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We consider Broyden's method and some accelerated schemes for nonlinear equations having a strongly regular singularity of first order with a one-dimensional nullspace. Our two main results are as follows. First, we show that the use of a preceding Newton-like step ensures convergence for starting points in a starlike domain with density 1. This extends the domain of convergence of these methods significantly. Second, we establish that the matrix updates of Broyden's method converge q-linearly with the same asymptotic factor as the iterates. This contributes to the long-standing question whether the Broyden matrices converge by showing that this is indeed the case for the setting at hand. Furthermore, we prove that the Broyden directions violate uniform linear independence, which implies that existing results for convergence of the Broyden matrices cannot be applied. Numerical experiments of high precision confirm the enlarged domain of convergence, the q-linear convergence of the matrix updates, and the lack of uniform linear independence. In addition, they suggest that these results can be extended to singularities of higher order and that Broyden's method can converge r-linearly without converging q-linearly. The underlying code is freely available.

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme Learning Machine with a single hidden layer with radial basis functions having as widths uniformly distributed random variables, while the values of the weights between the input and the hidden layer are set equal to one. The numerical solution of the IVPs is obtained by constructing a system of nonlinear algebraic equations, which is solved with respect to the output weights by the Gauss-Newton method, using a simple adaptive scheme for adjusting the time interval of integration. To assess its performance, we apply the proposed method for the solution of four benchmark stiff IVPs, namely the Prothero-Robinson, van der Pol, ROBER and HIRES problems. Our method is compared with an adaptive Runge-Kutta method based on the Dormand-Prince pair, and a variable-step variable-order multistep solver based on numerical differentiation formulas, as implemented in the \texttt{ode45} and \texttt{ode15s} MATLAB functions, respectively. We show that the proposed scheme yields good approximation accuracy, thus outperforming \texttt{ode45} and \texttt{ode15s}, especially in the cases where steep gradients arise. Furthermore, the computational times of our approach are comparable with those of the two MATLAB solvers for practical purposes.

A code is called a locally repairable code (LRC) if any code symbol is a function of a small fraction of other code symbols. When a locally repairable code is employed in a distributed storage systems, an erased symbol can be recovered by accessing only a small number of other symbols, and hence alleviating the network resources required during the repair process. In this paper we consider repeated-root constacyclic codes, which is a generalization of cyclic codes, that are optimal with respect to a Singleton-like bound on minimum distance. An LRC with the structure of a constacyclic code can be encoded efficiently using any encoding algorithm for constacyclic codes in general. In this paper we obtain optimal LRCs among these repeated-root constacyclic codes. Several infinite classes of optimal LRCs over a fixed alphabet are found. Under a further assumption that the ambient space of the repeated-root constacyclic codes is a chain ring, we show that there is no other optimal LRC.

Estimating nested expectations is an important task in computational mathematics and statistics. In this paper we propose a new Monte Carlo method using post-stratification to estimate nested expectations efficiently without taking samples of the inner random variable from the conditional distribution given the outer random variable. This property provides the advantage over many existing methods that it enables us to estimate nested expectations only with a dataset on the pair of the inner and outer variables drawn from the joint distribution. We show an upper bound on the mean squared error of the proposed method under some assumptions. Numerical experiments are conducted to compare our proposed method with several existing methods (nested Monte Carlo method, multilevel Monte Carlo method, and regression-based method), and we see that our proposed method is superior to the compared methods in terms of efficiency and applicability.

