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This paper presents a learnable solver tailored to iteratively solve sparse linear systems from discretized partial differential equations (PDEs). Unlike traditional approaches relying on specialized expertise, our solver streamlines the algorithm design process for a class of PDEs through training, which requires only training data of coefficient distributions. The proposed method is anchored by three core principles: (1) a multilevel hierarchy to promote rapid convergence, (2) adherence to linearity concerning the right-hand-side of equations, and (3) weights sharing across different levels to facilitate adaptability to various problem sizes. Built on these foundational principles and considering the similar computation pattern of the convolutional neural network (CNN) as multigrid components, we introduce a network adept at solving linear systems from PDEs with heterogeneous coefficients, discretized on structured grids. Notably, our proposed solver possesses the ability to generalize over right-hand-side terms, PDE coefficients, and grid sizes, thereby ensuring its training is purely offline. To evaluate its effectiveness, we train the solver on convection-diffusion equations featuring heterogeneous diffusion coefficients. The solver exhibits swift convergence to high accuracy over a range of grid sizes, extending from $31 \times 31$ to $4095 \times 4095$. Remarkably, our method outperforms the classical Geometric Multigrid (GMG) solver, demonstrating a speedup of approximately 3 to 8 times. Furthermore, our numerical investigation into the solver's capacity to generalize to untrained coefficient distributions reveals promising outcomes.

The classical satisfiability problem (SAT) is used as a natural and general tool to express and solve combinatorial problems that are in NP. We postulate that provability for implicational intuitionistic propositional logic (IIPC) can serve as a similar natural tool to express problems in Pspace. This approach can be particularly convenient for two reasons. One is that provability in full IPC (with all connectives) can be reduced to provability of implicational formulas of order three. Another advantage is a convenient interpretation in terms of simple alternating automata. Additionally, we distinguish some natural subclasses of IIPC corresponding to the complexity classes NP and co-NP. Our experimental results show that a simple decision procedure requires a significant amount of time only in a small fraction of cases.

When modeling a vector of risk variables, extreme scenarios are often of special interest. The peaks-over-thresholds method hinges on the notion that, asymptotically, the excesses over a vector of high thresholds follow a multivariate generalized Pareto distribution. However, existing literature has primarily concentrated on the setting when all risk variables are always large simultaneously. In reality, this assumption is often not met, especially in high dimensions. In response to this limitation, we study scenarios where distinct groups of risk variables may exhibit joint extremes while others do not. These discernible groups are derived from the angular measure inherent in the corresponding max-stable distribution, whence the term extreme direction. We explore such extreme directions within the framework of multivariate generalized Pareto distributions, with a focus on their probability density functions in relation to an appropriate dominating measure. Furthermore, we provide a stochastic construction that allows any prespecified set of risk groups to constitute the distribution's extreme directions. This construction takes the form of a smoothed max-linear model and accommodates the full spectrum of conceivable max-stable dependence structures. Additionally, we introduce a generic simulation algorithm tailored for multivariate generalized Pareto distributions, offering specific implementations for extensions of the logistic and H\"usler-Reiss families capable of carrying arbitrary extreme directions.

We propose a novel score-based particle method for solving the Landau equation in plasmas, that seamlessly integrates learning with structure-preserving particle methods [arXiv:1910.03080]. Building upon the Lagrangian viewpoint of the Landau equation, a central challenge stems from the nonlinear dependence of the velocity field on the density. Our primary innovation lies in recognizing that this nonlinearity is in the form of the score function, which can be approximated dynamically via techniques from score-matching. The resulting method inherits the conservation properties of the deterministic particle method while sidestepping the necessity for kernel density estimation in [arXiv:1910.03080]. This streamlines computation and enhances scalability with dimensionality. Furthermore, we provide a theoretical estimate by demonstrating that the KL divergence between our approximation and the true solution can be effectively controlled by the score-matching loss. Additionally, by adopting the flow map viewpoint, we derive an update formula for exact density computation. Extensive examples have been provided to show the efficiency of the method, including a physically relevant case of Coulomb interaction.

