We introduce two hybridizable discontinuous Galerkin (HDG) methods for numerically solving the Monge-Ampere equation. The first HDG method is devised to solve the nonlinear elliptic Monge-Ampere equation by using Newton's method. The second HDG method is devised to solve a sequence of the Poisson equation until convergence to a fixed-point solution of the Monge-Ampere equation is reached. Numerical examples are presented to demonstrate the convergence and accuracy of the HDG methods. Furthermore, the HDG methods are applied to r-adaptive mesh generation by redistributing a given scalar density function via the optimal transport theory. This r-adaptivity methodology leads to the Monge-Ampere equation with a nonlinear Neumann boundary condition arising from the optimal transport of the density function to conform the resulting high-order mesh to the boundary. Hence, we extend the HDG methods to treat the nonlinear Neumann boundary condition. Numerical experiments are presented to illustrate the generation of r-adaptive high-order meshes on planar and curved domains.
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The classical Minkowski problem for convex bodies has deeply influenced the development of differential geometry. During the past several decades, abundant mathematical theories have been developed for studying the solutions of the Minkowski problem, however, the numerical solution of this problem has been largely left behind, with only few methods available to achieve that goal. In this article, focusing on the two-dimensional Minkowski problem with Dirichlet boundary conditions, we introduce two solution methods, both based on operator-splitting. One of these two methods deals directly with the Dirichlet condition, while the other method uses an approximation of this Dirichlet condition. This relaxation of the Dirichlet condition makes this second method better suited than the first one to treat those situations where the Minkowski and the Dirichlet condition are not compatible. Both methods are generalizations of the solution method for the canonical Monge-Amp\`{e}re equation discussed by Glowinski et al. (Journal of Scientific Computing, 79(1), 1-47, 2019); as such they take advantage of a divergence formulation of the Minkowski problem, well-suited to a mixed finite element approximation, and to the the time-discretization via an operator-splitting scheme, of an associated initial value problem. Our methodology can be easily implemented on convex domains of rather general shape (with curved boundaries, possibly). The numerical experiments we performed validate both methods and show that if one uses continuous piecewise affine finite element approximations of the smooth solution of the Minkowski problem and of its three second order derivatives, these two methods provide nearly second order accuracy for the $L^2$ and $L^{\infty}$ error. One can extend easily the methods discussed in this article, to address the solution of three-dimensional Minkowski problem.
A non-intrusive proper generalized decomposition (PGD) strategy, coupled with an overlapping domain decomposition (DD) method, is proposed to efficiently construct surrogate models of parametric linear elliptic problems. A parametric multi-domain formulation is presented, with local subproblems featuring arbitrary Dirichlet interface conditions represented through the traces of the finite element functions used for spatial discretization at the subdomain level, with no need for additional auxiliary basis functions. The linearity of the operator is exploited to devise low-dimensional problems with only few active boundary parameters. An overlapping Schwarz method is used to glue the local surrogate models, solving a linear system for the nodal values of the parametric solution at the interfaces, without introducing Lagrange multipliers to enforce the continuity in the overlapping region. The proposed DD-PGD methodology relies on a fully algebraic formulation allowing for real-time computation based on the efficient interpolation of the local surrogate models in the parametric space, with no additional problems to be solved during the execution of the Schwarz algorithm. Numerical results for parametric diffusion and convection-diffusion problems are presented to showcase the accuracy of the DD-PGD approach, its robustness in different regimes and its superior performance with respect to standard high-fidelity DD methods.
Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific parameter tuning is required, which in practice can be a time-consuming and tedious task. This paper proposes an optimization algorithm for tuning the numerical method parameters. The algorithm combines the evolution strategy with the pre-trained neural network used to filter the individuals when constructing the new generation. The proposed coupling of two optimization approaches allows to integrate the adaptivity properties of the evolution strategy with a priori knowledge realized by the neural network. The use of the neural network as a preliminary filter allows for significant weakening of the prediction accuracy requirements and reusing the pre-trained network with a wide range of linear systems. The detailed algorithm efficiency evaluation is performed for a set of model linear systems, including the ones from the SuiteSparse Matrix Collection and the systems from the turbulent flow simulations. The obtained results show that the pre-trained neural network can be effectively reused to optimize parameters for various linear systems, and a significant speedup in the calculations can be achieved at the cost of about 100 trial solves. The hybrid evolution strategy decreases the calculation time by more than 6 times for the black box matrices from the SuiteSparse Matrix Collection and by a factor of 1.4-2 for the sequence of linear systems when modeling turbulent flows. This results in a speedup of up to 1.8 times for the turbulent flow simulations performed in the paper.
We present a two-dimensional conforming virtual element method for the fourth-order phase-field equation. Our proposed numerical approach to the solution of this high-order phase-field (HOPF) equation relies on the design of an arbitrary-order accurate, virtual element space with $C^1$ global regularity. Such regularity is guaranteed by taking the values of the virtual element functions and their full gradient at the mesh vertices as degrees of freedom. Attaining high-order accuracy requires also edge polynomial moments of the trace of the virtual element functions and their normal derivatives. In this work, we detail the scheme construction, and prove its convergence by deriving error estimates in different norms. A set of representative test cases allows us to assess the behavior of the method.
