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DIFFUSION CURVATURE FOR ESTIMATING LOCAL CURVATURE IN HIGH DIMENSIONAL DATA

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arXiv 2022年

作者： Bhaskar, Dhananjay MacDonald, Kincaid Fasina, Oluwadamilola Thomas, Dawson Rieck, Bastian Adelstein, Ian Krishnaswamy, Smita Department of Genetics Yale School of Medicine New HavenCT United States Department of Mathematics Yale University New HavenCT United States Program for Applied Mathematics Yale University New HavenCT United States Department of Physics Yale University New HavenCT United States Institute of AI for Health Helmholtz Pioneer Campus Munich Germany Department of Computer Science Yale University New HavenCT United States Program for Computational Biology and Bioinformatics Yale University New HavenCT United States

We introduce a new intrinsic measure of local curvature on point-cloud data called diffusion curvature. Our measure uses the framework of diffusion maps, including the data diffusion operator, to structure point cloud data and define local curvature based on the laziness of a random walk starting at a point or region of the data. We show that this laziness directly relates to volume comparison results from Riemannian geometry. We then extend this scalar curvature notion to an entire quadratic form using neural network estimations based on the diffusion map of point-cloud data. We show applications of both estimations on toy data, single-cell data and on estimating local Hessian matrices of neural network loss landscapes. © 2022, CC BY.

关键词： Geometry

Applications of mean field games in financial engineering and economic theory

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arXiv 2020年

作者： Carmona, René DEPARTMENT OF OPERATIONS RESEARCH & FINANCIAL ENGINEERING BENDHEIM CENTER FOR FINANCE PROGRAM IN APPLIED & COMPUTATIONAL MATHEMATICS PRINCETON UNIVERSITY United States

This is an expanded version of the lecture given at the AMS Short Course on Mean Field Games, on January 13, 2020 in Denver CO. The assignment was to discuss applications of Mean Field Games in finance and economics. I need to admit upfront that several of the examples reviewed in this chapter were already discussed in book form. Still, they are here accompanied with discussions of, and references to, works which appeared over the last three years. Moreover, several completely new sections are added to show how recent developments in financial engineering and economics can benefit from being viewed through the lens of the Mean Field Game paradigm. The new financial engineering applications deal with bitcoin mining and the energy markets, while the new economic applications concern models offering a smooth transition between macro-economics and finance, and contract *** Codes 60, 91 © 2020, CC BY.

关键词： Finance

Quantum phase transitions in long-range interacting hyperuniform spin chains in a transverse field

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Physical Review B 2021年第1期103卷 014118-014118页

作者： Amartya Bose Salvatore Torquato Department of Chemistry Princeton University Princeton New Jersey 08544 USA Department of Physics Princeton University Princeton New Jersey 08544 USA Princeton Institute for the Science and Technology of Materials Princeton University Princeton New Jersey 08544 USA and Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Hyperuniform states of matter are characterized by anomalous suppression of long-wavelength density fluctuations. While most of the interesting cases of disordered hyperuniformity are provided by complex many-body systems such as liquids or amorphous solids, classical spin chains with certain long-range interactions have been shown to demonstrate the same phenomenon. Such spin-chain systems are ideal models for exploring the effects of quantum mechanics on hyperuniformity. It is well-known that the transverse field Ising model shows a quantum phase transition (QPT) at zero temperature. Under the quantum effects of a transverse magnetic field, classical hyperuniform spin chains are expected to lose their hyperuniformity. High-precision simulations of these cases are complicated because of the presence of highly nontrivial long-range interactions. We perform an extensive analysis of these systems using density matrix renormalization group simulations to study the possibilities of phase transitions and the mechanism by which they lose hyperuniformity. Even for a spin chain of length 30, we see discontinuous changes in properties like the “τ order metric” of the ground state, the measure of hyperuniformity, and the second cumulant of the total magnetization along the x-direction, all suggestive of first-order QPTs. An interesting feature of the phase transitions in these disordered hyperuniform spin chains is that, depending on the parameter values, the presence of a transverse magnetic field may lead remarkably to an increase in the order of the ground state as measured by the “τ order metric,” even if hyperuniformity is lost. Therefore, it would be possible to design materials to target specific novel quantum behaviors in the presence of a transverse magnetic field. Our numerical investigations suggest that these spin chains can show no more than two QPTs. We further analyze the long-range interacting spin chains via the Jordan-Wigner mapping onto a system of spinless

