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Global Minimization of Polynomial Integral Functionals 多项式积分函数的全局最小化
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-01 DOI: 10.1137/23m1592584
Giovanni Fantuzzi, Federico Fuentes
SIAM Journal on Scientific Computing, Volume 46, Issue 4, Page A2123-A2149, August 2024.
Abstract. We describe a “discretize-then-relax” strategy to globally minimize integral functionals over functions [math] in a Sobolev space subject to Dirichlet boundary conditions. The strategy applies whenever the integral functional depends polynomially on [math] and its derivatives, even if it is nonconvex. The “discretize” step uses a bounded finite element scheme to approximate the integral minimization problem with a convergent hierarchy of polynomial optimization problems over a compact feasible set, indexed by the decreasing size [math] of the finite element mesh. The “relax” step employs sparse moment-sum-of-squares relaxations to approximate each polynomial optimization problem with a hierarchy of convex semidefinite programs, indexed by an increasing relaxation order [math]. We prove that, as [math] and [math], solutions of such semidefinite programs provide approximate minimizers that converge in a suitable sense (including in certain [math] norms) to the global minimizer of the original integral functional if it is unique. We also report computational experiments showing that our numerical strategy works well even when technical conditions required by our theoretical analysis are not satisfied.
SIAM 科学计算期刊》,第 46 卷第 4 期,第 A2123-A2149 页,2024 年 8 月。 摘要。我们描述了一种 "离散-松弛 "策略,用于全局最小化受 Dirichlet 边界条件限制的 Sobolev 空间中函数 [math] 的积分函数。只要积分函数多项式地依赖于[math]及其导数,即使是非凸函数,该策略也适用。离散化 "步骤使用有界有限元方案,在一个紧凑的可行集上用收敛的多项式优化问题层次来逼近积分最小化问题,并以有限元网格的[数学]大小递减为索引。松弛 "步骤采用稀疏的矩平方和松弛,用一个凸半有限元程序层次来逼近每个多项式优化问题,并以递增的松弛阶数[数学]为索引。我们证明,与[math]和[math]一样,如果原始积分函数的全局最小值是唯一的,那么这种半定量程序的解提供的近似最小值会在适当的意义上(包括在某些[math]规范中)收敛到原始积分函数的全局最小值。我们还报告了计算实验,结果表明即使理论分析所需的技术条件无法满足,我们的数值策略也能很好地发挥作用。
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引用次数: 0
On the Training and Generalization of Deep Operator Networks 关于深度算子网络的训练和泛化
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-07-01 DOI: 10.1137/23m1598751
Sanghyun Lee, Yeonjong Shin
SIAM Journal on Scientific Computing, Volume 46, Issue 4, Page C273-C296, August 2024.
Abstract. We present a novel training method for deep operator networks (DeepONets), one of the most popular neural network models for operators. DeepONets are constructed by two subnetworks, namely the branch and trunk networks. Typically, the two subnetworks are trained simultaneously, which amounts to solving a complex optimization problem in a high dimensional space. In addition, the nonconvex and nonlinear nature makes training very challenging. To tackle such a challenge, we propose a two-step training method that trains the trunk network first and then sequentially trains the branch network. The core mechanism is motivated by the divide-and-conquer paradigm and is the decomposition of the entire complex training task into two subtasks with reduced complexity. Therein the Gram–Schmidt orthonormalization process is introduced which significantly improves stability and generalization ability. On the theoretical side, we establish a generalization error estimate in terms of the number of training data, the width of DeepONets, and the number of input and output sensors. Numerical examples are presented to demonstrate the effectiveness of the two-step training method, including Darcy flow in heterogeneous porous media.
