Foundations of Computational Mathematics最新文献

{"title":"Fast Optimistic Gradient Descent Ascent (OGDA) Method in Continuous and Discrete Time","authors":"Radu Ioan Boţ, Ernö Robert Csetnek, Dang-Khoa Nguyen","doi":"10.1007/s10208-023-09636-5","DOIUrl":"https://doi.org/10.1007/s10208-023-09636-5","url":null,"abstract":"<p>In the framework of real Hilbert spaces, we study continuous in time dynamics as well as numerical algorithms for the problem of approaching the set of zeros of a single-valued monotone and continuous operator <i>V</i>. The starting point of our investigations is a second-order dynamical system that combines a vanishing damping term with the time derivative of <i>V</i> along the trajectory, which can be seen as an analogous of the Hessian-driven damping in case the operator is originating from a potential. Our method exhibits fast convergence rates of order <span>(o left( frac{1}{tbeta (t)} right) )</span> for <span>(Vert V(z(t))Vert )</span>, where <span>(z(cdot ))</span> denotes the generated trajectory and <span>(beta (cdot ))</span> is a positive nondecreasing function satisfying a growth condition, and also for the restricted gap function, which is a measure of optimality for variational inequalities. We also prove the weak convergence of the trajectory to a zero of <i>V</i>. Temporal discretizations of the dynamical system generate implicit and explicit numerical algorithms, which can be both seen as accelerated versions of the Optimistic Gradient Descent Ascent (OGDA) method for monotone operators, for which we prove that the generated sequence of iterates <span>((z_k)_{k ge 0})</span> shares the asymptotic features of the continuous dynamics. In particular we show for the implicit numerical algorithm convergence rates of order <span>(o left( frac{1}{kbeta _k} right) )</span> for <span>(Vert V(z^k)Vert )</span> and the restricted gap function, where <span>((beta _k)_{k ge 0})</span> is a positive nondecreasing sequence satisfying a growth condition. For the explicit numerical algorithm, we show by additionally assuming that the operator <i>V</i> is Lipschitz continuous convergence rates of order <span>(o left( frac{1}{k} right) )</span> for <span>(Vert V(z^k)Vert )</span> and the restricted gap function. All convergence rate statements are last iterate convergence results; in addition to these, we prove for both algorithms the convergence of the iterates to a zero of <i>V</i>. To our knowledge, our study exhibits the best-known convergence rate results for monotone equations. Numerical experiments indicate the overwhelming superiority of our explicit numerical algorithm over other methods designed to solve monotone equations governed by monotone and Lipschitz continuous operators.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"122 34","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138468746","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}

{"title":"On the Representation and Learning of Monotone Triangular Transport Maps","authors":"Ricardo Baptista, Youssef Marzouk, Olivier Zahm","doi":"10.1007/s10208-023-09630-x","DOIUrl":"https://doi.org/10.1007/s10208-023-09630-x","url":null,"abstract":"<p>Transportation of measure provides a versatile approach for modeling complex probability distributions, with applications in density estimation, Bayesian inference, generative modeling, and beyond. Monotone triangular transport maps—approximations of the Knothe–Rosenblatt (KR) rearrangement—are a canonical choice for these tasks. Yet the representation and parameterization of such maps have a significant impact on their generality and expressiveness, and on properties of the optimization problem that arises in learning a map from data (e.g., via maximum likelihood estimation). We present a general framework for representing monotone triangular maps via invertible transformations of smooth functions. We establish conditions on the transformation such that the associated infinite-dimensional minimization problem has no spurious local minima, i.e., all local minima are global minima; and we show for target distributions satisfying certain tail conditions that the unique global minimizer corresponds to the KR map. Given a sample from the target, we then propose an adaptive algorithm that estimates a sparse semi-parametric approximation of the underlying KR map. We demonstrate how this framework can be applied to joint and conditional density estimation, likelihood-free inference, and structure learning of directed graphical models, with stable generalization performance across a range of sample sizes.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"65 8","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138293092","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}

