In this article, we develop a reduced basis method for efficiently solving the coupled Stokes/Darcy equations with parametric internal geometry. To accommodate possible changes in topology, we define the Stokes and Darcy domains implicitly via a phase-field indicator function. In our reduced order model, we approximate the parameter-dependent phase-field function with a discrete empirical interpolation method (DEIM) that enables affine decomposition of the associated linear and bilinear forms. In addition, we introduce a modification of DEIM that leads to non-negativity preserving approximations, thus guaranteeing positive-semidefiniteness of the system matrix. We also present a strategy for determining the required number of DEIM modes for a given number of reduced basis functions. We couple reduced basis functions on neighboring patches to enable the efficient simulation of large-scale problems that consist of repetitive subdomains. We apply our reduced basis framework to efficiently solve the inverse problem of characterizing the subsurface damage state of a complete in-situ leach mining site.
The present paper focuses on the problem of sampling from a given target distribution $\pi$ defined on some general state space. To this end, we introduce a novel class of non-reversible Markov chains, each chain being defined on an extended state space and having an invariant probability measure admitting $\pi$ as a marginal distribution. The proposed methodology is inspired by a new formulation of Kac's theorem and allows global and local dynamics to be smoothly combined. Under mild conditions, the corresponding Markov transition kernel can be shown to be irreducible and Harris recurrent. In addition, we establish that geometric ergodicity holds under appropriate conditions on the global and local dynamics. Finally, we illustrate numerically the use of the proposed method and its potential benefits in comparison to existing Markov chain Monte Carlo (MCMC) algorithms.
We consider the inverse problem of reconstructing the boundary curve of a cavity embedded in a bounded domain. The problem is formulated in two dimensions for the wave equation. We combine the Laguerre transform with the integral equation method and we reduce the inverse problem to a system of boundary integral equations. We propose an iterative scheme that linearizes the equation using the Fr\'echet derivative of the forward operator. The application of special quadrature rules results to an ill-conditioned linear system which we solve using Tikhonov regularization. The numerical results show that the proposed method produces accurate and stable reconstructions.
We study timed systems in which some timing features are unknown parameters. Parametric timed automata (PTAs) are a classical formalism for such systems but for which most interesting problems are undecidable. Notably, the parametric reachability emptiness problem, i.e., the emptiness of the parameter valuations set allowing to reach some given discrete state, is undecidable. Lower-bound/upper-bound parametric timed automata (L/U-PTAs) achieve decidability for reachability properties by enforcing a separation of parameters used as upper bounds in the automaton constraints, and those used as lower bounds. In this paper, we first study reachability. We exhibit a subclass of PTAs (namely integer-points PTAs) with bounded rational-valued parameters for which the parametric reachability emptiness problem is decidable. Using this class, we present further results improving the boundary between decidability and undecidability for PTAs and their subclasses such as L/U-PTAs. We then study liveness. We prove that: (1) the existence of at least one parameter valuation for which there exists an infinite run in an L/U-PTA is PSPACE-complete; (2) the existence of a parameter valuation such that the system has a deadlock is however undecidable; (3) the problem of the existence of a valuation for which a run remains in a given set of locations exhibits a very thin border between decidability and undecidability.
This paper develops a novel control-theoretic framework to analyze the non-asymptotic convergence of Q-learning. We show that the dynamics of asynchronous Q-learning with a constant step-size can be naturally formulated as a discrete-time stochastic affine switching system. Moreover, the evolution of the Q-learning estimation error is over- and underestimated by trajectories of two simpler dynamical systems. Based on these two systems, we derive a new finite-time error bound of asynchronous Q-learning when a constant stepsize is used. Our analysis also sheds light on the overestimation phenomenon of Q-learning. We further illustrate and validate the analysis through numerical simulations.
Unobserved confounding is one of the main challenges when estimating causal effects. We propose a causal reduction method that, given a causal model, replaces an arbitrary number of possibly high-dimensional latent confounders with a single latent confounder that takes values in the same space as the treatment variable, without changing the observational and interventional distributions the causal model entails. This allows us to estimate the causal effect in a principled way from combined data without relying on the common but often unrealistic assumption that all confounders have been observed. We apply our causal reduction in three different settings. In the first setting, we assume the treatment and outcome to be discrete. The causal reduction then implies bounds between the observational and interventional distributions that can be exploited for estimation purposes. In certain cases with highly unbalanced observational samples, the accuracy of the causal effect estimate can be improved by incorporating observational data. Second, for continuous variables and assuming a linear-Gaussian model, we derive equality constraints for the parameters of the observational and interventional distributions. Third, for the general continuous setting (possibly nonlinear or non-Gaussian), we parameterize the reduced causal model using normalizing flows, a flexible class of easily invertible nonlinear transformations. We perform a series of experiments on synthetic data and find that in several cases the number of interventional samples can be reduced when adding observational training samples without sacrificing accuracy.