SIAM 科学计算期刊》,第 46 卷第 4 期,第 C273-C296 页,2024 年 8 月。 摘要我们提出了一种新的深度算子网络(DeepONets)训练方法,它是最流行的算子神经网络模型之一。DeepONets 由两个子网络构建,即分支网络和主干网络。通常情况下,两个子网络需要同时训练,这相当于在高维空间中解决一个复杂的优化问题。此外,非凸和非线性的性质使得训练工作非常具有挑战性。为了应对这一挑战,我们提出了一种两步训练法,即先训练主干网络,然后依次训练分支网络。其核心机制源自分而治之范式,即把整个复杂的训练任务分解为两个复杂度更低的子任务。其中引入的格拉姆-施密特正则化过程显著提高了稳定性和泛化能力。在理论方面,我们根据训练数据的数量、DeepONets 的宽度以及输入和输出传感器的数量建立了泛化误差估计值。我们列举了一些数值示例来证明两步训练法的有效性,包括异质多孔介质中的达西流。
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引用次数: 0
Efficient and Parallel Solution of High-Order Continuous Time Galerkin for Dissipative and Wave Propagation Problems 耗散和波传播问题的高阶连续时间 Galerkin 高效并行解法
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-19 DOI: 10.1137/23m1572787
Zhiming Chen, Yong Liu
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A2073-A2100, June 2024.
Abstract. We propose efficient and parallel algorithms for the implementation of the high-order continuous time Galerkin method for dissipative and wave propagation problems. By using Legendre polynomials as shape functions, we obtain a special structure of the stiffness matrix that allows us to extend the diagonal Padé approximation to solve ordinary differential equations with source terms. The unconditional stability, [math] error estimates, and [math] superconvergence at the nodes of the continuous time Galerkin method are proved. Numerical examples confirm our theoretical results.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A2073-A2100 页,2024 年 6 月。 摘要。我们提出了针对耗散和波传播问题实现高阶连续时间 Galerkin 方法的高效并行算法。通过使用 Legendre 多项式作为形状函数,我们获得了刚度矩阵的特殊结构,从而可以扩展对角线 Padé 近似来求解带源项的常微分方程。我们证明了连续时间 Galerkin 方法的无条件稳定性、[数学] 误差估计和节点处的[数学] 超收敛性。数值实例证实了我们的理论结果。
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引用次数: 0
Randomized Kaczmarz in Adversarial Distributed Setting 逆向分布式设置中的随机卡兹马兹
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-19 DOI: 10.1137/23m1554357
Longxiu Huang, Xia Li, Deanna Needell
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page B354-B376, June 2024.
Abstract. Developing large-scale distributed methods that are robust to the presence of adversarial or corrupted workers is an important part of making such methods practical for real-world problems. In this paper, we propose an iterative approach that is adversary-tolerant for convex optimization problems. By leveraging simple statistics, our method ensures convergence and is capable of adapting to adversarial distributions. Additionally, the efficiency of the proposed methods for solving convex problems is shown in simulations with the presence of adversaries. Through simulations, we demonstrate the efficiency of our approach in the presence of adversaries and its ability to identify adversarial workers with high accuracy and tolerate varying levels of adversary rates.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 B354-B376 页,2024 年 6 月。 摘要要使大规模分布式方法适用于现实世界中的问题,必须开发出能抵御对抗性或破坏性工作者的大规模分布式方法。在本文中,我们提出了一种迭代方法,这种方法对凸优化问题具有抗对抗性。通过利用简单的统计数据,我们的方法确保了收敛性,并能适应对抗性分布。此外,我们还在存在对手的模拟中展示了所提方法解决凸问题的效率。通过模拟,我们证明了我们的方法在有敌手存在的情况下的效率,以及高精度识别敌手工人和容忍不同程度敌手率的能力。
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引用次数: 0
EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms EnKSGD:一类有前提条件的黑箱优化和反演算法
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-19 DOI: 10.1137/23m1561142
Brian Irwin, Sebastian Reich
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A2101-A2122, June 2024.