关键词： Long-range interactions Quantum phase transitions Spin chains

Adaptive tikhonov strategies for stochastic ensemble Kalman inversion

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arXiv 2021年

作者： Weissmann, Simon Chada, Neil K. Schillings, Claudia Tong, Xin T. Interdisciplinary Center for Scientific Computing University of Heidelberg Heidelberg69120 Germany Applied Mathematics and Computational Science Program King Abdullah University of Science and Technology Thuwal KSA 23955 Saudi Arabia Mannheim School of Computer Science and Mathematics University of Mannheim Mannheim68131 Germany Department of Mathematics National University of Singapore Singapore119077 Singapore

Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this article is to consider the introduction of adaptive Tikhonov strategies for EKI. This work builds upon Tikhonov EKI (TEKI) which was proposed for a fixed regularization constant. By adaptively learning the regularization parameter, this procedure is known to improve the recovery of the underlying unknown. For the analysis, we consider a continuous-time setting where we extend known results such as well-posdeness and convergence of various loss functions, but with the addition of noisy observations. Furthermore, we allow a time-varying noise and regularization covariance in our presented convergence result which mimic adaptive regularization schemes. In turn we present three adaptive regularization schemes, which are highlighted from both the deterministic and Bayesian approaches for inverse problems, which include bilevel optimization, the MAP formulation and covariance learning. We numerically test these schemes and the theory on linear and nonlinear partial differential equations, where they outperform the non-adaptive TEKI and *** Codes 65M32, 60G35, 65C35, 70F17 Copyright © 2021, The Authors. All rights reserved.

关键词： Continuous time systems

Complexity measures for neural networks with general activation functions using path-based norms

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arXiv 2020年

作者： Li, Zhong Ma, Chao Wu, Lei School of Mathematical Sciences Peking University China Department of Mathematics Stanford University United States Program in Applied and Computational Mathematics Princeton University United States

A simple approach is proposed to obtain complexity controls for neural networks with general activation functions. The approach is motivated by approximating the general activation functions with one-dimensional ReLU networks, which reduces the problem to the complexity controls of ReLU networks. Specifically, we consider two-layer networks and deep residual networks, for which path-based norms are derived to control complexities. We also provide preliminary analyses of the function spaces induced by these norms and a priori estimates of the corresponding regularized estimators. Copyright © 2020, The Authors. All rights reserved.

关键词： Chemical activation

On quasisymmetric plasma equilibria sustained by small force

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arXiv 2020年

作者： Constantin, Peter Drivas, Theodore D. Ginsberg, Daniel Department of Mathematics Princeton University PrincetonNJ08544 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

We construct smooth, non-symmetric plasma equilibria which possess closed, nested flux surfaces and solve the Magnetohydrostatic (steady three-dimensional incompressible Euler) equations with a small force. The solutions are also ‘nearly’ quasisymmetric. The primary idea is, given a desired quasisymmetry direction ξ, to change the smooth structure on space so that the vector field ξ is Killing for the new metric and construct ξ–symmetric solutions of the Magnetohydrostatic equations on that background by solving a generalized Grad-Shafranov equation. If ξ is close to a symmetry of Euclidean space, then these are solutions on flat space up to a small forcing. Copyright © 2020, The Authors. All rights reserved.

关键词： Magnetoplasma

Applying Graph Theory and Mathematical-computational Modelling to Study a Neurophysiological Circuit

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Open Journal of Modelling and Simulation 2021年第2期9卷 159-171页

作者： Camila de Andrade Kalil Maria Clícia Stelling de Castro Dilson Silva Célia Martins Cortez Postgraduate Program in Computational Sciences Rio de Janeiro State University Rio de Janeiro Brazil Department of Informatics and Computer Science Rio de Janeiro State University Rio de Janeiro Brazil Department of Applied Mathematics Rio de Janeiro State University Rio de Janeiro Brazil

The aim of the present study is to contribute to the knowledge about the functioning of the neuronal circuits. We built a mathematical-computational model using graph theory for a complex neurophysiological circuit consisting of a reverberating neuronal circuit and a parallel neuronal circuit, which could be coupled. Implementing our model in C++ and applying neurophysiological values found in the literature, we studied the discharge pattern of the reverberant circuit and the parallel circuit separately for the same input signal pattern, examining the influence of the refractory period and the synaptic delay on the respective output signal patterns. Then, the same study was performed for the complete circuit, in which the two circuits were coupled, and the parallel circuit could then influence the functioning of the reverberant. The results showed that the refractory period played an important role in forming the pattern of the output spectrum of a reverberating circuit. The inhibitory action of the parallel circuit was able to regulate the reverberation frequency, suggesting that parallel circuits may be involved in the control of reverberation circuits related to motive activities underlying precision tasks and perhaps underlying neural work processes and immediate memories.

