Foundations of Computational Mathematics最新文献

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The Universal Equivariance Properties of Exotic Aromatic B-Series 奇异芳香 B 系列的通用等差数列特性
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-08-16 DOI: 10.1007/s10208-024-09668-5
Adrien Laurent, Hans Munthe-Kaas
{"title":"The Universal Equivariance Properties of Exotic Aromatic B-Series","authors":"Adrien Laurent, Hans Munthe-Kaas","doi":"10.1007/s10208-024-09668-5","DOIUrl":"https://doi.org/10.1007/s10208-024-09668-5","url":null,"abstract":"<p>The exotic aromatic Butcher series were originally introduced for the calculation of order conditions for the high order numerical integration of ergodic stochastic differential equations in <span>(mathbb {R} ^d)</span> and on manifolds. We prove in this paper that exotic aromatic B-series satisfy a universal geometric property, namely that they are characterised by locality and equivariance with respect to orthogonal changes of coordinates. This characterisation confirms that exotic aromatic B-series are a fundamental geometric object that naturally generalises aromatic B-series and B-series, as they share similar equivariance properties. In addition, we provide a classification of the main subsets of the exotic aromatic B-series, in particular the exotic B-series, using different equivariance properties. Along the analysis, we present a generalised definition of exotic aromatic trees, dual vector fields, and we explore the impact of degeneracies on the classification.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"31 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-08-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141994403","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Approximations of Dispersive PDEs in the Presence of Low-Regularity Randomness 存在低随机性的分散性多变量方程的近似值
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-08-15 DOI: 10.1007/s10208-023-09625-8
Yvonne Alama Bronsard, Yvain Bruned, Katharina Schratz
{"title":"Approximations of Dispersive PDEs in the Presence of Low-Regularity Randomness","authors":"Yvonne Alama Bronsard, Yvain Bruned, Katharina Schratz","doi":"10.1007/s10208-023-09625-8","DOIUrl":"https://doi.org/10.1007/s10208-023-09625-8","url":null,"abstract":"<p>We introduce a new class of numerical schemes which allow for low-regularity approximations to the expectation <span>( mathbb {E}(|u_{k}(t, v^{eta })|^2))</span>, where <span>(u_k)</span> denotes the <i>k</i>-th Fourier coefficient of the solution <i>u</i> of the dispersive equation and <span>( v^{eta }(x) )</span> the associated random initial data. This quantity plays an important role in physics, in particular in the study of wave turbulence where one needs to adopt a statistical approach in order to obtain deep insight into the <i>generic</i> long-time behaviour of solutions to dispersive equations. Our new class of schemes is based on Wick’s theorem and Feynman diagrams together with a resonance-based discretisation (Bruned and Schratz in Forum Math Pi 10:E2, 2022) set in a more general context: we introduce a novel combinatorial structure called paired decorated forests which are two decorated trees whose decorations on the leaves come in pair. The character of the scheme draws its inspiration from the treatment of singular stochastic partial differential equations via regularity structures. In contrast to classical approaches, we do not discretise the PDE itself, but rather its expectation. This allows us to heavily exploit the optimal resonance structure and underlying gain in regularity on the finite dimensional (discrete) level.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"16 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-08-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141992016","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Global Convergence of Hessenberg Shifted QR I: Exact Arithmetic 海森堡偏移 QR 的全局收敛 I:精确算术
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-08-13 DOI: 10.1007/s10208-024-09658-7
Jess Banks, Jorge Garza-Vargas, Nikhil Srivastava
{"title":"Global Convergence of Hessenberg Shifted QR I: Exact Arithmetic","authors":"Jess Banks, Jorge Garza-Vargas, Nikhil Srivastava","doi":"10.1007/s10208-024-09658-7","DOIUrl":"https://doi.org/10.1007/s10208-024-09658-7","url":null,"abstract":"<p>Rapid convergence of the shifted QR algorithm on symmetric matrices was shown more than 50 years ago. Since then, despite significant interest and its practical relevance, an understanding of the dynamics and convergence properties of the shifted QR algorithm on nonsymmetric matrices has remained elusive. We introduce a new family of shifting strategies for the Hessenberg shifted QR algorithm. We prove that when the input is a diagonalizable Hessenberg matrix <i>H</i> of bounded <i>eigenvector condition number</i> <span>(kappa _V(H))</span>—defined as the minimum condition number of <i>V</i> over all diagonalizations <span>(VDV^{-1})</span> of <i>H</i>—then the shifted QR algorithm with a certain strategy from our family is guaranteed to converge rapidly to a Hessenberg matrix with a zero subdiagonal entry, in exact arithmetic. Our convergence result is nonasymptotic, showing that the geometric mean of certain