{"title":"Wavenumber-Explicit hp-FEM Analysis for Maxwell’s Equations with Impedance Boundary Conditions","authors":"J. M. Melenk, S. A. Sauter","doi":"10.1007/s10208-023-09626-7","DOIUrl":"https://doi.org/10.1007/s10208-023-09626-7","url":null,"abstract":"<p>The time-harmonic Maxwell equations at high wavenumber <i>k</i> in domains with an analytic boundary and impedance boundary conditions are considered. A wavenumber-explicit stability and regularity theory is developed that decomposes the solution into a part with finite Sobolev regularity that is controlled uniformly in <i>k</i> and an analytic part. Using this regularity, quasi-optimality of the Galerkin discretization based on Nédélec elements of order <i>p</i> on a mesh with mesh size <i>h</i> is shown under the <i>k</i>-explicit scale resolution condition that (a) <i>kh</i>/<i>p</i> is sufficient small and (b) <span>(p/ln k)</span> is bounded from below.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"27 6","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"109126942","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}

{"title":"Communication Lower Bounds for Nested Bilinear Algorithms via Rank Expansion of Kronecker Products","authors":"Caleb Ju, Yifan Zhang, Edgar Solomonik","doi":"10.1007/s10208-023-09633-8","DOIUrl":"https://doi.org/10.1007/s10208-023-09633-8","url":null,"abstract":"<p>We develop lower bounds on communication in the memory hierarchy or between processors for nested bilinear algorithms, such as Strassen’s algorithm for matrix multiplication. We build on a previous framework that establishes communication lower bounds by use of the rank expansion, or the minimum rank of any fixed size subset of columns of a matrix, for each of the three matrices encoding a bilinear algorithm. This framework provides lower bounds for a class of dependency directed acyclic graphs (DAGs) corresponding to the execution of a given bilinear algorithm, in contrast to other approaches that yield bounds for specific DAGs. However, our lower bounds only apply to executions that do not compute the same DAG node multiple times. Two bilinear algorithms can be nested by taking Kronecker products between their encoding matrices. Our main result is a lower bound on the rank expansion of a matrix constructed by a Kronecker product derived from lower bounds on the rank expansion of the Kronecker product’s operands. We apply the rank expansion lower bounds to obtain novel communication lower bounds for nested Toom-Cook convolution, Strassen’s algorithm, and fast algorithms for contraction of partially symmetric tensors.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 2","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509666","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}

{"title":"Error Analysis for 2D Stochastic Navier–Stokes Equations in Bounded Domains with Dirichlet Data","authors":"Dominic Breit, Andreas Prohl","doi":"10.1007/s10208-023-09621-y","DOIUrl":"https://doi.org/10.1007/s10208-023-09621-y","url":null,"abstract":"<p>We study a finite-element based space-time discretisation for the 2D stochastic Navier–Stokes equations in a bounded domain supplemented with no-slip boundary conditions. We prove optimal convergence rates in the energy norm with respect to convergence in probability, that is convergence of order (almost) 1/2 in time and 1 in space. This was previously only known in the space-periodic case, where higher order energy estimates for any given (deterministic) time are available. In contrast to this, estimates in the Dirichlet-case are only known for a (possibly large) stopping time. We overcome this problem by introducing an approach based on discrete stopping times. This replaces the localised estimates (with respect to the sample space) from earlier contributions.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 3","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509665","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}

{"title":"Approximation of Deterministic Mean Field Games with Control-Affine Dynamics","authors":"Justina Gianatti, Francisco J. Silva","doi":"10.1007/s10208-023-09629-4","DOIUrl":"https://doi.org/10.1007/s10208-023-09629-4","url":null,"abstract":"<p>We consider deterministic mean field games where the dynamics of a typical agent is non-linear with respect to the state variable and affine with respect to the control variable. Particular instances of the problem considered here are mean field games with control on the acceleration (see Achdou et al. in NoDEA Nonlinear Differ Equ Appl 27(3):33, 2020; Cannarsa and Mendico in Minimax Theory Appl 5(2):221-250, 2020; Cardaliaguet and Mendico in Nonlinear Anal 203: 112185, 2021). We focus our attention on the approximation of such mean field games by analogous problems in discrete time and finite state space which fall in the framework of (Gomes in J Math Pures Appl (9) 93(3):308-328, 2010). For these approximations, we show the existence and, under an additional monotonicity assumption, uniqueness of solutions. In our main result, we establish the convergence of equilibria of the discrete mean field games problems towards equilibria of the continuous one. Finally, we provide some numerical results for two MFG problems. In the first one, the dynamics of a typical player is nonlinear with respect to the state and, in the second one, a typical player controls its acceleration.As per journal style, reference citation should be expanded form in abstract. So kindly check and confirm the reference citation present in the abstract is correct.Please change \"Gomes in\" below by \"Gomes et al. in \"</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 11","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509661","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}