关键词： Mathematical-computational Modelling Neurophysiological Circuit Reverberating Circuit Parallel Circuit

C^0DISCONTINUOUS GALERKIN METHODS FOR A PLATE FRICTIONAL CONTACT PROBLEM

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Journal of computational mathematics 2019年第2期37卷 184-200页

作者： Fei Wang Tianyi Zhang Weimin Han School of Mathematics and Statistics Xi 'an Jiaotong University Xi'an 710049 China Program in Applied Mathematical and Computational Sciences University of Iowa Iowa City IA 52242 USA School of Mathematics and Statistics Xi 'an Jiaotong University Xi'an 710049 China Departinent of Mathematics University of Iowa Iowa City. IA 52242 USA

Numerous C^0 discontinuous Galerkin (DG) schemes for the Kirchhoff plate bending problem are extended to solve a plate frictional contact problem, which is a fourth-order elliptic variational inequality of the second kind. This variational inequality contains a nondifferentiable term due to the frictional contact. We prove that these C^0 DG methods are consis tent and st able, and derive optimal order error estima tes for the quadratic element. A numerical example is presented to show the performance of the C^0 DG methods;and the numerical convergence orders confirm the theoretical prediction.

关键词： Variational inequality of fourth-order Discontinuous Galerkin method Plate frictional contact problem Optimal order error estimate

Structural Properties of Hyperuniform Networks

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arXiv 2024年

作者： Newby, Eli Shi, Wenlong Jiao, Yang Albert, Reka Torquato, Salvatore Department of Physics Pennsylvania State University University ParkPA16802 United States Materials Science and Engineering Arizona State University TempeAZ85287 United States Department of Physics Arizona State University TempeAZ85287 United States Department of Chemistry Princeton University PrincetonNJ08544 United States Department of Physics Princeton University PrincetonNJ08544 United States Princeton Institute of Materials Princeton University PrincetonNJ08544 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

Disordered hyperuniform many-particle systems are recently discovered exotic states of matter, characterized by a complete suppression of normalized infinite-wavelength density fluctuations, as in perfect crystals, and lack of conventional long-range order, as in liquids and glasses. In this work, we begin a program to quantify the structural properties of nonhyperuniform and hyperuniform networks. In particular, large two-dimensional (2D) Voronoi networks (graphs) containing approximately 10,000 nodes are created from a variety of different point configurations, including the antihyperuniform hyperplane intersection process (HIP), nonhyperuniform Poisson process, nonhyperuniform random sequential addition (RSA) saturated packing, and both non-stealthy and stealthy hyperuniform point processes. We carry out an extensive study of the Voronoi-cell area distribution of each of the networks through determining multiple metrics that characterize the distribution, including their higher-cumulants (i.e., skewness 1 and excess kurtosis 2). We show that the HIP distribution is far from Gaussian, as evidenced by a high skewness (γ1 = 3.16) and large positive excess kurtosis (γ2 = 16.2). The Poisson (with γ1 = 1.07 and γ2 = 1.79) and non-stealthy hyperuniform (with γ1 = 0.257 and γ2 = 0.0217) distributions are Gaussian-like distributions, since they exhibit a small but positive skewness and excess kurtosis. The RSA (with γ1 = 0.450 and γ2 = -0.0384) and the highest stealthy hyperuniform distributions (with γ1 = 0.0272 and γ2 = -0.0626) are also non-Gaussian because of their low skewness and negative excess kurtosis, which is diametrically opposite non-Gaussian behavior of the HIP. The fact that the cell-area distributions of large, finite-sized RSA and stealthy hyperuniform networks (e.g., with N ≈ 10, 000 nodes) are narrower, have larger peaks, and smaller tails than a Gaussian distribution implies that in the thermodynamic limit the distributions should exhibit compact suppo

关键词： Gaussian distribution