Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the stochastic Stokes equations in the L∞(0,T;L2(Ω;L2))L^infty (0, T; L^2(Omega ; L^2)) norm all suffer from the order reduction with respect to the spatial discretizations. The best convergence result obtained for these fully discrete schemes is only half-order in time and first-order in space, which is not optimal in space in the traditional sense. The objective of this article is to establish strong convergence of O(τ1/2+h2)O(tau ^{1/2}+ h^2) in the L∞(0,T;L2(Ω;L
尽管随机斯托克斯方程的数值分析已经在相应的确定性方程中得到了很好的应用,但它仍然具有挑战性。特别是,有限元方法在 L ∞ ( 0 , T ; L 2 ( Ω ; L 2 ) 中对随机斯托克斯方程的已有误差估计) L^infty (0, T; L^2(Omega ; L^2)) 规范下的随机斯托克斯方程都会因空间离散化而导致阶次减少。这些全离散方案获得的最佳收敛结果在时间上只有半阶,在空间上只有一阶,并不是传统意义上的空间最优。本文的目的是在 L ∞ ( 0 , T ; L 2 ( Ω ; L 2 ) 中建立 O ( τ 1 / 2 + h 2 ) O(tau ^{1/2}+ h^2) 的强收敛性。) L^{infty}(0,T;L^2(Omega;L^2)) 准则来近似速度,并且在 L ∞ ( 0 ,T ;L 2 ( Ω ;L 2 ) 中强收敛为 O ( τ 1 / 2 + h ) O(tau^{1/2}+h)。 L^{infty }(0, T;L^2(Omega ;L^2)) 规范用于逼近压力的时间积分,其中 τ tau 和 h h 分别表示时间步长和空间网格大小。误差估计值是本文所考虑的空间离散化(使用 MINI 元素)的最优阶,与数值实验结果一致。分析基于完全离散斯托克斯半群技术和相应的新估计。
{"title":"Optimal analysis of finite element methods for the stochastic Stokes equations","authors":"Buyang Li, Shu Ma, Weiwei Sun","doi":"10.1090/mcom/3972","DOIUrl":"https://doi.org/10.1090/mcom/3972","url":null,"abstract":"<p>Numerical analysis for the stochastic Stokes equations is still challenging even though it has been well done for the corresponding deterministic equations. In particular, the pre-existing error estimates of finite element methods for the stochastic Stokes equations in the <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper L Superscript normal infinity Baseline left-parenthesis 0 comma upper T semicolon upper L squared left-parenthesis normal upper Omega semicolon upper L squared right-parenthesis right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mi mathvariant=\"normal\">∞</mml:mi> </mml:msup> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mi>T</mml:mi> <mml:mo>;</mml:mo> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi mathvariant=\"normal\">Ω</mml:mi> <mml:mo>;</mml:mo> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">L^infty (0, T; L^2(Omega ; L^2))</mml:annotation> </mml:semantics> </mml:math> </inline-formula> norm all suffer from the order reduction with respect to the spatial discretizations. The best convergence result obtained for these fully discrete schemes is only half-order in time and first-order in space, which is not optimal in space in the traditional sense. The objective of this article is to establish strong convergence of <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis tau Superscript 1 slash 2 Baseline plus h squared right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msup> <mml:mi>τ</mml:mi> <mml:mrow> <mml:mn>1</mml:mn> <mml:mrow> <mml:mo>/</mml:mo> </mml:mrow> <mml:mn>2</mml:mn> </mml:mrow> </mml:msup> <mml:mo>+</mml:mo> <mml:msup> <mml:mi>h</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(tau ^{1/2}+ h^2)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> in the <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper L Superscript normal infinity Baseline left-parenthesis 0 comma upper T semicolon upper L squared left-parenthesis normal upper Omega semicolon upper L squared right-parenthesis right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:msup> <mml:mi>L</mml:mi> <mml:mi mathvariant=\"normal\">∞</mml:mi> </mml:msup> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mi>T</mml:mi> <mml:mo>;</mml:mo> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi mathvariant=\"normal\">Ω</mml:mi> <mml:mo>;</mml:mo> <mml:msup> <mml:mi>L</mml:","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"66 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-04-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140942542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We describe an elementary algorithm for recursively constructing diagonal approximations on those finite regular CW-complexes for which the closure of each cell can be explicitly collapsed to a point. The algorithm is based on the standard proof of the acyclic carrier theorem, made constructive through the use of explicit contracting homotopies. It can be used as a theoretical tool for constructing diagonal approximations on families of polytopes in situations where the diagonals are required to satisfy certain coherence conditions. We compare its output to existing diagonal approximations for the families of simplices, cubes, associahedra and permutahedra. The algorithm yields a new explanation of a magical formula for the associahedron derived by Markl and Shnider [Trans. Amer. Math. Soc. 358 (2006), pp. 2353–2372] and Masuda, Thomas, Tonks, and Vallette [J. Éc. polytech. Math. 8 (2021), pp. 121–146] and Theorem 4.1 provides a magical formula for other polytopes. We also describe a computer implementation of the algorithm and illustrate it on a range of practical examples including the computation of cohomology rings for some low-dimensional manifolds. To achieve some of these examples the paper includes two approaches to generating a regular CW-complex structure on closed compact 33-manifolds, one using an implementation of Dehn surgery on links and the other using an implementation of pairwise identifications of faces in a tessellated boundary of the 33-ball. The latter is illustrated in Proposition 8.1 with a topological classification of all closed orientable 33-manifolds arising from pairwise identifications of faces of the cube.
