Esaim-Probability and Statistics最新文献

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Homological- and analytical-preserving serendipity framework for polytopal complexes, with application to the DDR method 多拓扑配合物的同源性和解析性保持偶然性框架及其在DDR方法中的应用
4区 数学
Esaim-Probability and Statistics Pub Date : 2023-01-01 DOI: 10.1051/m2an/2022067
Daniele Antonio Di Pietro, Jérôme Droniou
{"title":"Homological- and analytical-preserving serendipity framework for polytopal complexes, with application to the DDR method","authors":"Daniele Antonio Di Pietro, Jérôme Droniou","doi":"10.1051/m2an/2022067","DOIUrl":"https://doi.org/10.1051/m2an/2022067","url":null,"abstract":"In this work we investigate from a broad perspective the reduction of degrees of freedom through serendipity techniques for polytopal methods compatible with Hilbert complexes. We first establish an abstract framework that, given two complexes connected by graded maps, identifies a set of properties enabling the transfer of the homological and analytical properties from one complex to the other. This abstract framework is designed having in mind discrete complexes, with one of them being a reduced version of the other, such as occurring when applying serendipity techniques to numerical methods. We then use this framework as an overarching blueprint to design a serendipity DDR complex. Thanks to the combined use of higher-order reconstructions and serendipity, this complex compares favorably in terms of degrees of freedom (DOF) count to all the other polytopal methods previously introduced and also to finite elements on certain element geometries. The gain resulting from such a reduction in the number of DOFs is numerically evaluated on two model problems: a magnetostatic model, and the Stokes equations.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"67 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136053140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Optimal convergence rates in L2 for a first order system least squares finite element method 一阶系统最小二乘有限元法在L2中的最优收敛率
4区 数学
Esaim-Probability and Statistics Pub Date : 2023-01-01 DOI: 10.1051/m2an/2022026
Maximilian Bernkopf, Jens Markus Melenk
{"title":"Optimal convergence rates in <i>L</i><sup>2</sup> for a first order system least squares finite element method","authors":"Maximilian Bernkopf, Jens Markus Melenk","doi":"10.1051/m2an/2022026","DOIUrl":"https://doi.org/10.1051/m2an/2022026","url":null,"abstract":"We analyze a divergence based first order system least squares method applied to a second order elliptic model problem with homogeneous boundary conditions. We prove optimal convergence in the L 2 (Ω) norm for the scalar variable. Numerical results confirm our findings.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135784458","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Deep learning-based schemes for singularly perturbed convection-diffusion problems 基于深度学习的奇摄动对流扩散问题求解方法
4区 数学
Esaim-Probability and Statistics Pub Date : 2023-01-01 DOI: 10.1051/proc/202373048
Adrien Beguinet, Virginie Ehrlacher, Roberta Flenghi, Maria Fuente, Olga Mula, Agustin Somacal
{"title":"Deep learning-based schemes for singularly perturbed convection-diffusion problems","authors":"Adrien Beguinet, Virginie Ehrlacher, Roberta Flenghi, Maria Fuente, Olga Mula, Agustin Somacal","doi":"10.1051/proc/202373048","DOIUrl":"https://doi.org/10.1051/proc/202373048","url":null,"abstract":"Deep learning-based numerical schemes such as Physically Informed Neural Networks (PINNs) have recently emerged as an alternative to classical numerical schemes for solving Partial Differential Equations (PDEs). They are very appealing at first sight because implementing vanilla versions of PINNs based on strong residual forms is easy, and neural networks offer very high approximation capabilities. However, when the PDE solutions are low regular, an expert insight is required to build deep learning formulations that do not incur in variational crimes. Optimization solvers are also significantly challenged, and can potentially spoil the final quality of the approximated solution due to the convergence to bad local minima, and bad generalization capabilities. In this paper, we present an exhaustive numerical study of the merits and limitations of these schemes when solutions exhibit low-regularity, and compare performance with respect to more benign cases when solutions are very smooth. As a support for our study, we consider singularly perturbed convection-diffusion problems where the regularity of solutions typically degrades as certain multiscale parameters go to zero.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135058788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Reliable temporal prediction in the Markov stochastic block model 马尔可夫随机块模型的可靠时间预测
