The space of $C^1$ cubic Clough-Tocher splines is a classical finite element approximation space over triangulations for solving partial differential equations. However, for such a space there is no B-spline basis available, which is a preferred choice in computer aided geometric design and isogeometric analysis. A B-spline basis is a locally supported basis that forms a convex partition of unity. In this paper, we explore several alternative $C^1$ cubic spline spaces over triangulations equipped with a B-spline basis. They are defined over a Powell-Sabin refined triangulation and present different types of $C^2$ super-smoothness. The super-smooth B-splines are obtained through an extraction process, i.e., they are expressed in terms of less smooth basis functions. These alternative spline spaces maintain the same optimal approximation power as Clough-Tocher splines. This is illustrated with a selection of numerical examples in the context of least squares approximation and finite element approximation for second and fourth order boundary value problems.
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We describe a family of iterative algorithms that involve the repeated execution of discrete and inverse discrete Fourier transforms. One interesting member of this family is motivated by the discrete Fourier transform uncertainty principle and involves the application of a sparsification operation to both the time domain and frequency domain data with convergence obtained when time domain sparsity hits a stable pattern. This sparsification variant has practical utility for signal denoising, in particular the recovery of a periodic spike signal in the presence of Gaussian noise. General convergence properties and denoising performance are demonstrated using simulation studies. We are not aware of prior work on such iterative Fourier transformation algorithms and have written this paper in part to solicit feedback from others in the field who may be familiar with similar techniques.
The problem Power Dominating Set (PDS) is motivated by the placement of phasor measurement units to monitor electrical networks. It asks for a minimum set of vertices in a graph that observes all remaining vertices by exhaustively applying two observation rules. Our contribution is twofold. First, we determine the parameterized complexity of PDS by proving it is $W[P]$-complete when parameterized with respect to the solution size. We note that it was only known to be $W[2]$-hard before. Our second and main contribution is a new algorithm for PDS that efficiently solves practical instances. Our algorithm consists of two complementary parts. The first is a set of reduction rules for PDS that can also be used in conjunction with previously existing algorithms. The second is an algorithm for solving the remaining kernel based on the implicit hitting set approach. Our evaluation on a set of power grid instances from the literature shows that our solver outperforms previous state-of-the-art solvers for PDS by more than one order of magnitude on average. Furthermore, our algorithm can solve previously unsolved instances of continental scale within a few minutes.
We show that corner polyhedra and 3-connected Schnyder labelings join the growing list of planar structures that can be set in exact correspondence with (weighted) models of quadrant walks via a bijection due to Kenyon, Miller, Sheffield and Wilson. Our approach leads to a first polynomial time algorithm to count these structures, and to the determination of their exact asymptotic growth constants: the number $p_n$ of corner polyhedra and $s_n$ of 3-connected Schnyder labelings of size $n$ respectively satisfy $(p_n)^{1/n}\to 9/2$ and $(s_n)^{1/n}\to 16/3$ as $n$ goes to infinity. While the growth rates are rational, like in the case of previously known instances of such correspondences, the exponent of the asymptotic polynomial correction to the exponential growth does not appear to follow from the now standard Denisov-Wachtel approach, due to a bimodal behavior of the step set of the underlying tandem walk. However a heuristic argument suggests that these exponents are $-1-\pi/\arccos(9/16)\approx -4.23$ for $p_n$ and $-1-\pi/\arccos(22/27)\approx -6.08$ for $s_n$, which would imply that the associated series are not D-finite.
In this paper, we study the pulse shaping for delay-Doppler (DD) communications. We start with constructing a basis function in the DD domain following the properties of the Zak transform. Particularly, we show that the constructed basis functions are globally quasi-periodic while locally twisted-shifted, and their significance in time and frequency domains are then revealed. We further analyze the ambiguity function of the basis function, and show that fully localized ambiguity function can be achieved by constructing the basis function using periodic signals. More importantly, we prove that time and frequency truncating such basis functions naturally leads to delay and Doppler orthogonalities, if the truncating windows are orthogonal or periodic. Motivated by this, we propose a DD Nyquist pulse shaping scheme considering signals with periodicity. Finally, our conclusions are verified by using various orthogonal and periodic pulses.
