This paper presents the Residual QPAS Subspace (ResQPASS) method that solves large-scale linear least-squares problems with bound constraints on the variables. The problem is solved by creating a series of small projected problems with increasing size. We project on the basis spanned by the residuals. Each projected problem is solved by the QPAS method that is warm-started with the working set and the solution of the previous problem. The method coincides with conjugate gradients (CG) applied to the normal equations when none of the constraints is active. When only a few constraints are active the method converges, after a few initial iterations, as the CG method. Our analysis links the convergence to Krylov subspaces. We also present an efficient implementation where the matrix factorizations using QR are updated over the inner iterations and Cholesky over the outer iterations.
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We consider a linear implicit-explicit (IMEX) time discretization of the Cahn-Hilliard equation with a source term, endowed with Dirichlet boundary conditions. For every time step small enough, we build an exponential attractor of the discrete-in-time dynamical system associated to the discretization. We prove that, as the time step tends to 0, this attractor converges for the symmmetric Hausdorff distance to an exponential attractor of the continuous-in-time dynamical system associated with the PDE. We also prove that the fractal dimension of the exponential attractor (and consequently, of the global attractor) is bounded by a constant independent of the time step. The results also apply to the classical Cahn-Hilliard equation with Neumann boundary conditions.
In this paper, we first present the general propagation multiple-relaxation-time lattice Boltzmann (GPMRT-LB) model and obtain the corresponding macroscopic finite-difference (GPMFD) scheme on conservative moments. Then based on the Maxwell iteration method, we conduct the analysis on the truncation errors and modified equations (MEs) of the GPMRT-LB model and GPMFD scheme at both diffusive and acoustic scalings. For the nonlinear anisotropic convection-diffusion equation (NACDE) and Navier-Stokes equations (NSEs), we also derive the first- and second-order MEs of the GPMRT-LB model and GPMFD scheme. In particular, for the one-dimensional convection-diffusion equation (CDE) with the constant velocity and diffusion coefficient, we can develop a fourth-order GPMRT-LB (F-GPMRT-LB) model and the corresponding fourth-order GPMFD (F-GPMFD) scheme at the diffusive scaling. Finally, two benchmark problems, Gauss hill problem and Poiseuille flow in two-dimensional space, are used to test the GPMRT-LB model and GPMFD scheme, and it is found that the numerical results are not only in good agreement with corresponding analytical solutions, but also have a second-order convergence rate in space. Additionally, a numerical study on one-dimensional CDE also demonstrates that the F-GPMRT-LB model and F-GPMFD scheme can achieve a fourth-order accuracy in space, which is consistent with our theoretical analysis.
This paper introduces a method for Large Language Models (LLM) to produce enhanced compiler error explanations, in simple language, within our Debugging C Compiler (DCC). It is well documented that compiler error messages have been known to present a barrier for novices learning how to program. Although our initial use of DCC in introductory programming (CS1) has been instrumental in teaching C to novice programmers by providing safeguards to commonly occurring errors and translating the usually cryptic compiler error messages at both compile- and run-time, we proposed that incorporating LLM-generated explanations would further enhance the learning experience for novice programmers. Through an expert evaluation, we observed that LLM-generated explanations for compiler errors were conceptually accurate in 90% of compile-time errors, and 75% of run-time errors. Additionally, the new DCC-help tool has been increasingly adopted by students, with an average of 1047 unique runs per week, demonstrating a promising initial assessment of using LLMs to complement compiler output to enhance programming education for beginners. We release our tool as open-source to the community.
Differential geometric approaches are ubiquitous in several fields of mathematics, physics and engineering, and their discretizations enable the development of network-based mathematical and computational frameworks, which are essential for large-scale data science. The Forman-Ricci curvature (FRC) - a statistical measure based on Riemannian geometry and designed for networks - is known for its high capacity for extracting geometric information from complex networks. However, extracting information from dense networks is still challenging due to the combinatorial explosion of high-order network structures. Motivated by this challenge we sought a set-theoretic representation theory for high-order network cells and FRC, as well as their associated concepts and properties, which together provide an alternative and efficient formulation for computing high-order FRC in complex networks. We provide a pseudo-code, a software implementation coined FastForman, as well as a benchmark comparison with alternative implementations. Crucially, our representation theory reveals previous computational bottlenecks and also accelerates the computation of FRC. As a consequence, our findings open new research possibilities in complex systems where higher-order geometric computations are required.