{"title":"Cellular approximations to the diagonal map","authors":"Khaled Alzobydi, Graham Ellis","doi":"10.1090/mcom/3981","DOIUrl":"https://doi.org/10.1090/mcom/3981","url":null,"abstract":"<p>We describe an elementary algorithm for recursively constructing diagonal approximations on those finite regular CW-complexes for which the closure of each cell can be explicitly collapsed to a point. The algorithm is based on the standard proof of the acyclic carrier theorem, made constructive through the use of explicit contracting homotopies. It can be used as a theoretical tool for constructing diagonal approximations on families of polytopes in situations where the diagonals are required to satisfy certain coherence conditions. We compare its output to existing diagonal approximations for the families of simplices, cubes, associahedra and permutahedra. The algorithm yields a new explanation of a <italic>magical formula</italic> for the associahedron derived by Markl and Shnider [Trans. Amer. Math. Soc. 358 (2006), pp. 2353–2372] and Masuda, Thomas, Tonks, and Vallette [J. Éc. polytech. Math. 8 (2021), pp. 121–146] and Theorem 4.1 provides a <italic>magical formula</italic> for other polytopes. We also describe a computer implementation of the algorithm and illustrate it on a range of practical examples including the computation of cohomology rings for some low-dimensional manifolds. To achieve some of these examples the paper includes two approaches to generating a regular CW-complex structure on closed compact <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"3\"> <mml:semantics> <mml:mn>3</mml:mn> <mml:annotation encoding=\"application/x-tex\">3</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-manifolds, one using an implementation of Dehn surgery on links and the other using an implementation of pairwise identifications of faces in a tessellated boundary of the <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"3\"> <mml:semantics> <mml:mn>3</mml:mn> <mml:annotation encoding=\"application/x-tex\">3</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-ball. The latter is illustrated in Proposition 8.1 with a topological classification of all closed orientable <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"3\"> <mml:semantics> <mml:mn>3</mml:mn> <mml:annotation encoding=\"application/x-tex\">3</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-manifolds arising from pairwise identifications of faces of the cube.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"257 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141172264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. H2mathcal {H}^2-matrices refine this representation following the ideas of fast multipole methods in order to achieve linear, i.e., optimal complexity for a variety of important algorithms.
The matrix multiplication, a key component of many more advanced numerical algorithms, has been a challenge: the only linear-time algorithms known so far either require the very special structure of HSS-matrices or need to know a suitable basis for all submatrices in advance.
In this article, a new and fairly general algorithm for multiplying H2mathcal {H}^2-matrices in linear complexity with adaptively constructed bases is presented. The algorithm consists of two phases: first an intermediate representation with a generalized block structure is constructed, then this representation is re-compressed in order to match the structure prescribed by the application.
The complexity and accuracy are analyzed and numerical experiments indicate that the new algorithm can indeed be significantly faster than previous attempts.