{"title":"A Construction of $$C^r$$ Conforming Finite Element Spaces in Any Dimension","authors":"Jun Hu, Ting Lin, Qingyu Wu","doi":"10.1007/s10208-023-09627-6","DOIUrl":"https://doi.org/10.1007/s10208-023-09627-6","url":null,"abstract":"<p>This paper proposes a construction of <span>(C^r)</span> conforming finite element spaces with arbitrary <i>r</i> in any dimension. It is shown that if <span>(k ge 2^{d}r+1)</span> the space <span>({mathcal {P}}_k)</span> of polynomials of degree <span>(le k)</span> can be taken as the shape function space of <span>(C^r)</span> finite element spaces in <i>d</i> dimensions. This is the first work on constructing such <span>(C^r)</span> conforming finite elements in any dimension in a unified way.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 8","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509664","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}

{"title":"Convex Analysis on Hadamard Spaces and Scaling Problems","authors":"Hiroshi Hirai","doi":"10.1007/s10208-023-09628-5","DOIUrl":"https://doi.org/10.1007/s10208-023-09628-5","url":null,"abstract":"<p>In this paper, we address the bounded/unbounded determination of geodesically convex optimization on Hadamard spaces. In Euclidean convex optimization, the recession function is a basic tool to study the unboundedness and provides the domain of the Legendre–Fenchel conjugate of the objective function. In a Hadamard space, the asymptotic slope function (Kapovich et al. in J Differ Geom 81:297–354, 2009), which is a function on the boundary at infinity, plays a role of the recession function. We extend this notion by means of convex analysis and optimization and develop a convex analysis foundation for the unbounded determination of geodesically convex optimization on Hadamard spaces, particularly on symmetric spaces of nonpositive curvature. We explain how our developed theory is applied to operator scaling and related optimization on group orbits, which are our motivation.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"42 25","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71516804","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}

{"title":"A New Approach to the Analysis of Parametric Finite Element Approximations to Mean Curvature Flow","authors":"Genming Bai, Buyang Li","doi":"10.1007/s10208-023-09622-x","DOIUrl":"https://doi.org/10.1007/s10208-023-09622-x","url":null,"abstract":"<p>Parametric finite element methods have achieved great success in approximating the evolution of surfaces under various different geometric flows, including mean curvature flow, Willmore flow, surface diffusion, and so on. However, the convergence of Dziuk’s parametric finite element method, as well as many other widely used parametric finite element methods for these geometric flows, remains open. In this article, we introduce a new approach and a corresponding new framework for the analysis of parametric finite element approximations to surface evolution under geometric flows, by estimating the projected distance from the numerically computed surface to the exact surface, rather than estimating the distance between particle trajectories of the two surfaces as in the currently available numerical analyses. The new framework can recover some hidden geometric structures in geometric flows, such as the full <span>(H^1)</span> parabolicity in mean curvature flow, which is used to prove the convergence of Dziuk’s parametric finite element method with finite elements of degree <span>(k ge 3)</span> for surfaces in the three-dimensional space. The new framework introduced in this article also provides a foundational mathematical tool for analyzing other geometric flows and other parametric finite element methods with artificial tangential motions to improve the mesh quality.</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 9","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509663","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}

{"title":"Approximation of Generating Function Barcode for Hamiltonian Diffeomorphisms","authors":"Pazit Haim-Kislev, Ofir Karin","doi":"10.1007/s10208-023-09631-w","DOIUrl":"https://doi.org/10.1007/s10208-023-09631-w","url":null,"abstract":"<p>Persistence modules and barcodes are used in symplectic topology to define various invariants of Hamiltonian diffeomorphisms, however numerical methods for computing these barcodes are not yet well developed. In this paper we define one such invariant called the <i>generating function barcode</i> of compactly supported Hamiltonian diffeomorphisms of <span>( mathbb {R}^{2n})</span> by applying Morse theory to generating functions quadratic at infinity associated to such Hamiltonian diffeomorphisms and provide an algorithm (i.e a finite sequence of explicit calculation steps) that approximates it.\u0000</p>","PeriodicalId":55151,"journal":{"name":"Foundations of Computational Mathematics","volume":"30 10","pages":""},"PeriodicalIF":3.0,"publicationDate":"2023-10-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"71509662","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}