Abstract. In this paper, we introduce the ensemble Kalman–Stein gradient descent (EnKSGD) class of algorithms. The EnKSGD class of algorithms builds on the ensemble Kalman filter (EnKF) line of work, applying techniques from sequential data assimilation to unconstrained optimization and parameter estimation problems. An essential idea is to exploit the EnKF as a black box (i.e., derivative-free, zeroth order) optimization tool if iterated to convergence. In this paper, we return to the foundations of the EnKF as a sequential data assimilation technique, including its continuous-time and mean-field limits, with the goal of developing faster optimization algorithms suited to noisy black box optimization and inverse problems. The resulting EnKSGD class of algorithms can be designed to both maintain the desirable property of affine-invariance and employ the well-known backtracking line search. Furthermore, EnKSGD algorithms are designed to not necessitate the subspace restriction property and to avoid the variance collapse property of previous iterated EnKF approaches to optimization, as both these properties can be undesirable in an optimization context. EnKSGD also generalizes beyond the [math] loss and is thus applicable to a wider class of problems than the standard EnKF. Numerical experiments with empirical risk minimization type problems, including both linear and nonlinear least squares problems, as well as maximum likelihood estimation, demonstrate the faster empirical convergence of EnKSGD relative to alternative EnKF approaches to optimization. Reproducibility of computational results. This paper has been awarded the “SIAM Reproducibility Badge: Code and Data Available” as a recognition that the authors have followed reproducibility principles valued by SISC and the scientific computing community. Code and data that allow readers to reproduce the results in this paper are available at https://github.com/0x4249/EnKSGD and in the supplementary material (M156114_Supplementary_Materials.zip [106KB]).
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A2101-A2122 页,2024 年 6 月。 摘要本文介绍了卡尔曼-斯坦梯度下降集合算法(EnKSGD)。EnKSGD 类算法以集合卡尔曼滤波器(EnKF)为基础,将序列数据同化技术应用于无约束优化和参数估计问题。其基本思想是利用 EnKF 作为黑箱(即无导数、零阶)优化工具,通过迭代达到收敛。在本文中,我们回到了 EnKF 作为序列数据同化技术的基础,包括其连续时间和均值场极限,目的是开发适合噪声黑箱优化和逆问题的更快优化算法。由此产生的 EnKSGD 算法既能保持仿射不变性的理想特性,又能采用著名的回溯线性搜索。此外,EnKSGD 算法在设计上不需要子空间限制属性,也避免了以往迭代 EnKF 优化方法的方差崩溃属性,因为这两种属性在优化环境中都是不可取的。EnKSGD 还超越了 [math] 损失的范围,因此比标准 EnKF 适用于更广泛的问题。对经验风险最小化类型问题(包括线性和非线性最小二乘法问题以及最大似然估计)的数值实验表明,相对于其他 EnKF 优化方法,EnKSGD 的经验收敛速度更快。计算结果的可重复性。本文被授予 "SIAM 可重现性徽章":代码和数据可用性",以表彰作者遵循了 SISC 和科学计算界重视的可重现性原则。读者可以通过 https://github.com/0x4249/EnKSGD 和补充材料(M156114_Supplementary_Materials.zip [106KB])中的代码和数据重现本文的结果。
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引用次数: 0
Spectral Analysis of Implicit [math]-Stage Block Runge–Kutta Preconditioners 隐式[数学]级块 Runge-Kutta 预处理器的谱分析
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-17 DOI: 10.1137/23m1604266
Martin J. Gander, Michal Outrata
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A2047-A2072, June 2024.