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-11-30 DOI: 10.1051/ps/2022019
Quentin Duchemin
{"title":"Reliable temporal prediction in the Markov stochastic block model","authors":"Quentin Duchemin","doi":"10.1051/ps/2022019","DOIUrl":"https://doi.org/10.1051/ps/2022019","url":null,"abstract":"We introduce the Markov Stochastic Block Model (MSBM): a growth model for community-based networks where node attributes are assigned through a Markovian dynamic. We rely on HMMs' literature to design prediction methods that are robust to local clustering errors. We focus specifically on the link prediction and collaborative filtering problems and we introduce a new model selection procedure to infer the number of hidden clusters in the network. Our approaches for reliable prediction in MSBMs are not algorithm-dependent in the sense that they can be applied using your favourite clustering tool.  \u0000In this paper, we use a recent SDP method to infer the hidden communities and we provide theoretical guarantees. In particular, we identify the relevant signal-to-noise ratio (SNR) in our framework and we prove that the misclassification error decays exponentially fast with respect to this SNR.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"4 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-11-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76024685","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Ergodic behaviour of a multi-type growth-fragmentation process modelling the mycelial network of a filamentous fungus 模拟丝状真菌菌丝网络的多类型生长破碎过程的遍历行为
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-10-31 DOI: 10.1051/ps/2022013
M. Tomašević, Vincent Bansaye, A. Véber
{"title":"Ergodic behaviour of a multi-type growth-fragmentation process modelling the mycelial network of a filamentous fungus","authors":"M. Tomašević, Vincent Bansaye, A. Véber","doi":"10.1051/ps/2022013","DOIUrl":"https://doi.org/10.1051/ps/2022013","url":null,"abstract":"In this work, we introduce a stochastic growth-fragmentation model for the expansion of the network of filaments ( mycelium ) of a filamentous fungus. In this model, each individual is described by a discrete type e∈{0,1} indicating whether the individual corresponds to an internal or terminal segment of filament, and a continuous trait x≥0 corresponding to the length of this segment. The length of internal segments cannot grow, while the length of terminal segments increases at a deterministic speed. Both types of individuals/segments branch according to a type-dependent mechanism. After constructing the stochastic bi-type growth-fragmentation process, we analyse the corresponding mean measure. We show that its ergodic behaviour is governed by the maximal eigenelements. In the long run, the total mass of the mean measure increases exponentially fast while the type-dependent density in trait converges to an explicit distribution at some exponential speed. We then obtain a law of large numbers that relates the long term behaviour of the stochastic process to the limiting distribution. The model we consider depends on only 3 parameters and all the quantities needed to describe this asymptotic behaviour are explicit, which paves the way for parameter inference based on data collected in lab experiments.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"12 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-10-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85709965","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
On stochastic orders and total positivity                          关于随机序和总正性
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-09-16 DOI: 10.1051/ps/2023005
L. Duembgen, Alexandre Mösching
{"title":"On stochastic orders and total positivity\u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 \u0000 ","authors":"L. Duembgen, Alexandre Mösching","doi":"10.1051/ps/2023005","DOIUrl":"https://doi.org/10.1051/ps/2023005","url":null,"abstract":"The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair (X,Y), it is shown that the conditional distributions of Y, given X = x, are increasing in x with respect to the likelihood ratio order if and only if the joint distribution of (X,Y) is totally positive of order two (TP2) in a certain sense. It is also shown that these three types of constraints are stable under weak convergence, and that weak convergence of TP2 distributions implies convergence of the conditional distributions just mentioned.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"34 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80152912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in Rd 期望Wasserstein距离中经验测度的收敛性:Rd中的非渐近显式界