We aim to find conditions on two Hilbert space operators $A$ and $B$ under which the expression $AX-XB$ having low rank forces the operator $X$ itself to admit a good low rank approximation. It is known that this can be achieved when $A$ and $B$ are normal and have well-separated spectra. In this paper, we relax this normality condition, using the idea of operator dilations. The basic problem then becomes the lifting of Sylvester equations, which is reminiscent of the classical commutant lifting theorem and its variations. Our approach also allows us to show that the (factored) alternating direction implicit method for solving Sylvester equaftions $AX-XB=C$ does not require too many iterations, even without requiring $A$ to be normal.
This paper introduces Concurrent Valuation Algebras (CVAs), a novel extension of ordered valuation algebras (OVAs). CVAs include two combine operators representing parallel and sequential products, adhering to a weak exchange law. This development offers theoretical and practical benefits for the specification and modelling of concurrent and distributed systems. As a presheaf on a space of domains, CVAs enable localised specifications, supporting modularity, compositionality, and the ability to represent large and complex systems. Furthermore, CVAs align with lattice-based refinement reasoning and are compatible with established methodologies such as Hoare and Rely-Guarantee logics. The flexibility of CVAs is explored through three trace models, illustrating distinct paradigms of concurrent/distributed computing, interrelated by morphisms. The paper also highlights the potential to incorporate a powerful local computation framework from valuation algebras for model checking in concurrent and distributed systems. The foundational results presented have been verified with the proof assistant Isabelle/HOL.
In this paper we develop a numerical method for efficiently approximating solutions of certain Zakai equations in high dimensions. The key idea is to transform a given Zakai SPDE into a PDE with random coefficients. We show that under suitable regularity assumptions on the coefficients of the Zakai equation, the corresponding random PDE admits a solution random field which, for almost all realizations of the random coefficients, can be written as a classical solution of a linear parabolic PDE. This makes it possible to apply the Feynman--Kac formula to obtain an efficient Monte Carlo scheme for computing approximate solutions of Zakai equations. The approach achieves good results in up to 25 dimensions with fast run times.
This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed proximal-point iteration that admits two complementary interpretations. For models that are smooth or regularised by Moreau-Yosida smoothing, the algorithm is equivalent to an implicit midpoint discretisation of an overdamped Langevin diffusion targeting the posterior distribution of interest. This discretisation is asymptotically unbiased for Gaussian targets and shown to converge in an accelerated manner for any target that is $\kappa$-strongly log-concave (i.e., requiring in the order of $\sqrt{\kappa}$ iterations to converge, similarly to accelerated optimisation schemes), comparing favorably to [M. Pereyra, L. Vargas Mieles, K.C. Zygalakis, SIAM J. Imaging Sciences, 13, 2 (2020), pp. 905-935] which is only provably accelerated for Gaussian targets and has bias. For models that are not smooth, the algorithm is equivalent to a Leimkuhler-Matthews discretisation of a Langevin diffusion targeting a Moreau-Yosida approximation of the posterior distribution of interest, and hence achieves a significantly lower bias than conventional unadjusted Langevin strategies based on the Euler-Maruyama discretisation. For targets that are $\kappa$-strongly log-concave, the provided non-asymptotic convergence analysis also identifies the optimal time step which maximizes the convergence speed. The proposed methodology is demonstrated through a range of experiments related to image deconvolution with Gaussian and Poisson noise, with assumption-driven and data-driven convex priors.
In this paper, we present two non-overlapping Schwarz algorithms for the hybridizable discontinuous Galerkin (HDG) method. The first algorithm is based on the Neumann-Neumann method. The second one is an iterative algorithm uses both trace and flux interface unknowns on interfaces between subdomains. Numerical results are provided to verify the validity of our algorithms.
This paper focuses on investigating the density convergence of a fully discrete finite difference method when applied to numerically solve the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noises. The main difficulty lies in the control of the drift coefficient that is neither globally Lipschitz nor one-sided Lipschitz. To handle this difficulty, we propose a novel localization argument and derive the strong convergence rate of the numerical solution to estimate the total variation distance between the exact and numerical solutions. This along with the existence of the density of the numerical solution finally yields the convergence of density in $L^1(\mathbb{R})$ of the numerical solution. Our results partially answer positively to the open problem emerged in [J. Cui and J. Hong, J. Differential Equations (2020)] on computing the density of the exact solution numerically.
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