We present a novel solver technique for the anisotropic heat flux equation, aimed at the high level of anisotropy seen in magnetic confinement fusion plasmas. Such problems pose two major challenges: (i) discretization accuracy and (ii) efficient implicit linear solvers. We simultaneously address each of these challenges by constructing a new finite element discretization with excellent accuracy properties, tailored to a novel solver approach based on algebraic multigrid (AMG) methods designed for advective operators. We pose the problem in a mixed formulation, introducing the directional temperature gradient as an auxiliary variable. The temperature and auxiliary fields are discretized in a scalar discontinuous Galerkin space with upwinding principles used for discretizations of advection. We demonstrate the proposed discretization's superior accuracy over other discretizations of anisotropic heat flux, achieving error $1000\times$ smaller for anisotropy ratio of $10^9$, for $closed$ $field$ $lines$. The block matrix system is reordered and solved in an approach where the two advection operators are inverted using AMG solvers based on approximate ideal restriction (AIR), which is particularly efficient for upwind discontinuous Galerkin discretizations of advection. To ensure that the advection operators are non-singular, in this paper we restrict ourselves to considering open (acyclic) magnetic field lines for the linear solvers. We demonstrate fast convergence of the proposed iterative solver in highly anisotropic regimes where other diffusion-based AMG methods fail.
Inverse problems in granular flows, such as landslides and debris flows, involve estimating material parameters or boundary conditions based on target runout profile. Traditional high-fidelity simulators for these inverse problems are computationally demanding, restricting the number of simulations possible. Additionally, their non-differentiable nature makes gradient-based optimization methods, known for their efficiency in high-dimensional problems, inapplicable. While machine learning-based surrogate models offer computational efficiency and differentiability, they often struggle to generalize beyond their training data due to their reliance on low-dimensional input-output mappings that fail to capture the complete physics of granular flows. We propose a novel differentiable graph neural network simulator (GNS) by combining reverse mode automatic differentiation of graph neural networks with gradient-based optimization for solving inverse problems. GNS learns the dynamics of granular flow by representing the system as a graph and predicts the evolution of the graph at the next time step, given the current state. The differentiable GNS shows optimization capabilities beyond the training data. We demonstrate the effectiveness of our method for inverse estimation across single and multi-parameter optimization problems, including evaluating material properties and boundary conditions for a target runout distance and designing baffle locations to limit a landslide runout. Our proposed differentiable GNS framework offers an orders of magnitude faster solution to these inverse problems than the conventional finite difference approach to gradient-based optimization.
The consistency of the maximum likelihood estimator for mixtures of elliptically-symmetric distributions for estimating its population version is shown, where the underlying distribution $P$ is nonparametric and does not necessarily belong to the class of mixtures on which the estimator is based. In a situation where $P$ is a mixture of well enough separated but nonparametric distributions it is shown that the components of the population version of the estimator correspond to the well separated components of $P$. This provides some theoretical justification for the use of such estimators for cluster analysis in case that $P$ has well separated subpopulations even if these subpopulations differ from what the mixture model assumes.
This paper addresses the construction and analysis of a class of domain decomposition methods for the iterative solution of the quasi-static Biot problem in three-field formulation. The considered discrete model arises from time discretization by the implicit Euler method and space discretization by a family of strongly mass-conserving methods exploiting $H^{div}$-conforming approximations of the solid displacement and fluid flux fields. For the resulting saddle-point problem, we construct monolithic overlapping domain decomposition (DD) methods whose analysis relies on a transformation into an equivalent symmetric positive definite system and on stable decompositions of the involved finite element spaces under proper problem-dependent norms. Numerical results on two-dimensional test problems are in accordance with the provided theoretical uniform convergence estimates for the two-level multiplicative Schwarz method.
The covXtreme software provides functionality for estimation of marginal and conditional extreme value models, non-stationary with respect to covariates, and environmental design contours. Generalised Pareto (GP) marginal models of peaks over threshold are estimated, using a piecewise-constant representation for the variation of GP threshold and scale parameters on the (potentially multidimensional) covariate domain of interest. The conditional variation of one or more associated variates, given a large value of a single conditioning variate, is described using the conditional extremes model of Heffernan and Tawn (2004), the slope term of which is also assumed to vary in a piecewise constant manner with covariates. Optimal smoothness of marginal and conditional extreme value model parameters with respect to covariates is estimated using cross-validated roughness-penalised maximum likelihood estimation. Uncertainties in model parameter estimates due to marginal and conditional extreme value threshold choice, and sample size, are quantified using a bootstrap resampling scheme. Estimates of environmental contours using various schemes, including the direct sampling approach of Huseby et al. 2013, are calculated by simulation or numerical integration under fitted models. The software was developed in MATLAB for metocean applications, but is applicable generally to multivariate samples of peaks over threshold. The software and case study data can be downloaded from GitHub, with an accompanying user guide.