We revisit the generalized hyperbolic (GH) distribution and its nested models. These include widely used parametric choices like the multivariate normal, skew-t, Laplace, and several others. We also introduce the multiple-choice LASSO, a novel penalized method for choosing among alternative constraints on the same parameter. A hierarchical multiple-choice LASSO penalized likelihood is optimized to perform simultaneous model selection and inference within the GH family. We illustrate our approach through a simulation study and a real data example about pre-term infants. The methodology proposed in this paper has been implemented in R functions which are available as supplementary material.
We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable number of uniformly distributed random parameters in a compact interval, with the coefficient functions in the linear expansion decaying at an algebraic rate. We analyze the surrogate Markov Chain Monte Carlo (MCMC) approach for sampling the posterior probability measure, where the multivariate sparse adaptive interpolation, with interpolating points chosen according to a lower index set, is used for approximating the forward map. The forward equation is approximated once before running the MCMC for all the realizations, using interpolation on the finite element (FE) approximation at the parametric interpolating points. When evaluation of the solution is needed for a realization, we only need to compute a polynomial, thus cutting drastically the computation time. We contribute a rigorous error estimate for the MCMC convergence. In particular, we show that there is a nested sequence of interpolating lower index sets for which we can derive an interpolation error estimate in terms of the cardinality of these sets, uniformly for all the parameter realizations. An explicit convergence rate for the MCMC sampling of the posterior expectation of the conductivity is rigorously derived, in terms of the interpolating point number, the accuracy of the FE approximation of the forward equation, and the MCMC sample number. We perform numerical experiments using an adaptive greedy approach to construct the sets of interpolation points. We show the benefits of this approach over the simple MCMC where the forward equation is repeatedly solved for all the samples and the non-adaptive surrogate MCMC with an isotropic index set treating all the random parameters equally.
Many multi-source localization and tracking models based on neural networks use one or several recurrent layers at their final stages to track the movement of the sources. Conventional recurrent neural networks (RNNs), such as the long short-term memories (LSTMs) or the gated recurrent units (GRUs), take a vector as their input and use another vector to store their state. However, this approach results in the information from all the sources being contained in a single ordered vector, which is not optimal for permutation-invariant problems such as multi-source tracking. In this paper, we present a new recurrent architecture that uses unordered sets to represent both its input and its state and that is invariant to the permutations of the input set and equivariant to the permutations of the state set. Hence, the information of every sound source is represented in an individual embedding and the new estimates are assigned to the tracked trajectories regardless of their order.
In this work we connect two notions: That of the nonparametric mode of a probability measure, defined by asymptotic small ball probabilities, and that of the Onsager-Machlup functional, a generalized density also defined via asymptotic small ball probabilities. We show that in a separable Hilbert space setting and under mild conditions on the likelihood, modes of a Bayesian posterior distribution based upon a Gaussian prior exist and agree with the minimizers of its Onsager-Machlup functional and thus also with weak posterior modes. We apply this result to inverse problems and derive conditions on the forward mapping under which this variational characterization of posterior modes holds. Our results show rigorously that in the limit case of infinite-dimensional data corrupted by additive Gaussian or Laplacian noise, nonparametric maximum a posteriori estimation is equivalent to Tikhonov-Phillips regularization. In comparison with the work of Dashti, Law, Stuart, and Voss (2013), the assumptions on the likelihood are relaxed so that they cover in particular the important case of white Gaussian process noise. We illustrate our results by applying them to a severely ill-posed linear problem with Laplacian noise, where we express the maximum a posteriori estimator analytically and study its rate of convergence in the small noise limit.
This paper considers the Westervelt equation, one of the most widely used models in nonlinear acoustics, and seeks to recover two spatially-dependent parameters of physical importance from time-trace boundary measurements. Specifically, these are the nonlinearity parameter $\kappa(x)$ often referred to as $B/A$ in the acoustics literature and the wave speed $c_0(x)$. The determination of the spatial change in these quantities can be used as a means of imaging. We consider identifiability from one or two boundary measurements as relevant in these applications. For a reformulation of the problem in terms of the squared slowness $\mathfrak{s}=1/c_0^2$ and the combined coefficient $\eta=\frac{B/A+2}{\varrho_0 c_0^4}$ we devise a frozen Newton method and prove its convergence. The effectiveness (and limitations) of this iterative scheme are demonstrated by numerical examples.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
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