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We present a study on asymptotically compatible Galerkin discretizations for a class of parametrized nonlinear variational problems. The abstract analytical framework is based on variational convergence, or Gamma-convergence. We demonstrate the broad applicability of the theoretical framework by developing asymptotically compatible finite element discretizations of some representative nonlinear nonlocal variational problems on a bounded domain. These include nonlocal nonlinear problems with classically-defined, local boundary constraints through heterogeneous localization at the boundary, as well as nonlocal problems posed on parameter-dependent domains.

We ask whether there exists a function or measure that (1) minimizes a given convex functional or risk and (2) satisfies a symmetry property specified by an amenable group of transformations. Examples of such symmetry properties are invariance, equivariance, or quasi-invariance. Our results draw on old ideas of Stein and Le Cam and on approximate group averages that appear in ergodic theorems for amenable groups. A class of convex sets known as orbitopes in convex analysis emerges as crucial, and we establish properties of such orbitopes in nonparametric settings. We also show how a simple device called a cocycle can be used to reduce different forms of symmetry to a single problem. As applications, we obtain results on invariant kernel mean embeddings and a Monge-Kantorovich theorem on optimality of transport plans under symmetry constraints. We also explain connections to the Hunt-Stein theorem on invariant tests.

We propose a hybrid iterative method based on MIONet for PDEs, which combines the traditional numerical iterative solver and the recent powerful machine learning method of neural operator, and further systematically analyze its theoretical properties, including the convergence condition, the spectral behavior, as well as the convergence rate, in terms of the errors of the discretization and the model inference. We show the theoretical results for the frequently-used smoothers, i.e. Richardson (damped Jacobi) and Gauss-Seidel. We give an upper bound of the convergence rate of the hybrid method w.r.t. the model correction period, which indicates a minimum point to make the hybrid iteration converge fastest. Several numerical examples including the hybrid Richardson (Gauss-Seidel) iteration for the 1-d (2-d) Poisson equation are presented to verify our theoretical results, and also reflect an excellent acceleration effect. As a meshless acceleration method, it is provided with enormous potentials for practice applications.

We prove explicit uniform two-sided bounds for the phase functions of Bessel functions and of their derivatives. As a consequence, we obtain new enclosures for the zeros of Bessel functions and their derivatives in terms of inverse values of some elementary functions. These bounds are valid, with a few exceptions, for all zeros and all Bessel functions with non-negative indices. We provide numerical evidence showing that our bounds either improve or closely match the best previously known ones.

In this study, we explore data assimilation for the Stochastic Camassa-Holm equation through the application of the particle filtering framework. Specifically, our approach integrates adaptive tempering, jittering, and nudging techniques to construct an advanced particle filtering system. All filtering processes are executed utilizing ensemble parallelism. We conduct extensive numerical experiments across various scenarios of the Stochastic Camassa-Holm model with transport noise and viscosity to examine the impact of different filtering procedures on the performance of the data assimilation process. Our analysis focuses on how observational data and the data assimilation step influence the accuracy and uncertainty of the obtained results.

We introduce a novel continual learning method based on multifidelity deep neural networks. This method learns the correlation between the output of previously trained models and the desired output of the model on the current training dataset, limiting catastrophic forgetting. On its own the multifidelity continual learning method shows robust results that limit forgetting across several datasets. Additionally, we show that the multifidelity method can be combined with existing continual learning methods, including replay and memory aware synapses, to further limit catastrophic forgetting. The proposed continual learning method is especially suited for physical problems where the data satisfy the same physical laws on each domain, or for physics-informed neural networks, because in these cases we expect there to be a strong correlation between the output of the previous model and the model on the current training domain.

We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained polynomial of best approximation for a generic basis of orthogonal polynomials. The construction is entirely general and allows us to derive structure preserving numerical methods for partial differential equations that require the conservation of some moments of the solution, typically representing relevant physical quantities of the problem. These properties are essential to capture with high accuracy the long-time behavior of the solution. We illustrate with the aid of several numerical applications to Fokker-Planck equations the generality and the performances of the present approach.

Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are not robust against outliers (i.e., against erroneous or extreme data points). A difference in trends in the bulk of the data and the outliers thus yields skewed inference and predictions. To address this problem, robust methods have been introduced. The most commonly applied robust method is frequentist and consists in an estimator which is derived from a modification of the derivative of the log-likelihood. We propose an alternative approach which is modelling-based and thus fundamentally different. It allows for an understanding and interpretation of the modelling, and it can be applied for both frequentist and Bayesian statistical analyses. The approach possesses appealing theoretical and empirical properties.

The comparison of frequency distributions is a common statistical task with broad applications and a long history of methodological development. However, existing measures do not quantify the magnitude and direction by which one distribution is shifted relative to another. In the present study, we define distributional shift (DS) as the concentration of frequencies away from the greatest discrete class, e.g., a histogram's right-most bin. We derive a measure of DS based on the sum of cumulative frequencies, intuitively quantifying shift as a statistical moment. We then define relative distributional shift (RDS) as the difference in DS between distributions. Using simulated random sampling, we demonstrate that RDS is highly related to measures that are popularly used to compare frequency distributions. Focusing on a specific use case, i.e., simulated healthcare Evaluation and Management coding profiles, we show how RDS can be used to examine many pairs of empirical and expected distributions via shift-significance plots. In comparison to other measures, RDS has the unique advantage of being a signed (directional) measure based on a simple difference in an intuitive property.