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ON THE STABILITY OF POSITIVE SEMIGROUPS

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arXiv 2021年

作者： Del Moral, Pierre Horton, Emma Jasra, Ajay Centre de Recherche Inria Bordeaux Sud-Ouest Talence 33405 France Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science & Technology Building 1 Thuwal23955-6900 Saudi Arabia

The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V -norm contraction methods, associated to functionally weighted Banach spaces for Markov semigroups, to positive semigroups. This methodology is applied to a general class of positive and possibly time-inhomogeneous bounded integral semigroups and their normalised versions. The spectral theorems that we develop are an extension of Perron-Frobenius and Krein-Rutman theorems for positive operators to a class of time-varying positive semigroups. In the context of time-homogeneous models, the regularity conditions discussed in the present article appear to be necessary and sufficient condition for the existence of leading eigenvalues. We review and illustrate the impact of these results in the context of positive semigroups arising in transport theory, physics, mathematical biology and signal processing. Copyright © 2021, The Authors. All rights reserved.

关键词： Banach spaces

Manifold learning for organizing unstructured sets of process observations

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arXiv 2018年

作者： Dietrich, Felix Kooshkbaghi, Mahdi Bollt, Erik M. Kevrekidis, Ioannis G. Department of Chemical and Biomolecular Engineering Department of Applied Mathematics and Statistics Johns Hopkins University BaltimoreMD21218 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Department of Mathematics Department of Electrical and Computer Engineering Clarkson Center for Complex Systems Science Clarkson University PotsdamNY13699-5815 United States

Data mining is routinely used to organize ensembles of short temporal observations so as to reconstruct useful, low-dimensional realizations of an underlying dynamical system. In this paper, we use manifold learning to organize unstructured ensembles of observations ("trials") of a system's response surface. We have no control over where every trial starts;and during each trial operating conditions are varied by turning "agnostic" knobs, which change system parameters in a systematic but unknown way. As one (or more) knobs "turn" we record (possibly partial) observations of the system response. We demonstrate how such partial and disorganized observation ensembles can be integrated into coherent response surfaces whose dimension and parametrization can be systematically recovered in a data-driven fashion. The approach can be justified through the Whitney and Takens embedding theorems, allowing reconstruction of manifolds/attractors through different types of observations. We demonstrate our approach by organizing unstructured observations of response surfaces, including the reconstruction of a cusp bifurcation surface for Hydrogen combustion in a Continuous Stirred Tank Reactor. Finally, we demonstrate how this observation-based reconstruction naturally leads to informative transport maps between input parameter space and output/state variable *** codes 37M20 Copyright © 2018, The Authors. All rights reserved.

关键词： Dynamical systems

Modeling of Measurement Error in Financial Returns Data

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arXiv 2024年

作者： Jasra, Ajay Maama, Mohamed Mijatović, Aleksandar School of Data Science The Chinese University of Hong Kong Shenzhen China Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Department of Statistics University of Warwick United Kingdom

In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period, we develop a stochastic model which models the true log-returns and maximum via a Lévy process and the data as a measurement error there-of. The main technical difficulty of trying to infer this model, for instance Bayesian parameter estimation, is that the joint transition density of the return and maximum is seldom known, nor can it be simulated exactly. Based upon the novel stick breaking representation of [12] we provide an approximation of the model. We develop a Markov chain Monte Carlo (MCMC) algorithm to sample from the Bayesian posterior of the approximated posterior and then extend this to a multilevel MCMC method which can reduce the computational cost to approximate posterior expectations, relative to ordinary MCMC. We implement our methodology on several applications including for real data. Copyright © 2024, The Authors. All rights reserved.

关键词： Markov chains

Characterizing the hyperuniformity of ordered and disordered two-phase media

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Physical Review E 2021年第1期103卷 012123-012123页

