation, our framework first constructs a bounding volume hierarchy (BVH), then casts rays for each pixel and generates novel LiDAR views through a differentiable rendering algorithm. Importantly, our framework supports realistic rendering with flexible scene editing operations and various sensor configurations. Extensive experiments across multiple public benchmarks demonstrate that our method outperforms state-of-the-art methods in terms of rendering quality and efficiency. Our project page is at //zju3dv.github.io/lidar-rt.
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but random amount of interaction has occurred, determined by the permeability, after which it passes through. Given a sequence of samples, we wonder when one can determine the location and shape of the barriers. This paper identifies several different recovery regimes, determined by the available observation period and the time between samples, with qualitatively different behavior. The observation period $T$ dictates if the full barriers or only certain pieces can be recovered, and the sampling rate significantly influences the convergence rate as $T\to \infty$. This rate turns out polynomial for fixed-frequency data, but exponentially fast in a high-frequency regime. Further, the environment's impact on the difficulty of the problem is quantified using interpretable parameters in the recovery guarantees, and is found to also be regime-dependent. For instance, the curvature of the barriers affects the convergence rate for fixed-frequency data, but becomes irrelevant when $T\to \infty$ with high-frequency data. The results are accompanied by explicit algorithms, and we conclude by illustrating the application to real-life data.
This work studies the parameter-dependent diffusion equation in a two-dimensional domain consisting of locally mirror symmetric layers. It is assumed that the diffusion coefficient is a constant in each layer. The goal is to find approximate parameter-to-solution maps that have a small number of terms. It is shown that in the case of two layers one can find a solution formula consisting of three terms with explicit dependencies on the diffusion coefficient. The formula is based on decomposing the solution into orthogonal parts related to both of the layers and the interface between them. This formula is then expanded to an approximate one for the multi-layer case. We give an analytical formula for square layers and use the finite element formulation for more general layers. The results are illustrated with numerical examples and have applications for reduced basis methods by analyzing the Kolmogorov n-width.
We propose and analyse a novel, fully discrete numerical algorithm for the approximation of the generalised Stokes system forced by transport noise -- a prototype model for non-Newtonian fluids including turbulence. Utilising the Gradient Discretisation Method, we show that the algorithm is long-term stable for a broad class of particular Gradient Discretisations. Building on the long-term stability and the derived continuity of the algorithm's solution operator, we construct two sequences of approximate invariant measures. At the moment, each sequence lacks one important feature: either the existence of a limit measure, or the invariance with respect to the discrete semigroup. We derive an abstract condition that merges both properties, recovering the existence of an invariant measure. We provide an example for which invariance and existence hold simultaneously, and characterise the invariant measure completely. We close the article by conducting two numerical experiments that show the influence of transport noise on the dynamics of power-law fluids; in particular, we find that transport noise enhances the dissipation of kinetic energy, the mixing of particles, as well as the size of vortices.
We develop a machine learning algorithm to turn around stratification in Monte Carlo sampling. We use a different way to divide the domain space of the integrand, based on the height of the function being sampled, similar to what is done in Lebesgue integration. This means that isocontours of the function define regions that can have any shape depending on the behavior of the function. We take advantage of the capacity of neural networks to learn complicated functions in order to predict these complicated divisions and preclassify large samples of the domain space. From this preclassification we can select the required number of points to perform a number of tasks such as variance reduction, integration and even event selection. The network ultimately defines the regions with what it learned and is also used to calculate the multi-dimensional volume of each region.
We incorporate strong negation in the theory of computable functionals TCF, a common extension of Plotkin's PCF and G\"{o}del's system $\mathbf{T}$, by defining simultaneously strong negation $A^{\mathbf{N}}$ of a formula $A$ and strong negation $P^{\mathbf{N}}$ of a predicate $P$ in TCF. As a special case of the latter, we get strong negation of an inductive and a coinductive predicate of TCF. We prove appropriate versions of the Ex falso quodlibet and of double negation elimination for strong negation in TCF. We introduce the so-called tight formulas of TCF i.e., formulas implied by the weak negation of their strong negation, and the relative tight formulas. We present various case-studies and examples, which reveal the naturality of our Definition of strong negation in TCF and justify the use of TCF as a formal system for a large part of Bishop-style constructive mathematics.
This paper deals with a time-split explicit/implicit approach for solving a two-dimensional hydrodynamic flow model with appropriate initial and boundary conditions. The time-split technique is employed to upwind the convection term and to treat the friction slope so that the numerical oscillations and stability are well controlled. A suitable time step restriction for stability and convergence accurate of the new algorithm is established using the $L^{\infty}(0,T; L^{2})$-norm. Under a time step requirement, some numerical examples confirm the theoretical studies and suggest that the proposed computational technique is spatial fourth-order accurate and temporal second-order convergent. An application to floods observed in Cameroon far north region is considered and discussed.
This manuscript studies the numerical solution of the time-fractional Burgers-Huxley equation in a reproducing kernel Hilbert space. The analytical solution of the equation is obtained in terms of a convergent series with easily computable components. It is observed that the approximate solution uniformly converges to the exact solution for the aforementioned equation. Also, the convergence of the proposed method is investigated. Numerical examples are given to demonstrate the validity and applicability of the presented method. The numerical results indicate that the proposed method is powerful and effective with a small computational overhead.
This paper presents an analysis of properties of two hybrid discretization methods for Gaussian derivatives, based on convolutions with either the normalized sampled Gaussian kernel or the integrated Gaussian kernel followed by central differences. The motivation for studying these discretization methods is that in situations when multiple spatial derivatives of different order are needed at the same scale level, they can be computed significantly more efficiently compared to more direct derivative approximations based on explicit convolutions with either sampled Gaussian kernels or integrated Gaussian kernels. While these computational benefits do also hold for the genuinely discrete approach for computing discrete analogues of Gaussian derivatives, based on convolution with the discrete analogue of the Gaussian kernel followed by central differences, the underlying mathematical primitives for the discrete analogue of the Gaussian kernel, in terms of modified Bessel functions of integer order, may not be available in certain frameworks for image processing, such as when performing deep learning based on scale-parameterized filters in terms of Gaussian derivatives, with learning of the scale levels. In this paper, we present a characterization of the properties of these hybrid discretization methods, in terms of quantitative performance measures concerning the amount of spatial smoothing that they imply, as well as the relative consistency of scale estimates obtained from scale-invariant feature detectors with automatic scale selection, with an emphasis on the behaviour for very small values of the scale parameter, which may differ significantly from corresponding results obtained from the fully continuous scale-space theory, as well as between different types of discretization methods.
In this note, we derive the closed form formulae for moments of Student's t-distribution in the one dimensional case as well as in higher dimensions through a unified probability framework. Interestingly, the closed form expressions for the moments of Student's t-distribution can be written in terms of the familiar Gamma function, Kummer's confluent hypergeometric function, and the hypergeometric function.