In general, high order splitting methods suffer from an order reduction phenomena when applied to the time integration of partial differential equations with non-periodic boundary conditions. In the last decade, there were introduced several modifications to prevent the second order Strang Splitting method from such a phenomena. In this article, inspired by these recent corrector techniques, we introduce a splitting method of order three for a class of semilinear parabolic problems that avoids order reduction in the context of non-periodic boundary conditions. We give a proof for the third order convergence of the method in a simplified linear setting and confirm the result by numerical experiments. Moreover, we show numerically that the result also persists with a nonlinear source term.
This work studies how the choice of the representation for parametric, spatially distributed inputs to elliptic partial differential equations (PDEs) affects the efficiency of a polynomial surrogate, based on Taylor expansion, for the parameter-to-solution map. In particular, we show potential advantages of representations using functions with localized supports. As model problem, we consider the steady-state diffusion equation, where the diffusion coefficient and right-hand side depend smoothly but potentially in a \textsl{highly nonlinear} way on a parameter $y\in [-1,1]^{\mathbb{N}}$. Following previous work for affine parameter dependence and for the lognormal case, we use pointwise instead of norm-wise bounds to prove $\ell^p$-summability of the Taylor coefficients of the solution. As application, we consider surrogates for solutions to elliptic PDEs on parametric domains. Using a mapping to a nominal configuration, this case fits in the general framework, and higher convergence rates can be attained when modeling the parametric boundary via spatially localized functions. The theoretical results are supported by numerical experiments for the parametric domain problem, illustrating the efficiency of the proposed approach and providing further insight on numerical aspects. Although the methods and ideas are carried out for the steady-state diffusion equation, they extend easily to other elliptic and parabolic PDEs.
Given a property (graph class) $\Pi$, a graph $G$, and an integer $k$, the \emph{$\Pi$-completion} problem consists in deciding whether we can turn $G$ into a graph with the property $\Pi$ by adding at most $k$ edges to $G$. The $\Pi$-completion problem is known to be NP-hard for general graphs when $\Pi$ is the property of being a proper interval graph (PIG). In this work, we study the PIG-completion problem %when $\Pi$ is the class of proper interval graphs (PIG) within different subclasses of chordal graphs. We show that the problem remains NP-complete even when restricted to split graphs. We then turn our attention to positive results and present polynomial time algorithms to solve the PIG-completion problem when the input is restricted to caterpillar and threshold graphs. We also present an efficient algorithm for the minimum co-bipartite-completion for quasi-threshold graphs, which provides a lower bound for the PIG-completion problem within this graph class.
The purpose of the paper is to provide a characterization of the error of the best polynomial approximation of composite functions in weighted spaces. Such a characterization is essential for the convergence analysis of numerical methods applied to non-linear problems or for numerical approaches that make use of regularization techniques to cure low smoothness of the solution. This result is obtained through an estimate of the derivatives of composite functions in weighted uniform norm.
Operator splitting is a popular divide-and-conquer strategy for solving differential equations. Typically, the right-hand side of the differential equation is split into a number of parts that are then integrated separately. Many methods are known that split the right-hand side into two parts. This approach is limiting, however, and there are situations when 3-splitting is more natural and ultimately more advantageous. The second-order Strang operator-splitting method readily generalizes to a right-hand side splitting into any number of operators. It is arguably the most popular method for 3-splitting because of its efficiency, ease of implementation, and intuitive nature. Other 3-splitting methods exist, but they are less well-known, and \rev{analysis and} evaluation of their performance in practice are scarce. We demonstrate the effectiveness of some alternative 3-split, second-order methods to Strang splitting on two problems: the reaction-diffusion Brusselator, which can be split into three parts that each have closed-form solutions, and the kinetic Vlasov--Poisson equations that is used in semi-Lagrangian plasma simulations. We find alternative second-order 3-operator-splitting methods that realize efficiency gains of 10\%--20\% over traditional Strang splitting. Our analysis for the practical assessment of efficiency of operator-splitting methods includes the computational cost of the integrators and can be used in method design.