Satellite imaging generally presents a trade-off between the frequency of acquisitions and the spatial resolution of the images. Super-resolution is often advanced as a way to get the best of both worlds. In this work, we investigate multi-image super-resolution of satellite image time series, i.e. how multiple images of the same area acquired at different dates can help reconstruct a higher resolution observation. In particular, we extend state-of-the-art deep single and multi-image super-resolution algorithms, such as SRDiff and HighRes-net, to deal with irregularly sampled Sentinel-2 time series. We introduce BreizhSR, a new dataset for 4x super-resolution of Sentinel-2 time series using very high-resolution SPOT-6 imagery of Brittany, a French region. We show that using multiple images significantly improves super-resolution performance, and that a well-designed temporal positional encoding allows us to perform super-resolution for different times of the series. In addition, we observe a trade-off between spectral fidelity and perceptual quality of the reconstructed HR images, questioning future directions for super-resolution of Earth Observation data.
Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability condition. In this case, one can exploit the superior stability properties of implicit time integration which allows to choose the time-step only from accuracy requirements, and thus avoid the use of small time-steps. We discuss an efficient framework to devise high order implicit schemes for stiff hyperbolic systems without tailoring it to a specific problem. The nonlinearity of high order schemes, due to space- and time-limiting procedures which control nonphysical oscillations, makes the implicit time integration difficult, e.g.~because the discrete system is nonlinear also on linear problems. This nonlinearity of the scheme is circumvented as proposed in (Puppo et al., Comm.~Appl.~Math.~\& Comput., 2023) for scalar conservation laws, where a first order implicit predictor is computed to freeze the nonlinear coefficients of the essentially non-oscillatory space reconstruction, and also to assist limiting in time. In addition, we propose a novel conservative flux-centered a-posteriori time-limiting procedure using numerical entropy indicators to detect troubled cells. The numerical tests involve classical and artificially devised stiff problems using the Euler's system of gas-dynamics.
The implication problem for conditional independence (CI) asks whether the fact that a probability distribution obeys a given finite set of CI relations implies that a further CI statement also holds in this distribution. This problem has a long and fascinating history, cumulating in positive results about implications now known as the semigraphoid axioms as well as impossibility results about a general finite characterization of CI implications. Motivated by violation of faithfulness assumptions in causal discovery, we study the implication problem in the special setting where the CI relations are obtained from a directed acyclic graphical (DAG) model along with one additional CI statement. Focusing on the Gaussian case, we give a complete characterization of when such an implication is graphical by using algebraic techniques. Moreover, prompted by the relevance of strong faithfulness in statistical guarantees for causal discovery algorithms, we give a graphical solution for an approximate CI implication problem, in which we ask whether small values of one additional partial correlation entail small values for yet a further partial correlation.
Existing deep learning methods for the reconstruction and denoising of point clouds rely on small datasets of 3D shapes. We circumvent the problem by leveraging deep learning methods trained on billions of images. We propose a method to reconstruct point clouds from few images and to denoise point clouds from their rendering by exploiting prior knowledge distilled from image-based deep learning models. To improve reconstruction in constraint settings, we regularize the training of a differentiable renderer with hybrid surface and appearance by introducing semantic consistency supervision. In addition, we propose a pipeline to finetune Stable Diffusion to denoise renderings of noisy point clouds and we demonstrate how these learned filters can be used to remove point cloud noise coming without 3D supervision. We compare our method with DSS and PointRadiance and achieved higher quality 3D reconstruction on the Sketchfab Testset and SCUT Dataset.
In contemporary problems involving genetic or neuroimaging data, thousands of hypotheses need to be tested. Due to their high power, and finite sample guarantees on type-1 error under weak assumptions, Monte-Carlo permutation tests are often considered as gold standard for these settings. However, the enormous computational effort required for (thousands of) permutation tests is a major burden. Recently, Fischer and Ramdas (2024) constructed a permutation test for a single hypothesis in which the permutations are drawn sequentially one-by-one and the testing process can be stopped at any point without inflating the type I error. They showed that the number of permutations can be substantially reduced (under null and alternative) while the power remains similar. We show how their approach can be modified to make it suitable for a broad class of multiple testing procedures. In particular, we discuss its use with the Benjamini-Hochberg procedure and illustrate the application on a large dataset.
We describe a simple deterministic near-linear time approximation scheme for uncapacitated minimum cost flow in undirected graphs with real edge weights, a problem also known as transshipment. Specifically, our algorithm takes as input a (connected) undirected graph $G = (V, E)$, vertex demands $b \in \mathbb{R}^V$ such that $\sum_{v \in V} b(v) = 0$, positive edge costs $c \in \mathbb{R}_{>0}^E$, and a parameter $\varepsilon > 0$. In $O(\varepsilon^{-2} m \log^{O(1)} n)$ time, it returns a flow $f$ such that the net flow out of each vertex is equal to the vertex's demand and the cost of the flow is within a $(1 + \varepsilon)$ factor of optimal. Our algorithm is combinatorial and has no running time dependency on the demands or edge costs. With the exception of a recent result presented at STOC 2022 for polynomially bounded edge weights, all almost- and near-linear time approximation schemes for transshipment relied on randomization to embed the problem instance into low-dimensional space. Our algorithm instead deterministically approximates the cost of routing decisions that would be made if the input were subject to a random tree embedding. To avoid computing the $\Omega(n^2)$ vertex-vertex distances that an approximation of this kind suggests, we also limit the available routing decisions using distances explicitly stored in the well-known Thorup-Zwick distance oracle.