层次矩阵通过分解为低秩子矩阵来近似给定矩阵,这些子矩阵可以因式分解的形式高效处理。 H 2 mathcal {H}^2 矩阵根据快速多极方法的思想完善了这种表示方法,从而实现了线性,即各种重要算法的最佳复杂性。矩阵乘法是许多更高级数值算法的关键组成部分,但一直是个难题:迄今已知的唯一线性时间算法要么需要 HSS 矩阵的特殊结构,要么需要事先知道所有子矩阵的合适基础。本文提出了一种新的、相当通用的算法,用于以线性复杂度与自适应构造的基相乘 H 2 mathcal {H}^2 -matrices。该算法包括两个阶段:首先构建一个具有广义块结构的中间表示,然后对该表示进行重新压缩,以匹配应用所规定的结构。对复杂性和准确性进行了分析,数值实验表明,新算法确实比以前的尝试快得多。
{"title":"Adaptive fast multiplication of ℋ²-matrices","authors":"Steffen Börm","doi":"10.1090/mcom/3978","DOIUrl":"https://doi.org/10.1090/mcom/3978","url":null,"abstract":"<p>Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"script upper H squared\"> <mml:semantics> <mml:msup> <mml:mrow> <mml:mi mathvariant=\"script\">H</mml:mi> </mml:mrow> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding=\"application/x-tex\">mathcal {H}^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-matrices refine this representation following the ideas of fast multipole methods in order to achieve linear, i.e., optimal complexity for a variety of important algorithms.</p> <p>The matrix multiplication, a key component of many more advanced numerical algorithms, has been a challenge: the only linear-time algorithms known so far either require the very special structure of HSS-matrices or need to know a suitable basis for all submatrices in advance.</p> <p>In this article, a new and fairly general algorithm for multiplying <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"script upper H squared\"> <mml:semantics> <mml:msup> <mml:mrow> <mml:mi mathvariant=\"script\">H</mml:mi> </mml:mrow> <mml:mn>2</mml:mn> </mml:msup> <mml:annotation encoding=\"application/x-tex\">mathcal {H}^2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-matrices in linear complexity with adaptively constructed bases is presented. The algorithm consists of two phases: first an intermediate representation with a generalized block structure is constructed, then this representation is re-compressed in order to match the structure prescribed by the application.</p> <p>The complexity and accuracy are analyzed and numerical experiments indicate that the new algorithm can indeed be significantly faster than previous attempts.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"5 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140935685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The recovered gradient, using the polynomial preserving recovery (PPR), is constructed for the finite volume element method (FVEM) under simplex meshes. Regarding the main results of this paper, there are two aspects. Firstly, we investigate the supercloseness property of the FVEM, specifically examining the quadratic FVEM under tetrahedral meshes. Secondly, we present several guidelines for selecting computing nodes such that the least-squares fitting procedure of the PPR admits a unique solution. Numerical experiments demonstrate that the recovered gradient by the PPR exhibits superconvergence.
{"title":"Polynomial preserving recovery for the finite volume element methods under simplex meshes","authors":"Yonghai Li, Peng Yang, Zhimin Zhang","doi":"10.1090/mcom/3980","DOIUrl":"https://doi.org/10.1090/mcom/3980","url":null,"abstract":"<p>The recovered gradient, using the polynomial preserving recovery (PPR), is constructed for the finite volume element method (FVEM) under simplex meshes. Regarding the main results of this paper, there are two aspects. Firstly, we investigate the supercloseness property of the FVEM, specifically examining the quadratic FVEM under tetrahedral meshes. Secondly, we present several guidelines for selecting computing nodes such that the least-squares fitting procedure of the PPR admits a unique solution. Numerical experiments demonstrate that the recovered gradient by the PPR exhibits superconvergence.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"181 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141511725","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study a class of nonlinear nonlocal conservation laws with discontinuous flux, modeling crowd dynamics and traffic flow. The discontinuous coefficient of the flux function is assumed to be of bounded variation (BV) and bounded away from zero, and hence the spatial discontinuities of the flux function can be infinitely many with possible accumulation points. Strong compactness of the Godunov and Lax-Friedrichs type approximations is proved, providing the existence of entropy solutions. A proof of the uniqueness of the adapted entropy solutions is provided, establishing the convergence of the entire sequence of finite volume approximations to the adapted entropy solution. As per the current literature, this is the first well-posedness result for the aforesaid class and connects the theory of nonlocal conservation laws (with discontinuous flux), with its local counterpart in a generic setup. Some numerical examples are presented to display the performance of the schemes and explore the limiting behavior of these nonlocal conservation laws to their local counterparts.