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-09-02 DOI: 10.1051/ps/2023011
N. Fournier
{"title":"Convergence of the empirical measure in expected Wasserstein distance: non asymptotic explicit bounds in Rd","authors":"N. Fournier","doi":"10.1051/ps/2023011","DOIUrl":"https://doi.org/10.1051/ps/2023011","url":null,"abstract":"Abstract. We provide some non asymptotic bounds, with explicit constants, that measure the rate of convergence, in expected Wasserstein distance, of the empirical measure associated to an i.i.d. N -sample of a given probability distribution on R d .","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"76 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-09-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79041311","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Fast calibration of weak FARIMA models 弱FARIMA模型的快速标定
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-06-20 DOI: 10.1051/ps/2022021
S. B. Hariz, A. Brouste, Youssef Esstafa, M. Soltane
{"title":"Fast calibration of weak FARIMA models","authors":"S. B. Hariz, A. Brouste, Youssef Esstafa, M. Soltane","doi":"10.1051/ps/2022021","DOIUrl":"https://doi.org/10.1051/ps/2022021","url":null,"abstract":"In this paper, we investigate the asymptotic properties of Le Cam's one-step estimator for weak Fractionally AutoRegressive Integrated Moving-Average (FARIMA) models. For these models, noises are uncorrelated but neither necessarily independent nor martingale differences errors. We show under some regularity assumptions that the one-step estimator is strongly consistent and asymptotically normal with the same asymptotic variance as the least squares estimator. We show through simulations that the proposed estimator reduces computational time compared with the least squares estimator. An application for providing remotely computed indicators for time series is proposed.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"17 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73198055","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity 具有各向异性黏度的二维随机原始方程的鞅解
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2022-04-20 DOI: 10.1051/ps/2022006
Chengfeng Sun, Hongjun Gao, Hui Liu, Jie-qiong Zhang
{"title":"Martingale solutions of the stochastic 2D primitive equations with anisotropic viscosity","authors":"Chengfeng Sun, Hongjun Gao, Hui Liu, Jie-qiong Zhang","doi":"10.1051/ps/2022006","DOIUrl":"https://doi.org/10.1051/ps/2022006","url":null,"abstract":"The stochastic 2D primitive equations with anisotropic viscosity  are studied in this paper. The existence of the martingale solutions and pathwise uniqueness of the solutions are obtained. The proof is based on anisotropic estimates, the compactness method, tightness criteria and the Jakubowski version of the Skorokhod Theorem for nonmetric spaces.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2022-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88146831","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A probabilistic point of view for the Kolmogorov hypoelliptic equations 柯尔莫哥洛夫半椭圆方程的概率观点
IF 0.4 4区 数学
Esaim-Probability and Statistics Pub Date : 2021-09-14 DOI: 10.1051/ps/2023007
Pierre Etor'e, Jos'e R. Le'on, C. Prieur
{"title":"A probabilistic point of view for the Kolmogorov hypoelliptic equations","authors":"Pierre Etor'e, Jos'e R. Le'on, C. Prieur","doi":"10.1051/ps/2023007","DOIUrl":"https://doi.org/10.1051/ps/2023007","url":null,"abstract":"In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and  Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic equations with linear or quadratic potential. Then applying these results after a Fourier transform we deduce the computation of the solution to a first class of Kolmogorov hypoelliptic equations. Then we solve partial differential equations obtained via Feynman-Kac formula from the Ornstein-Uhlenbeck generator. Also, a new small time approximation of the solution to a certain class of Kolmogorov hypoelliptic equations is provided. We finally present the results of numerical experiments to check the practical efficiency of this approximation.","PeriodicalId":51249,"journal":{"name":"Esaim-Probability and Statistics","volume":"1 1","pages":""},"PeriodicalIF":0.4,"publicationDate":"2021-09-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"77552939","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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