作者： Jaeuk Kim 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

The hyperuniformity concept provides a unified means to classify all perfect crystals, perfect quasicrystals, and exotic amorphous states of matter according to their capacity to suppress large-scale density fluctuations. While the classification of hyperuniform point configurations has received considerable attention, much less is known about the classification of hyperuniform two-phase heterogeneous media, which include composites, porous media, foams, cellular solids, colloidal suspensions, and polymer blends. The purpose of this article is to begin such a program for certain two-dimensional models of hyperuniform two-phase media by ascertaining their local volume-fraction variances σV2(R) and the associated hyperuniformity order metrics B¯V. This is a highly challenging task because the geometries and topologies of the phases are generally much richer and more complex than point-configuration arrangements, and one must ascertain a broadly applicable length scale to make key quantities dimensionless. Therefore, we purposely restrict ourselves to a certain class of two-dimensional periodic cellular networks as well as periodic and disordered or irregular packings of circular disks, some of which maximize their effective transport and elastic properties. Among the cellular networks considered, the honeycomb networks have minimal values of the hyperuniformity order metrics B¯V across all volume fractions. On the other hand, for all packings of circular disks examined, the triangular-lattice packings have the smallest values of B¯V for the possible range of volume fractions. Among all structures studied here, the triangular-lattice packing of circular disks have the minimal values of the order metric for almost all volume fractions. Our study provides a theoretical foundation for the establishment of hyperuniformity order metrics for general two-phase media and a basis to discover new hyperuniform two-phase systems with desirable bulk physical properties by inverse d

关键词： Patterns in complex systems

Learning operators with coupled attention

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arXiv 2022年

作者： Kissas, Georgios Seidman, Jacob Guilhoto, Leonardo Ferreira Preciado, Victor M. Pappas, George J. Perdikaris, Paris Department of Mechanical Engineering and Applied Mechanics University of Pennsylvania PhiladelphiaPA19104 United States Graduate Group in Applied Mathematics and Computational Science University of Pennsylvania PhiladelphiaPA19104 United States Department of Electrical and Systems Engineering University of Pennsylvania PhiladelphiaPA19104 United States

Supervised operator learning is an emerging machine learning paradigm with applications to modeling the evolution of spatio-temporal dynamical systems and approximating general black-box relationships between functional data. We propose a novel operator learning method, LOCA (Learning Operators with Coupled Attention), motivated from the recent success of the attention mechanism. In our architecture, the input functions are mapped to a finite set of features which are then averaged with attention weights that depend on the output query locations. By coupling these attention weights together with an integral transform, LOCA is able to explicitly learn correlations in the target output functions, enabling us to approximate nonlinear operators even when the number of output function in the training set measurements is very small. Our formulation is accompanied by rigorous approximation theoretic guarantees on the universal expressiveness of the proposed model. Empirically, we evaluate the performance of LOCA on several operator learning scenarios involving systems governed by ordinary and partial differential equations, as well as a black-box climate prediction problem. Through these scenarios we demonstrate state of the art accuracy, robustness with respect to noisy input data, and a consistently small spread of errors over testing data sets, even for out-of-distribution prediction tasks. © 2022, CC BY-NC-SA.

关键词： Mathematical operators

Characterization of void space, large-scale structure, and transport properties of maximally random jammed packings of superballs

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Physical Review Materials 2022年第2期6卷 025603-025603页

作者： Charles Emmett Maher Frank H. Stillinger 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 Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA

Dense, disordered packings of particles are useful models of low-temperature amorphous phases of matter, biological systems, granular media, and colloidal systems. The study of dense packings of nonspherical particles enables one to ascertain how rotational degrees of freedom affect packing behavior. Here, we study superballs, a large family of deformations of the sphere, defined in three dimensions by |x1|2p+|x2|2p+|x3|2p≤1, where p∈(0,∞) is a deformation parameter indicating to what extent the shape deviates from a sphere. As p increases from the sphere point (p=1), the superball tends to a cuboidal shape and approaches a cube in the p→∞ limit. As p→0.5, it approaches an octahedron, becomes a concave body with octahedral symmetry for p<0.5, and approaches a three-dimensional cross in the limit p→0. Previous characterization of superball packings has shown that they have a maximally random jammed (MRJ) state, whose properties (e.g., packing fraction ϕ, average contact number Z¯) vary nonanalytically as p diverges from unity. Here, we use an event-driven molecular dynamics algorithm to produce MRJ superball packings with 0.85≤p≤1.50. To supplement the previous work on such packings, we characterize their large-scale structure by examining the behaviors of their structure factors S(Q) and spectral densities χ̃V(Q), as the wave number Q tends to zero, and find that these packings are effectively hyperuniform for all values of p examined. We show that the mean width w¯ is a useful length scale to make distances dimensionless in order to compare systematically superballs of different shape. Moreover, we compute the complementary cumulative pore-size distribution F(δ) and find that the pore sizes tend to decrease as |1−p| increases. From F(δ), we estimate how the fluid permeability, mean survival time, and principal diffusion relaxation time vary as a function of p. Additionally, we compute the diffusion “spreadability” S(t) [Torquato, Phys. Rev. E 104, 054102 (2021)] of

关键词： Granular packing

Efficient linear programming algorithm to generate the densest lattice sphere packings