{"title":"Convergence of the numerical approximations and well-posedness: Nonlocal conservation laws with rough flux","authors":"Aekta Aggarwal, Ganesh Vaidya","doi":"10.1090/mcom/3976","DOIUrl":"https://doi.org/10.1090/mcom/3976","url":null,"abstract":"<p>We study a class of nonlinear nonlocal conservation laws with discontinuous flux, modeling crowd dynamics and traffic flow. The discontinuous coefficient of the flux function is assumed to be of bounded variation (BV) and bounded away from zero, and hence the spatial discontinuities of the flux function can be infinitely many with possible accumulation points. Strong compactness of the Godunov and Lax-Friedrichs type approximations is proved, providing the existence of entropy solutions. A proof of the uniqueness of the adapted entropy solutions is provided, establishing the convergence of the entire sequence of finite volume approximations to the adapted entropy solution. As per the current literature, this is the first well-posedness result for the aforesaid class and connects the theory of nonlocal conservation laws (with discontinuous flux), with its local counterpart in a generic setup. Some numerical examples are presented to display the performance of the schemes and explore the limiting behavior of these nonlocal conservation laws to their local counterparts.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"35 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140935469","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We present a wavenumber-explicit convergence analysis of the hphp Finite Element Method applied to a class of heterogeneous Helmholtz problems with piecewise analytic coefficients at large wavenumber kk. Our analysis covers the heterogeneous Helmholtz equation with Robin, exact Dirichlet-to-Neumann, and second order absorbing boundary conditions, as well as perfectly matched layers.
我们提出了对 h p hp 有限元方法的波数显式收敛性分析,该方法适用于一类在大波数 k k 下具有片断解析系数的异质亥姆霍兹问题。我们的分析涵盖了具有 Robin、精确 Dirichlet-to-Neumann、二阶吸收边界条件以及完全匹配层的异质 Helmholtz 方程。
{"title":"Wavenumber-explicit stability and convergence analysis of ℎ𝑝 finite element discretizations of Helmholtz problems in piecewise smooth media","authors":"M. Bernkopf, T. Chaumont-Frelet, J. Melenk","doi":"10.1090/mcom/3958","DOIUrl":"https://doi.org/10.1090/mcom/3958","url":null,"abstract":"<p>We present a wavenumber-explicit convergence analysis of the <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"h p\"> <mml:semantics> <mml:mrow> <mml:mi>h</mml:mi> <mml:mi>p</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">hp</mml:annotation> </mml:semantics> </mml:math> </inline-formula> Finite Element Method applied to a class of heterogeneous Helmholtz problems with piecewise analytic coefficients at large wavenumber <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"k\"> <mml:semantics> <mml:mi>k</mml:mi> <mml:annotation encoding=\"application/x-tex\">k</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Our analysis covers the heterogeneous Helmholtz equation with Robin, exact Dirichlet-to-Neumann, and second order absorbing boundary conditions, as well as perfectly matched layers.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"33 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141195350","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The recently introduced Genetic Column Generation (GenCol) algorithm has been numerically observed to efficiently and accurately compute high-dimensional optimal transport (OT) plans for general multi-marginal problems, but theoretical results on the algorithm have hitherto been lacking. The algorithm solves the OT linear program on a dynamically updated low-dimensional submanifold consisting of sparse plans. The submanifold dimension exceeds the sparse support of optimal plans only by a fixed factor βbeta. Here we prove that for β≥2beta geq 2 and in the two-marginal case, GenCol always converges to an exact solution, for arbitrary costs and marginals. The proof relies on the concept of c-cyclical monotonicity. As an offshoot, GenCol rigorously reduces the data complexity of numerically solving two-marginal OT problems from O(ℓ2)O(ell ^2) to O(ℓ)O(ell ) without any loss in accuracy, where ℓell is the number of discretization points for a single marginal. At the end of the paper we also present some insights into the convergence behavior in the multi-marginal case.