Polynomial expansions are important in the analysis of neural network nonlinearities. They have been applied thereto addressing well-known difficulties in verification, explainability, and security. Existing approaches span classical Taylor and Chebyshev methods, asymptotics, and many numerical approaches. We find that while these individually have useful properties such as exact error formulas, adjustable domain, and robustness to undefined derivatives, there are no approaches that provide a consistent method yielding an expansion with all these properties. To address this, we develop an analytically modified integral transform expansion (AMITE), a novel expansion via integral transforms modified using derived criteria for convergence. We show the general expansion and then demonstrate application for two popular activation functions, hyperbolic tangent and rectified linear units. Compared with existing expansions (i.e., Chebyshev, Taylor, and numerical) employed to this end, AMITE is the first to provide six previously mutually exclusive desired expansion properties such as exact formulas for the coefficients and exact expansion errors (Table II). We demonstrate the effectiveness of AMITE in two case studies. First, a multivariate polynomial form is efficiently extracted from a single hidden layer black-box Multi-Layer Perceptron (MLP) to facilitate equivalence testing from noisy stimulus-response pairs. Second, a variety of Feed-Forward Neural Network (FFNN) architectures having between 3 and 7 layers are range bounded using Taylor models improved by the AMITE polynomials and error formulas. AMITE presents a new dimension of expansion methods suitable for analysis/approximation of nonlinearities in neural networks, opening new directions and opportunities for the theoretical analysis and systematic testing of neural networks.

Boolean nested canalizing functions (NCFs) have important applications in molecular regulatory networks, engineering and computer science. In this paper, we study their certificate complexity. For both Boolean values $b\in\{0,1\}$, we obtain a formula for $b$-certificate complexity and consequently, we develop a direct proof of the certificate complexity formula of an NCF. Symmetry is another interesting property of Boolean functions and we significantly simplify the proofs of some recent theorems about partial symmetry of NCFs. We also describe the algebraic normal form of $s$-symmetric NCFs. We obtain the general formula of the cardinality of the set of $n$-variable $s$-symmetric Boolean NCFs for $s=1,\dots,n$. In particular, we enumerate the strongly asymmetric Boolean NCFs.

A space-time Trefftz discontinuous Galerkin method for the Schr\"odinger equation with piecewise-constant potential is proposed and analyzed. Following the spirit of Trefftz methods, trial and test spaces are spanned by non-polynomial complex wave functions that satisfy the Schro\"odinger equation locally on each element of the space-time mesh. This allows for a significant reduction in the number of degrees of freedom in comparison with full polynomial spaces. We prove well-posedness and stability of the method, and, for the one- and two- dimensional cases, optimal, high-order, h-convergence error estimates in a skeleton norm. Some numerical experiments validate the theoretical results presented.

Traditional quantile estimators that are based on one or two order statistics are a common way to estimate distribution quantiles based on the given samples. These estimators are robust, but their statistical efficiency is not always good enough. A more efficient alternative is the Harrell-Davis quantile estimator which uses a weighted sum of all order statistics. Whereas this approach provides more accurate estimations for the light-tailed distributions, it's not robust. To be able to customize the trade-off between statistical efficiency and robustness, we could consider a trimmed modification of the Harrell-Davis quantile estimator. In this approach, we discard order statistics with low weights according to the highest density interval of the beta distribution.

We propose a new fast randomized algorithm for interpolative decomposition of matrices which utilizes CountSketch. We then extend this approach to the tensor interpolative decomposition problem introduced by Biagioni et al. (J. Comput. Phys. 281, pp. 116-134, 2015). Theoretical performance guarantees are provided for both the matrix and tensor settings. Numerical experiments on both synthetic and real data demonstrate that our algorithms maintain the accuracy of competing methods, while running in less time, achieving at least an order of magnitude speed-up on large matrices and tensors.

In this paper, we propose a nonlinear distance metric learning scheme based on the fusion of component linear metrics. Instead of merging displacements at each data point, our model calculates the velocities induced by the component transformations, via a geodesic interpolation on a Lie transfor- mation group. Such velocities are later summed up to produce a global transformation that is guaranteed to be diffeomorphic. Consequently, pair-wise distances computed this way conform to a smooth and spatially varying metric, which can greatly benefit k-NN classification. Experiments on synthetic and real datasets demonstrate the effectiveness of our model.