We present a four-field Virtual Element discretization for the time-dependent resistive Magnetohydrodynamics equations in three space dimensions, focusing on the semi-discrete formulation. The proposed method employs general polyhedral meshes and guarantees velocity and magnetic fields that are divergence free up to machine precision. We provide a full convergence analysis under suitable regularity assumptions, which is validated by some numerical tests.
In this work we present a novel bulk-surface virtual element method (BSVEM) for the numerical approximation of elliptic bulk-surface partial differential equations (BSPDEs) in three space dimensions. The BSVEM is based on the discretisation of the bulk domain into polyhedral elements with arbitrarily many faces. The polyhedral approximation of the bulk induces a polygonal approximation of the surface. Firstly, we present a geometric error analysis of bulk-surface polyhedral meshes independent of the numerical method. Then, we show that BSVEM has optimal second-order convergence in space, provided the exact solution is $H^{2+3/4}$ in the bulk and $H^2$ on the surface, where the additional $\frac{3}{4}$ is due to the combined effect of surface curvature and polyhedral elements close to the boundary. We show that general polyhedra can be exploited to reduce the computational time of the matrix assembly. To demonstrate optimal convergence results, a numerical example is presented on the unit sphere.
The great success of deep learning (DL) has inspired researchers to develop more accurate and efficient symbol detectors for multi-input multi-output (MIMO) systems. Existing DL-based MIMO detectors, however, suffer several drawbacks. To address these issues, in this paper, we develop a model-driven DL detector based on variational Bayesian inference. Specifically, the proposed unrolled DL architecture is inspired by an inverse-free variational Bayesian learning framework which circumvents matrix inversion via maximizing a relaxed evidence lower bound. Two networks are respectively developed for independent and identically distributed (i.i.d.) Gaussian channels and arbitrarily correlated channels. The proposed networks, referred to as VBINet, have only a few learnable parameters and thus can be efficiently trained with a moderate amount of training samples. The proposed VBINet-based detectors can work in both offline and online training modes. An important advantage of our proposed networks over state-of-the-art MIMO detection networks such as OAMPNet and MMNet is that the VBINet can automatically learn the noise variance from data, thus yielding a significant performance improvement over the OAMPNet and MMNet in the presence of noise variance uncertainty. Simulation results show that the proposed VBINet-based detectors achieve competitive performance for both i.i.d. Gaussian and realistic 3GPP MIMO channels.
Deep deterministic policy gradient (DDPG)-based car-following strategy can break through the constraints of the differential equation model due to the ability of exploration on complex environments. However, the car-following performance of DDPG is usually degraded by unreasonable reward function design, insufficient training, and low sampling efficiency. In order to solve this kind of problem, a hybrid car-following strategy based on DDPG and cooperative adaptive cruise control (CACC) is proposed. First, the car-following process is modeled as the Markov decision process to calculate CACC and DDPG simultaneously at each frame. Given a current state, two actions are obtained from CACC and DDPG, respectively. Then, an optimal action, corresponding to the one offering a larger reward, is chosen as the output of the hybrid strategy. Meanwhile, a rule is designed to ensure that the change rate of acceleration is smaller than the desired value. Therefore, the proposed strategy not only guarantees the basic performance of car-following through CACC but also makes full use of the advantages of exploration on complex environments via DDPG. Finally, simulation results show that the car-following performance of the proposed strategy is improved compared with that of DDPG and CACC.
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach builds off of techniques for distributionally robust optimization and Owen's empirical likelihood, and we provide a number of finite-sample and asymptotic results characterizing the theoretical performance of the estimator. In particular, we show that our procedure comes with certificates of optimality, achieving (in some scenarios) faster rates of convergence than empirical risk minimization by virtue of automatically balancing bias and variance. We give corroborating empirical evidence showing that in practice, the estimator indeed trades between variance and absolute performance on a training sample, improving out-of-sample (test) performance over standard empirical risk minimization for a number of classification problems.