最近推出的遗传列生成(GenCol)算法已被数值观测到,可以高效、准确地计算一般多边际问题的高维最优运输(OT)计划,但迄今为止还缺乏有关该算法的理论成果。该算法在由稀疏计划组成的动态更新的低维子平面上求解 OT 线性程序。子平面的维度仅以固定系数 β beta 的方式超出最优计划的稀疏支持。在这里,我们将证明对于 β ≥ 2 beta geq 2 和双边际情况,GenCol 总是收敛于精确解,适用于任意成本和边际。证明依赖于 c 周期单调性的概念。作为一个分支,GenCol 严格地将数值求解双边际 OT 问题的数据复杂度从 O ( ℓ 2 ) O(ell ^2) 降低到 O ( ℓ ) O(ell),并且没有任何精度损失,其中 ℓ ell 是单个边际的离散点数。在本文的最后,我们还提出了对多边际情况下收敛行为的一些见解。
{"title":"Convergence proof for the GenCol algorithm in the case of two-marginal optimal transport","authors":"Gero Friesecke, Maximilian Penka","doi":"10.1090/mcom/3968","DOIUrl":"https://doi.org/10.1090/mcom/3968","url":null,"abstract":"<p>The recently introduced Genetic Column Generation (GenCol) algorithm has been numerically observed to efficiently and accurately compute high-dimensional optimal transport (OT) plans for general multi-marginal problems, but theoretical results on the algorithm have hitherto been lacking. The algorithm solves the OT linear program on a dynamically updated low-dimensional submanifold consisting of sparse plans. The submanifold dimension exceeds the sparse support of optimal plans only by a fixed factor <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"beta\"> <mml:semantics> <mml:mi>β<!-- β --></mml:mi> <mml:annotation encoding=\"application/x-tex\">beta</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Here we prove that for <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"beta greater-than-or-equal-to 2\"> <mml:semantics> <mml:mrow> <mml:mi>β<!-- β --></mml:mi> <mml:mo>≥<!-- ≥ --></mml:mo> <mml:mn>2</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">beta geq 2</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and in the two-marginal case, GenCol always converges to an exact solution, for arbitrary costs and marginals. The proof relies on the concept of c-cyclical monotonicity. As an offshoot, GenCol rigorously reduces the data complexity of numerically solving two-marginal OT problems from <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis script l squared right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msup> <mml:mi>ℓ<!-- ℓ --></mml:mi> <mml:mn>2</mml:mn> </mml:msup> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(ell ^2)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> to <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper O left-parenthesis script l right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>O</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>ℓ<!-- ℓ --></mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">O(ell )</mml:annotation> </mml:semantics> </mml:math> </inline-formula> without any loss in accuracy, where <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"script l\"> <mml:semantics> <mml:mi>ℓ<!-- ℓ --></mml:mi> <mml:annotation encoding=\"application/x-tex\">ell</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is the number of discretization points for a single marginal. At the end of the paper we also present some insights into the convergence behavior in the multi-marginal case.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"65 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140935884","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Matthew de Courcy-Ireland, Maria Dostert, Maryna Viazovska
We prove that the Cohn–Elkies linear programming bound for sphere packing is not sharp in dimension 6. The proof uses duality and optimization over a space of modular forms, generalizing a construction of Cohn–Triantafillou [Math. Comp. 91 (2021), pp. 491–508] to the case of odd weight and non-trivial character.