subdiagonal entries of <i>H</i> decays by a fixed constant in every <i>QR</i> iteration. The arithmetic cost of implementing each iteration of our strategy scales roughly logarithmically in the eigenvector condition number <span>(kappa _V(H))</span>, which is a measure of the nonnormality of <i>H</i>. The key ideas in the design and analysis of our strategy are: (1) we are able to precisely characterize when a certain shifting strategy based on Ritz values stagnates. We use this information to design certain “exceptional shifts” which are guaranteed to escape stagnation whenever it occurs. (2) We use higher degree shifts (of degree roughly <span>(log kappa _V(H))</span>) to dampen transient effects due to nonnormality, allowing us to treat nonnormal matrices in a manner similar to normal matrices.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"47 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-08-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141974002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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 Numerical Methods for the Navier–Stokes–Fourier System Driven by Uncertain Initial/Boundary Data 不确定初始/边界数据驱动的纳维-斯托克斯-傅里叶系统数值方法的收敛性
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-08-06 DOI: 10.1007/s10208-024-09666-7
Eduard Feireisl, Mária Lukáčová-Medvid’ová, Bangwei She, Yuhuan Yuan
{"title":"Convergence of Numerical Methods for the Navier–Stokes–Fourier System Driven by Uncertain Initial/Boundary Data","authors":"Eduard Feireisl, Mária Lukáčová-Medvid’ová, Bangwei She, Yuhuan Yuan","doi":"10.1007/s10208-024-09666-7","DOIUrl":"https://doi.org/10.1007/s10208-024-09666-7","url":null,"abstract":"<p>We consider the Navier–Stokes–Fourier system governing the motion of a general compressible, heat conducting, Newtonian fluid driven by random initial/boundary data. Convergence of the stochastic collocation and Monte Carlo numerical methods is shown under the hypothesis that approximate solutions are bounded in probability. Abstract results are illustrated by numerical experiments for the Rayleigh–Bénard convection problem.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"156 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141899473","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Polynomial and Rational Measure Modifications of Orthogonal Polynomials via Infinite-Dimensional Banded Matrix Factorizations 通过无限维带状矩阵因式分解对正交多项式进行多项式和有理测度修正
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-08-05 DOI: 10.1007/s10208-024-09671-w
Timon S. Gutleb, Sheehan Olver, Richard Mikaël Slevinsky
{"title":"Polynomial and Rational Measure Modifications of Orthogonal Polynomials via Infinite-Dimensional Banded Matrix Factorizations","authors":"Timon S. Gutleb, Sheehan Olver, Richard Mikaël Slevinsky","doi":"10.1007/s10208-024-09671-w","DOIUrl":"https://doi.org/10.1007/s10208-024-09671-w","url":null,"abstract":"<p>We describe fast algorithms for approximating the connection coefficients between a family of orthogonal polynomials and another family with a polynomially or rationally modified measure. The connection coefficients are computed via infinite-dimensional banded matrix factorizations and may be used to compute the modified Jacobi matrices all in linear complexity with respect to the truncation degree. A family of orthogonal polynomials with modified classical weights is constructed that support banded differentiation matrices, enabling sparse spectral methods with modified classical orthogonal polynomials. We present several applications and numerical experiments using an open source implementation which make direct use of these results.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"23 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141895228","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Stable Liftings of Polynomial Traces on Tetrahedra 多项式轨迹在四面体上的稳定提升
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-07-29 DOI: 10.1007/s10208-024-09670-x
Charles Parker, Endre Süli
{"title":"Stable Liftings of Polynomial Traces on Tetrahedra","authors":"Charles Parker, Endre Süli","doi":"10.1007/s10208-024-09670-x","DOIUrl":"https://doi.org/10.1007/s10208-024-09670-x","url":null,"abstract":"<p>On the reference tetrahedron <span>(K)</span>, we construct, for each <span>(k in {mathbb {N}}_0)</span>, a right inverse for the trace operator <span>(u mapsto (u, partial _{textbf{n}} u, ldots , partial _{textbf{n}}^k u)|_{partial K})</span>. The operator is stable as a mapping from the trace space of <span>(W^{s, p}(K))</span> to <span>(W^{s, p}(K))</span> for all <span>(p in (1, infty ))</span> and <span>(s in (k+1/p, infty ))</span>. Moreover, if the data is the trace of a polynomial of degree <span>(N in {mathbb {N}}_0)</span>, then the resulting lifting is a polynomial of degree <i>N</i>. One consequence of the analysis is a novel characterization for the range of the trace operator.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"19 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-07-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141836767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Analysis of Langevin Monte Carlo from Poincaré to Log-Sobolev 从 Poincaré 到 Log-Sobolev 的 Langevin 蒙特卡洛分析