The scattering of electromagnetic waves by three--dimensional periodic structures is important for many problems of crucial scientific and engineering interest. Due to the complexity and three-dimensional nature of these waves, the fast, accurate, and reliable numerical simulations of these are indispensable for engineers and scientists alike. For this, High Order Spectral methods are frequently employed and here we describe an algorithm in this class. Our approach is perturbative in nature where we view the deviation of the permittivity from a constant value as the deformation and we pursue regular perturbation theory. This work extends our previous contribution regarding the Helmholtz equation to the full vector Maxwell equations, by providing a rigorous analyticity theory, both in deformation size and spatial variable (provided that the permittivity is, itself, analytic).
We formulate and analyze a multiscale method for an elliptic problem with an oscillatory coefficient based on a skeletal (hybrid) formulation. More precisely, we employ hybrid discontinuous Galerkin approaches and combine them with the localized orthogonal decomposition methodology to obtain a coarse-scale skeletal method that effectively includes fine-scale information. This work is a first step to reliably merge hybrid skeletal formulations and localized orthogonal decomposition and unite the advantages of both strategies. Numerical experiments are presented to illustrate the theoretical findings.
We prove that black-box variational inference (BBVI) with control variates, particularly the sticking-the-landing (STL) estimator, converges at a geometric (traditionally called "linear") rate under perfect variational family specification. In particular, we prove a quadratic bound on the gradient variance of the STL estimator, one which encompasses misspecified variational families. Combined with previous works on the quadratic variance condition, this directly implies convergence of BBVI with the use of projected stochastic gradient descent. We also improve existing analysis on the regular closed-form entropy gradient estimators, which enables comparison against the STL estimator and provides explicit non-asymptotic complexity guarantees for both.
A grid-overlay finite difference method is proposed for the numerical approximation of the fractional Laplacian on arbitrary bounded domains. The method uses an unstructured simplicial mesh and an overlay uniform grid for the underlying domain and constructs the approximation based on a uniform-grid finite difference approximation and a data transfer from the unstructured mesh to the uniform grid. The method takes full advantage of both uniform-grid finite difference approximation in efficient matrix-vector multiplication via the fast Fourier transform and unstructured meshes for complex geometries. It is shown that its stiffness matrix is similar to a symmetric and positive definite matrix and thus invertible if the data transfer has full column rank and positive column sums. Piecewise linear interpolation is studied as a special example for the data transfer. It is proved that the full column rank and positive column sums of linear interpolation is guaranteed if the spacing of the uniform grid is smaller than or equal to a positive bound proportional to the minimum element height of the unstructured mesh. Moreover, a sparse preconditioner is proposed for the iterative solution of the resulting linear system for the homogeneous Dirichlet problem of the fractional Laplacian. Numerical examples demonstrate that the new method has similar convergence behavior as existing finite difference and finite element methods and that the sparse preconditioning is effective. Furthermore, the new method can readily be incorporated with existing mesh adaptation strategies. Numerical results obtained by combining with the so-called MMPDE moving mesh method are also presented.
We consider the problem of discovering $K$ related Gaussian directed acyclic graphs (DAGs), where the involved graph structures share a consistent causal order and sparse unions of supports. Under the multi-task learning setting, we propose a $l_1/l_2$-regularized maximum likelihood estimator (MLE) for learning $K$ linear structural equation models. We theoretically show that the joint estimator, by leveraging data across related tasks, can achieve a better sample complexity for recovering the causal order (or topological order) than separate estimations. Moreover, the joint estimator is able to recover non-identifiable DAGs, by estimating them together with some identifiable DAGs. Lastly, our analysis also shows the consistency of union support recovery of the structures. To allow practical implementation, we design a continuous optimization problem whose optimizer is the same as the joint estimator and can be approximated efficiently by an iterative algorithm. We validate the theoretical analysis and the effectiveness of the joint estimator in experiments.
This PhD thesis contains several contributions to the field of statistical causal modeling. Statistical causal models are statistical models embedded with causal assumptions that allow for the inference and reasoning about the behavior of stochastic systems affected by external manipulation (interventions). This thesis contributes to the research areas concerning the estimation of causal effects, causal structure learning, and distributionally robust (out-of-distribution generalizing) prediction methods. We present novel and consistent linear and non-linear causal effects estimators in instrumental variable settings that employ data-dependent mean squared prediction error regularization. Our proposed estimators show, in certain settings, mean squared error improvements compared to both canonical and state-of-the-art estimators. We show that recent research on distributionally robust prediction methods has connections to well-studied estimators from econometrics. This connection leads us to prove that general K-class estimators possess distributional robustness properties. We, furthermore, propose a general framework for distributional robustness with respect to intervention-induced distributions. In this framework, we derive sufficient conditions for the identifiability of distributionally robust prediction methods and present impossibility results that show the necessity of several of these conditions. We present a new structure learning method applicable in additive noise models with directed trees as causal graphs. We prove consistency in a vanishing identifiability setup and provide a method for testing substructure hypotheses with asymptotic family-wise error control that remains valid post-selection. Finally, we present heuristic ideas for learning summary graphs of nonlinear time-series models.
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