{"title":"Six-dimensional sphere packing and linear programming","authors":"Matthew de Courcy-Ireland, Maria Dostert, Maryna Viazovska","doi":"10.1090/mcom/3959","DOIUrl":"https://doi.org/10.1090/mcom/3959","url":null,"abstract":"<p>We prove that the Cohn–Elkies linear programming bound for sphere packing is not sharp in dimension 6. The proof uses duality and optimization over a space of modular forms, generalizing a construction of Cohn–Triantafillou [Math. Comp. 91 (2021), pp. 491–508] to the case of odd weight and non-trivial character.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"133 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140935684","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for V:Rd→RV : mathbb {R}^d to mathbb {R} a potential function to minimize, we consider the stochastic differential equation dYt=−σσ⊤∇V(Yt)dY_t = - sigma sigma ^top nabla V(Y_t)dt+a(t)σ(Yt)dWt+a(t)2Υ(Yt)dt
我们研究了带有乘法噪声的朗格文模拟退火算法的收敛性,即对于 V : R d → R V :mathbb {R}^d to mathbb {R} 的势函数最小化、我们考虑随机微分方程 d Y t = - σ σ ⊤∇ V ( Y t ) dY_t = -V(Y_t) d t + a ( t ) σ ( Y t ) d W t + a ( t ) 2 Υ ( Y t ) d t dt + a(t)sigma (Y_t)dW_t + a(t)^2Upsilon (Y_t)dt 、其中 ( W t ) (W_t) 是布朗运动,其中 σ : R d → M d ( R ) σ : mathbb {R}^d to mathcal {M}_d(mathbb {R}) 是一个自适应(乘法)噪声,其中 a : R + → R + a : mathbb {R}^+ to mathbb {R}^+ 是一个递减到 0 0 的函数,Υ Upsilon 是一个修正项。这种设置可以应用于机器学习中出现的优化问题;与经典的朗格文方程 d Y t = -∇ V ( Y t ) d t + σ d W t dY_t = -nabla V(Y_t)dt + sigma dW_t 相比,允许 σ sigma 取决于位置会带来更快的收敛速度。σ sigma 是常量矩阵的情况已被广泛研究,但对一般情况的研究却很少。我们证明了 Y t 的 L 1 L^1 - Wasserstein 距离的收敛性。我们证明了 Y t Y_t 和相关欧拉方案 Y ¯ t (bar {Y}_t)的瓦瑟斯坦距离收敛于某个由 argmin ( V ) operatorname {argmin}(V) 支持的度量 ν ⋆ nu ^star ,并给出了密度 ∝ exp ( - 2 V ( x ) / a ( t ) 2 ) 的瞬时吉布斯度量 ν a ( t ) nu _{a(t)} 的收敛速率。 propto exp (-2V(x)/a(t)^2) .为此,我们首先考虑 a a 是片断常数函数的情况。我们再次找到经典的时间表 a ( t ) = A log - 1 / 2 ( t ) a(t) = Alog ^{-1/2}(t) 。然后,我们利用遍历特性给出了步进常数情况下的瓦瑟斯坦距离的边界,从而证明了一般情况下的收敛性。
{"title":"Convergence of Langevin-simulated annealing algorithms with multiplicative noise","authors":"Pierre Bras, Gilles Pagès","doi":"10.1090/mcom/3899","DOIUrl":"https://doi.org/10.1090/mcom/3899","url":null,"abstract":"<p>We study the convergence of Langevin-Simulated Annealing type algorithms with multiplicative noise, i.e. for <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper V colon double-struck upper R Superscript d Baseline right-arrow double-struck upper R\"> <mml:semantics> <mml:mrow> <mml:mi>V</mml:mi> <mml:mo>:</mml:mo> <mml:msup> <mml:mrow> <mml:mi mathvariant=\"double-struck\">R</mml:mi> </mml:mrow> <mml:mi>d</mml:mi> </mml:msup> <mml:mo stretchy=\"false\">→<!-- → --></mml:mo> <mml:mrow> <mml:mi mathvariant=\"double-struck\">R</mml:mi> </mml:mrow> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">V : mathbb {R}^d to mathbb {R}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> a potential function to minimize, we consider the stochastic differential equation <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"d upper Y Subscript t Baseline equals minus sigma sigma Superscript down-tack Baseline nabla upper V left-parenthesis upper Y Subscript t Baseline right-parenthesis\"> <mml:semantics> <mml:mrow> <mml:mi>d</mml:mi> <mml:msub> <mml:mi>Y</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>=</mml:mo> <mml:mo>−<!-- − --></mml:mo> <mml:mi>σ<!-- σ --></mml:mi> <mml:msup> <mml:mi>σ<!-- σ --></mml:mi> <mml:mi mathvariant=\"normal\">⊤<!-- ⊤ --></mml:mi> </mml:msup> <mml:mi mathvariant=\"normal\">∇<!-- ∇ --></mml:mi> <mml:mi>V</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msub> <mml:mi>Y</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo stretchy=\"false\">)</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">dY_t = - sigma sigma ^top nabla V(Y_t)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"d t plus a left-parenthesis t right-parenthesis sigma left-parenthesis upper Y Subscript t Baseline right-parenthesis d upper W Subscript t plus a left-parenthesis t right-parenthesis squared normal upper Upsilon left-parenthesis upper Y Subscript t Baseline right-parenthesis d t\"> <mml:semantics> <mml:mrow> <mml:mi>d</mml:mi> <mml:mi>t</mml:mi> <mml:mo>+</mml:mo> <mml:mi>a</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>t</mml:mi> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mi>σ<!-- σ --></mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msub> <mml:mi>Y</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mi>d</mml:mi> <mml:msub> <mml:mi>W</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo>+</mml:mo> <mml:mi>a</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mi>t</mml:mi> <mml:msup> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mn>2</mml:mn> </mml:msup> <mml:mi mathvariant=\"normal\">Υ<!-- Υ --></mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:msub> <mml:mi>Y</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mi>d</mml:mi> <mml:mi>t</mml:mi> </mml:mro","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"156 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931328","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