Abstract. We analyze the recently introduced family of preconditioners in [M. M. Rana et al., SIAM J. Sci. Comput., 43 (2021), pp. S475–S495] for the stage equations of implicit Runge–Kutta methods for [math]-stage methods. We simplify the formulas for the eigenvalues and eigenvectors of the preconditioned systems for a general [math]-stage method and use these to obtain convergence rate estimates for preconditioned GMRES for some common choices of the implicit Runge–Kutta methods. This analysis is based on understanding the inherent matrix structure of these problems and exploiting it to qualitatively predict and explain the main observed features of the GMRES convergence behavior, using tools from approximation and potential theory based on Schwarz–Christoffel maps for curves and close, connected domains in the complex plane. We illustrate our analysis with numerical experiments showing very close correspondence of the estimates and the observed behavior, suggesting the analysis reliably captures the essence of these preconditioners.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A2047-A2072 页,2024 年 6 月。 摘要。我们分析了 [M. M. Rana 等人,SIAM J. Sci. Comput.,43 (2021),第 S475-S495 页] 中针对 [math] 阶段方法的隐式 Runge-Kutta 方法的阶段方程最近引入的预处理器系列。我们简化了一般[数学]阶段方法的预处理系统特征值和特征向量的公式,并利用这些公式得到了一些常见隐式 Runge-Kutta 方法的预处理 GMRES 的收敛率估计值。这一分析基于对这些问题固有矩阵结构的理解,并利用它来定性预测和解释所观察到的 GMRES 收敛行为的主要特征,使用的工具来自近似和势理论,其基础是复平面中曲线和紧密连接域的 Schwarz-Christoffel 映射。我们用数值实验来说明我们的分析,结果表明估计值与观察到的行为非常接近,这表明我们的分析可靠地捕捉到了这些预处理器的本质。
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引用次数: 0
A Riemannian Dimension-Reduced Second-Order Method with Application in Sensor Network Localization 应用于传感器网络定位的黎曼降维二阶方法
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-17 DOI: 10.1137/23m1567229
Tianyun Tang, Kim-Chuan Toh, Nachuan Xiao, Yinyu Ye
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A2025-A2046, June 2024.
Abstract. In this paper, we propose a cubic-regularized Riemannian optimization method (RDRSOM), which partially exploits the second-order information and achieves the iteration complexity of [math]. In order to reduce the per-iteration computational cost, we further propose a practical version of RDRSOM which is an extension of the well-known Barzilai–Borwein method, which enjoys the worst-case iteration complexity of [math]. Moreover, under more stringent conditions, RDRSOM achieves the iteration complexity of [math]. We apply our method to solve a nonlinear formulation of the wireless sensor network localization problem whose feasible set is a Riemannian manifold that has not been considered in the literature before. Numerical experiments are conducted to verify the high efficiency of our algorithm compared to state-of-the-art Riemannian optimization methods and other nonlinear solvers.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A2025-A2046 页,2024 年 6 月。 摘要本文提出了一种立方规则化黎曼优化方法(RDRSOM),该方法部分利用了二阶信息,达到了[math]的迭代复杂度。为了降低每次迭代的计算成本,我们进一步提出了 RDRSOM 的实用版本,它是著名的 Barzilai-Borwein 方法的扩展,可达到 [math] 的最坏情况迭代复杂度。此外,在更严格的条件下,RDRSOM 还能达到 [math] 的迭代复杂度。我们将我们的方法应用于解决无线传感器网络定位问题的一个非线性问题,该问题的可行集是一个黎曼流形,之前的文献从未考虑过这个问题。通过数值实验,我们验证了与最先进的黎曼优化方法和其他非线性求解器相比,我们的算法具有很高的效率。
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引用次数: 0
A New Locally Divergence-Free Path-Conservative Central-Upwind Scheme for Ideal and Shallow Water Magnetohydrodynamics 用于理想和浅水磁流体力学的新型局部无发散路径保守中央上风方案
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-11 DOI: 10.1137/22m1539009
Alina Chertock, Alexander Kurganov, Michael Redle, Kailiang Wu
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A1998-A2024, June 2024.