Temporal irreversibility, often referred to as the arrow of time, is a fundamental concept in statistical mechanics. Markers of irreversibility also provide a powerful characterisation of information processing in biological systems. However, current approaches tend to describe temporal irreversibility in terms of a single scalar quantity, without disentangling the underlying dynamics that contribute to irreversibility. Here we propose a broadly applicable information-theoretic framework to characterise the arrow of time in multivariate time series, which yields qualitatively different types of irreversible information dynamics. This multidimensional characterisation reveals previously unreported high-order modes of irreversibility, and establishes a formal connection between recent heuristic markers of temporal irreversibility and metrics of information processing. We demonstrate the prevalence of high-order irreversibility in the hyperactive regime of a biophysical model of brain dynamics, showing that our framework is both theoretically principled and empirically useful. This work challenges the view of the arrow of time as a monolithic entity, enhancing both our theoretical understanding of irreversibility and our ability to detect it in practical applications.
We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters; these are then combined to obtain global approximations of the parametric eigenvalues. To gather the non-parametric data, we use non-intrusive contour-integration-based methods, which, however, cannot track eigenvalues that migrate into/out of the contour as the parameter changes. Special strategies are described for performing the combination-over-parameter step despite having only partial information on such "migrating" eigenvalues. Moreover, we dedicate a special focus to the approximation of eigenvalues that undergo bifurcations. Finally, we propose an adaptive strategy that allows one to effectively apply our method even without any a priori information on the behavior of the sought-after eigenvalues. Numerical tests are performed, showing that our algorithm can achieve remarkably high approximation accuracy.
By combining a logarithm transformation with a corrected Milstein-type method, the present article proposes an explicit, unconditional boundary and dynamics preserving scheme for the stochastic susceptible-infected-susceptible (SIS) epidemic model that takes value in (0,N). The scheme applied to the model is first proved to have a strong convergence rate of order one. Further, the dynamic behaviors are analyzed for the numerical approximations and it is shown that the scheme can unconditionally preserve both the domain and the dynamics of the model. More precisely, the proposed scheme gives numerical approximations living in the domain (0,N) and reproducing the extinction and persistence properties of the original model for any time discretization step-size h > 0, without any additional requirements on the model parameters. Numerical experiments are presented to verify our theoretical results.
This work puts forth low-complexity Riemannian subspace descent algorithms for the minimization of functions over the symmetric positive definite (SPD) manifold. Different from the existing Riemannian gradient descent variants, the proposed approach utilizes carefully chosen subspaces that allow the update to be written as a product of the Cholesky factor of the iterate and a sparse matrix. The resulting updates avoid the costly matrix operations like matrix exponentiation and dense matrix multiplication, which are generally required in almost all other Riemannian optimization algorithms on SPD manifold. We further identify a broad class of functions, arising in diverse applications, such as kernel matrix learning, covariance estimation of Gaussian distributions, maximum likelihood parameter estimation of elliptically contoured distributions, and parameter estimation in Gaussian mixture model problems, over which the Riemannian gradients can be calculated efficiently. The proposed uni-directional and multi-directional Riemannian subspace descent variants incur per-iteration complexities of $\mathcal{O}(n)$ and $\mathcal{O}(n^2)$ respectively, as compared to the $\mathcal{O}(n^3)$ or higher complexity incurred by all existing Riemannian gradient descent variants. The superior runtime and low per-iteration complexity of the proposed algorithms is also demonstrated via numerical tests on large-scale covariance estimation problems.
We consider the problem of estimating the roughness of the volatility in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that measures the so-called roughness exponent of a continuous trajectory, based on discrete observations of its antiderivative. We provide conditions on the underlying trajectory under which our estimator converges in a strictly pathwise sense. Then we verify that these conditions are satisfied by almost every sample path of fractional Brownian motion (with drift). As a consequence, we obtain strong consistency theorems in the context of a large class of rough volatility models. Numerical simulations show that our estimation procedure performs well after passing to a scale-invariant modification of our estimator.
A variant of the standard notion of branching bisimilarity for processes with discrete relative timing is proposed which is coarser than the standard notion. Using a version of ACP (Algebra of Communicating Processes) with abstraction for processes with discrete relative timing, it is shown that the proposed variant allows of both the functional correctness and the performance properties of the PAR (Positive Acknowledgement with Retransmission) protocol to be analyzed. In the version of ACP concerned, the difference between the standard notion of branching bisimilarity and its proposed variant is characterized by a single axiom schema.