In this paper we study the nonconvex constrained composition optimization, in which the objective contains a composition of two expected-value functions whose accurate information is normally expensive to calculate. We propose a STochastic nEsted Primal-dual (STEP) method for such problems. In each iteration, with an auxiliary variable introduced to track the inner layer function values we compute stochastic gradients of the nested function using a subsampling strategy. To alleviate difficulties caused by possibly nonconvex constraints, we construct a stochastic approximation to the linearized augmented Lagrangian function to update the primal variable, which further motivates to update the dual variable in a weighted-average way. Moreover, to better understand the asymptotic dynamics of the update schemes we consider a deterministic continuous-time system from the perspective of ordinary differential equation (ODE). We analyze the Karush-Kuhn-Tucker measure at the output by the STEP method with constant parameters and establish its iteration and sample complexities to find an ϵepsilon-stationary point, ensuring that expected stationarity, feasibility as well as complementary slackness are below accuracy ϵepsilon. To leverage the benefit of the (near) initial feasibility in the STEP method, we propose a two-stage framework incorporating a feasibility-seeking phase, aiming to locate a nearly feasible initial point. Moreover, to enhance the adaptivity of the STEP algorithm, we propose an adaptive variant by adaptively adjusting its parameters, along with a complexity analysis. Numerical results on a risk-averse portfolio optimization problem and an orthogonal nonnegative matrix decomposition reveal the effectiveness of the proposed algorithms.
{"title":"Stochastic nested primal-dual method for nonconvex constrained composition optimization","authors":"Lingzi Jin, Xiao Wang","doi":"10.1090/mcom/3965","DOIUrl":"https://doi.org/10.1090/mcom/3965","url":null,"abstract":"<p>In this paper we study the nonconvex constrained composition optimization, in which the objective contains a composition of two expected-value functions whose accurate information is normally expensive to calculate. We propose a STochastic nEsted Primal-dual (STEP) method for such problems. In each iteration, with an auxiliary variable introduced to track the inner layer function values we compute stochastic gradients of the nested function using a subsampling strategy. To alleviate difficulties caused by possibly nonconvex constraints, we construct a stochastic approximation to the linearized augmented Lagrangian function to update the primal variable, which further motivates to update the dual variable in a weighted-average way. Moreover, to better understand the asymptotic dynamics of the update schemes we consider a deterministic continuous-time system from the perspective of ordinary differential equation (ODE). We analyze the Karush-Kuhn-Tucker measure at the output by the STEP method with constant parameters and establish its iteration and sample complexities to find an <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"epsilon\"> <mml:semantics> <mml:mi>ϵ<!-- ϵ --></mml:mi> <mml:annotation encoding=\"application/x-tex\">epsilon</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-stationary point, ensuring that expected stationarity, feasibility as well as complementary slackness are below accuracy <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"epsilon\"> <mml:semantics> <mml:mi>ϵ<!-- ϵ --></mml:mi> <mml:annotation encoding=\"application/x-tex\">epsilon</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. To leverage the benefit of the (near) initial feasibility in the STEP method, we propose a two-stage framework incorporating a feasibility-seeking phase, aiming to locate a nearly feasible initial point. Moreover, to enhance the adaptivity of the STEP algorithm, we propose an adaptive variant by adaptively adjusting its parameters, along with a complexity analysis. Numerical results on a risk-averse portfolio optimization problem and an orthogonal nonnegative matrix decomposition reveal the effectiveness of the proposed algorithms.</p>","PeriodicalId":18456,"journal":{"name":"Mathematics of Computation","volume":"38 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2024-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140931201","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}