Abstract. We develop a new second-order unstaggered semidiscrete path-conservative central-upwind (PCCU) scheme for ideal and shallow water magnetohydrodynamics (MHD) equations. The new scheme possesses several important properties: it locally preserves the divergence-free constraint, it does not rely on any (approximate) Riemann problem solver, and it robustly produces high-resolution and nonoscillatory results. The derivation of the scheme is based on the Godunov–Powell nonconservative modifications of the studied MHD systems. The local divergence-free property is enforced by augmenting the modified systems with the evolution equations for the corresponding derivatives of the magnetic field components. These derivatives are then used to design a special piecewise linear reconstruction of the magnetic field, which guarantees a nonoscillatory nature of the resulting scheme. In addition, the proposed PCCU discretization accounts for the jump of the nonconservative product terms across cell interfaces, thereby ensuring stability. We test the proposed PCCU scheme on several benchmarks for both ideal and shallow water MHD systems. The obtained numerical results illustrate the performance of the new scheme, its robustness, and its ability not only to achieve high resolution, but also to preserve the positivity of computed quantities such as density, pressure, and water depth.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A1998-A2024 页,2024 年 6 月。 摘要。我们为理想和浅水磁流体力学(MHD)方程开发了一种新的二阶非交错半离散路径保守中心上风(PCCU)方案。新方案具有几个重要特性:它在局部保留了无发散约束,不依赖于任何(近似)黎曼问题求解器,并能稳健地产生高分辨率和非振荡结果。该方案的推导基于所研究 MHD 系统的戈杜诺夫-鲍威尔非保守修正。通过用磁场分量相应导数的演化方程来增强修正系统,从而实现局部无发散特性。然后利用这些导数来设计一种特殊的片状线性磁场重构,从而保证所产生的方案具有非振荡性质。此外,建议的 PCCU 离散化还考虑了跨单元界面的非保守乘积项的跃迁,从而确保了稳定性。我们在理想和浅水 MHD 系统的几个基准上测试了所提出的 PCCU 方案。获得的数值结果表明了新方案的性能、鲁棒性及其不仅实现高分辨率的能力,而且还能保持计算量(如密度、压力和水深)的正向性。
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引用次数: 0
The Numerical Flow Iteration for the Vlasov–Poisson Equation 弗拉索夫-泊松方程的数值流迭代
IF 3.1 2区 数学 Q1 MATHEMATICS, APPLIED Pub Date : 2024-06-10 DOI: 10.1137/23m154710x
Matthias Kirchhart, R. Paul Wilhelm
SIAM Journal on Scientific Computing, Volume 46, Issue 3, Page A1972-A1997, June 2024.
Abstract. We present the numerical flow iteration (NuFI) for solving the Vlasov–Poisson equation. In a certain sense specified later herein, NuFI provides infinite resolution of the distribution function. NuFI exactly preserves positivity, all [math]-norms, charge, and entropy. Numerical experiments show no energy drift. Furthermore NuFI requires several orders of magnitude less memory than conventional approaches, and can very efficiently be parallelized on GPU clusters. Low fidelity simulations provide good qualitative results for extended periods of time and can be computed on low-cost workstations.
SIAM 科学计算期刊》,第 46 卷第 3 期,第 A1972-A1997 页,2024 年 6 月。 摘要我们介绍了求解 Vlasov-Poisson 方程的数值流迭代(NuFI)。在本文后面说明的一定意义上,NuFI 提供了分布函数的无限分辨率。NuFI 精确地保留了正性、所有[math]-norms、电荷和熵。数值实验表明没有能量漂移。此外,与传统方法相比,NuFI 所需的内存要少几个数量级,而且可以在 GPU 集群上高效并行处理。低保真模拟可在较长时间内提供良好的定性结果,并可在低成本工作站上进行计算。
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引用次数: 0
Fault-Tolerant Parallel Multigrid Method on Unstructured Adaptive Mesh 非结构化自适应网格上的容错并行多网格法
IF 3.1 2区 数学 Q1 Mathematics Pub Date : 2024-06-06 DOI: 10.1137/23m1582904
Frederick Fung, Linda Stals, Quanling Deng
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引用次数: 0
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SIAM Journal on Scientific Computing
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