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-07-26 DOI: 10.1007/s10208-024-09667-6
Sinho Chewi, Murat A. Erdogdu, Mufan Li, Ruoqi Shen, Matthew S. Zhang
{"title":"Analysis of Langevin Monte Carlo from Poincaré to Log-Sobolev","authors":"Sinho Chewi, Murat A. Erdogdu, Mufan Li, Ruoqi Shen, Matthew S. Zhang","doi":"10.1007/s10208-024-09667-6","DOIUrl":"https://doi.org/10.1007/s10208-024-09667-6","url":null,"abstract":"<p>Classically, the continuous-time Langevin diffusion converges exponentially fast to its stationary distribution <span>(pi )</span> under the sole assumption that <span>(pi )</span> satisfies a Poincaré inequality. Using this fact to provide guarantees for the discrete-time Langevin Monte Carlo (LMC) algorithm, however, is considerably more challenging due to the need for working with chi-squared or Rényi divergences, and prior works have largely focused on strongly log-concave targets. In this work, we provide the first convergence guarantees for LMC assuming that <span>(pi )</span> satisfies either a Latała–Oleszkiewicz or modified log-Sobolev inequality, which interpolates between the Poincaré and log-Sobolev settings. Unlike prior works, our results allow for weak smoothness and do not require convexity or dissipativity conditions.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"57 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141768486","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Resonances as a Computational Tool 作为计算工具的共振
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-07-26 DOI: 10.1007/s10208-024-09665-8
Frédéric Rousset, Katharina Schratz
{"title":"Resonances as a Computational Tool","authors":"Frédéric Rousset, Katharina Schratz","doi":"10.1007/s10208-024-09665-8","DOIUrl":"https://doi.org/10.1007/s10208-024-09665-8","url":null,"abstract":"<p>A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full equation into a series of simpler subproblems (e.g., splitting methods). In many situations these classical schemes allow a precise and efficient approximation. This, however, drastically changes whenever non-smooth phenomena enter the scene such as for problems at low regularity and high oscillations. Classical schemes fail to capture the oscillatory nature of the solution, and this may lead to severe instabilities and loss of convergence. In this article we review a new class of resonance-based schemes. The key idea in the construction of the new schemes is to tackle and deeply embed the underlying nonlinear structure of resonances into the numerical discretization. As in the continuous case, these terms are central to structure preservation and offer the new schemes strong properties at low regularity.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"32 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-07-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141768455","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
A Polynomial Time Iterative Algorithm for Matching Gaussian Matrices with Non-vanishing Correlation 匹配非相关性高斯矩阵的多项式时间迭代算法
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-07-22 DOI: 10.1007/s10208-024-09662-x
Jian Ding, Zhangsong Li
{"title":"A Polynomial Time Iterative Algorithm for Matching Gaussian Matrices with Non-vanishing Correlation","authors":"Jian Ding, Zhangsong Li","doi":"10.1007/s10208-024-09662-x","DOIUrl":"https://doi.org/10.1007/s10208-024-09662-x","url":null,"abstract":"<p>Motivated by the problem of matching vertices in two correlated Erdős-Rényi graphs, we study the problem of matching two correlated Gaussian Wigner matrices. We propose an iterative matching algorithm, which succeeds in polynomial time as long as the correlation between the two Gaussian matrices does not vanish. Our result is the first polynomial time algorithm that solves a graph matching type of problem when the correlation is an arbitrarily small constant.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"60 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737076","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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
Quantitative Stability of the Pushforward Operation by an Optimal Transport Map 通过最优传输图实现前推操作的定量稳定性
IF 3 1区 数学
Foundations of Computational Mathematics Pub Date : 2024-07-19 DOI: 10.1007/s10208-024-09669-4
Guillaume Carlier, Alex Delalande, Quentin Mérigot
{"title":"Quantitative Stability of the Pushforward Operation by an Optimal Transport Map","authors":"Guillaume Carlier, Alex Delalande, Quentin Mérigot","doi":"10.1007/s10208-024-09669-4","DOIUrl":"https://doi.org/10.1007/s10208-024-09669-4","url":null,"abstract":"<p>We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight Hölder-behavior for this operation under minimal assumptions. Our proof essentially relies on a new bound that quantifies the size of the singular sets of a convex and Lipschitz continuous function on a bounded domain.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"25 1","pages":""},"PeriodicalIF":3.0,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141730631","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":1,"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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