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Physical Review E 2013年第6期87卷 063303-063303页

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

Finding the densest sphere packing in d-dimensional Euclidean space Rd is an outstanding fundamental problem with relevance in many fields, including the ground states of molecular systems, colloidal crystal structures, coding theory, discrete geometry, number theory, and biological systems. Numerically generating the densest sphere packings becomes very challenging in high dimensions due to an exponentially increasing number of possible sphere contacts and sphere configurations, even for the restricted problem of finding the densest lattice sphere packings. In this paper we apply the Torquato-Jiao packing algorithm, which is a method based on solving a sequence of linear programs, to robustly reproduce the densest known lattice sphere packings for dimensions 2 through 19. We show that the TJ algorithm is appreciably more efficient at solving these problems than previously published methods. Indeed, in some dimensions, the former procedure can be as much as three orders of magnitude faster at finding the optimal solutions than earlier ones. We also study the suboptimal local density-maxima solutions (inherent structures or “extreme” lattices) to gain insight about the nature of the topography of the “density” landscape.

关键词： LINEAR programming BIOLOGICAL systems COLLOIDAL crystals CODING theory DISCRETE geometry NUMBER theory

Realizable hyperuniform and nonhyperuniform particle configurations with targeted spectral functions via effective pair interactions

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Physical Review E 2020年第3期101卷 032124-032124页

作者： Ge Zhang 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

The capacity to identify realizable many-body configurations associated with targeted functional forms for the pair correlation function g2(r) or its corresponding structure factor S(k) is of great fundamental and practical importance. While there are obvious necessary conditions that a prescribed structure factor at number density ρ must satisfy to be configurationally realizable, sufficient conditions are generally not known due to the infinite degeneracy of configurations with different higher-order correlation functions. A major aim of this paper is to expand our theoretical knowledge of the class of pair correlation functions or structure factors that are realizable by classical disordered ensembles of particle configurations, including exotic “hyperuniform” varieties. We first introduce a theoretical formalism that provides a means to draw classical particle configurations from canonical ensembles with certain pairwise-additive potentials that could correspond to targeted analytical functional forms for the structure factor. This formulation enables us to devise an improved algorithm to construct systematically canonical-ensemble particle configurations with such targeted pair statistics, whenever realizable. As a proof of concept, we test the algorithm by targeting several different structure factors across dimensions that are known to be realizable and one hyperuniform target that is known to be nontrivially unrealizable. Our algorithm succeeds for all realizable targets and appropriately fails for the unrealizable target, demonstrating the accuracy and power of the method to numerically investigate the realizability problem. Subsequently, we also target several families of structure-factor functions that meet the known necessary realizability conditions but are not known to be realizable by disordered hyperuniform point configurations, including d-dimensional Gaussian structure factors, d-dimensional generalizations of the two-dimensional one-component plas

关键词： Classical statistical mechanics

Marginal stability in jammed packings: Quasicontacts and weak contacts

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Physical Review E 2014年第2期90卷 022114-022114页

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

Maximally random jammed (MRJ) sphere packing is a prototypical example of a system naturally poised at the margin between underconstraint and overconstraint. This marginal stability has traditionally been understood in terms of isostaticity, the equality of the number of mechanical contacts and the number of degrees of freedom. Quasicontacts, pairs of spheres on the verge of coming in contact, are irrelevant for static stability, but they come into play when considering dynamic stability, as does the distribution of contact forces. We show that the effects of marginal dynamic stability, as manifested in the distributions of quasicontacts and weak contacts, are consequential and nontrivial. We study these ideas first in the context of MRJ packing of d-dimensional spheres, where we show that the abundance of quasicontacts grows at a faster rate than that of contacts. We reexamine a calculation of Jin et al. [Phys. Rev. E 82, 051126 (2010)], where quasicontacts were originally neglected, and we explore the effect of their inclusion in the calculation. This analysis yields an estimate of the asymptotic behavior of the packing density in high dimensions. We argue that this estimate should be reinterpreted as a lower bound. The latter part of the paper is devoted to Bravais lattice packings that possess the minimum number of contacts to maintain mechanical stability. We show that quasicontacts play an even more important role in these packings. We also show that jammed lattices are a useful setting for studying the Edwards ensemble, which weights each mechanically stable configuration equally and does not account for dynamics. This ansatz fails to predict the power-law distribution of near-zero contact forces, P(f)∼fθ.

关键词： SPHERE packings POWER law (mathematics) computational complexity NP-hard problems BRAVAIS lattice