In this work, we analyze the convergence rate of randomized quasi-Monte Carlo (RQMC) methods under Owen's boundary growth condition [Owen, 2006] via spectral analysis. Specifically, we examine the RQMC estimator variance for the two commonly studied sequences: the lattice rule and the Sobol' sequence, applying the Fourier transform and Walsh--Fourier transform, respectively, for this analysis. Assuming certain regularity conditions, our findings reveal that the asymptotic convergence rate of the RQMC estimator's variance closely aligns with the exponent specified in Owen's boundary growth condition for both sequence types. We also provide guidance on choosing the importance sampling density to minimize RQMC estimator variance.

In smoothed particle hydrodynamics (SPH) method, the particle-based approximations are implemented via kernel functions, and the evaluation of performance involves two key criteria: numerical accuracy and computational efficiency. In the SPH community, the Wendland kernel reigns as the prevailing choice due to its commendable accuracy and reasonable computational efficiency. Nevertheless, there exists an urgent need to enhance the computational efficiency of numerical methods while upholding accuracy. In this paper, we employ a truncation approach to limit the compact support of the Wendland kernel to 1.6h. This decision is based on the observation that particles within the range of 1.6h to 2h make negligible contributions, practically approaching zero, to the SPH approximation. To address integration errors stemming from the truncation, we incorporate the Laguerre-Gauss kernel for particle relaxation due to the fact that this kernel has been demonstrated to enable the attainment of particle distributions with reduced residue and integration errors \cite{wang2023fourth}. Furthermore, we introduce the kernel gradient correction to rectify numerical errors from the SPH approximation of kernel gradient and the truncated compact support. A comprehensive set of numerical examples including fluid dynamics in Eulerian formulation and solid dynamics in total Lagrangian formulation are tested and have demonstrated that truncated and standard Wendland kernels enable achieve the same level accuracy but the former significantly increase the computational efficiency.

An additive Runge-Kutta method is used for the time stepping, which integrates the linear stiff terms by an explicit singly diagonally implicit Runge-Kutta (ESDIRK) method and the nonlinear terms by an explicit Runge-Kutta (ERK) method. In each time step, the implicit solve is performed by the recently developed Hierarchical Poincar\'e-Steklov (HPS) method. This is a fast direct solver for elliptic equations that decomposes the space domain into a hierarchical tree of subdomains and builds spectral collocation solvers locally on the subdomains. These ideas are naturally combined in the presented method since the singly diagonal coefficient in ESDIRK and a fixed time-step ensures that the coefficient matrix in the implicit solve of HPS remains the same for all time stages. This means that the precomputed inverse can be efficiently reused, leading to a scheme with complexity (in two dimensions) $\mathcal{O}(N^{1.5})$ for the precomputation where the solution operator to the elliptic problems is built, and then $\mathcal{O}(N \log N)$ for the solve in each time step. The stability of the method is proved for first order in time and any order in space, and numerical evidence substantiates a claim of stability for a much broader class of time discretization methods. Numerical experiments supporting the accuracy of efficiency of the method in one and two dimensions are presented.

This manuscript derives locally weighted ensemble Kalman methods from the point of view of ensemble-based function approximation. This is done by using pointwise evaluations to build up a local linear or quadratic approximation of a function, tapering off the effect of distant particles via local weighting. This introduces a candidate method (the locally weighted Ensemble Kalman method for inversion) with the motivation of combining some of the strengths of the particle filter (ability to cope with nonlinear maps and non-Gaussian distributions) and the Ensemble Kalman filter (no filter degeneracy).

In this paper, we develop a new weak Galerkin finite element scheme for the Stokes interface problem with curved interfaces. We take a unique vector-valued function at the interface and reflect the interface condition in the variational problem. Theoretical analysis and numerical experiments show that the errors can reach the optimal convergence order under the energy norm and $L^2$ norm.

This paper presents a regularized recursive identification algorithm with simultaneous on-line estimation of both the model parameters and the algorithms hyperparameters. A new kernel is proposed to facilitate the algorithm development. The performance of this novel scheme is compared with that of the recursive least squares algorithm in simulation.