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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

Precise determination of pair interactions from pair statistics of many-body systems in and out of equilibrium

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Physical Review E 2022年第4期106卷 044122-044122页

作者： Salvatore Torquato Haina Wang Department of Chemistry Department of Physics Princeton Institute of Materials and Program in Applied and Computational Mathematics Princeton University Princeton New Jersey 08544 USA School of Natural Sciences Institute for Advanced Study 1 Einstein Drive Princeton New Jersey 08540 USA Department of Chemistry Princeton University Princeton New Jersey 08544 USA

The determination of the pair potential v(r) that accurately yields an equilibrium state at positive temperature T with a prescribed pair correlation function g2(r) or corresponding structure factor S(k) in d-dimensional Euclidean space Rd is an outstanding inverse statistical mechanics problem with far-reaching implications. Recently, Zhang and Torquato [Phys. Rev. E 101, 032124 (2020)] conjectured that any realizable g2(r) or S(k) corresponding to a translationally invariant nonequilibrium system can be attained by a classical equilibrium ensemble involving only (up to) effective pair interactions. Testing this conjecture for nonequilibrium systems as well as for nontrivial equilibrium states requires improved inverse methodologies. We have devised an optimization algorithm to precisely determine effective pair potentials that correspond to pair statistics of general translationally invariant disordered many-body equilibrium or nonequilibrium systems at positive temperatures. This methodology utilizes a parameterized family of pointwise basis functions for the potential function whose initial form is informed by small-, intermediate- and large-distance behaviors dictated by statistical-mechanical theory. Subsequently, a nonlinear optimization technique is utilized to minimize an objective function that incorporates both the target pair correlation function g2(r) and structure factor S(k) so that the small intermediate- and large-distance correlations are very accurately captured. To illustrate the versatility and power of our methodology, we accurately determine the effective pair interactions of the following four diverse target systems: (1) Lennard-Jones system in the vicinity of its critical point, (2) liquid under the Dzugutov potential, (3) nonequilibrium random sequential addition packing, and (4) a nonequilibrium hyperuniform “cloaked” uniformly randomized lattice. We found that the optimized pair potentials generate corresponding pair statistics that accur

关键词： Nonequilibrium statistical mechanics Optimization problems Structural properties Complex materials

Toward single particle reconstruction without particle picking: Breaking the detection limit

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arXiv 2018年

作者： Bendory, Tamir Boumal, Nicolas Leeb, William Levin, Eitan Singer, Amit The School of Electrical Engineering Tel Aviv University Tel Aviv Israel Lausanne Switzerland School of Mathematics University of Minnesota MinneapolisMN United States Department of Computing and Mathematical Sciences California Institute of Technology PasadenaCA United States The Program in Applied and Computational Mathematics Department of Mathematics Princeton University PrincetonNJ United States

Single-particle cryo-electron microscopy (cryo-EM) has recently joined X-ray crystallography and NMR spectroscopy as a high-resolution structural method to resolve biological macromolecules. In a cryo-EM experiment, the microscope produces images called micrographs. Projections of the molecule of interest are embedded in the micrographs at unknown locations, and under unknown viewing directions. Standard imaging techniques first locate these projections (detection) and then reconstruct the 3-D structure from them. Unfortunately, high noise levels hinder detection. When reliable detection is rendered impossible, the standard techniques fail. This is a problem, especially for small molecules. In this paper, we pursue a radically different approach: we contend that the structure could, in principle, be reconstructed directly from the micrographs, without intermediate detection. The aim is to bring small molecules within reach for cryo-EM. To this end, we design an autocorrelation analysis technique that allows to go directly from the micrographs to the sought structures. This involves only one pass over the micrographs, allowing online, streaming processing for large experiments. We show numerical results and discuss challenges that lay ahead to turn this proof-of-concept into a complementary approach to state-of-the-art algorithms. Copyright © 2018, The Authors. All rights reserved.

关键词： X ray crystallography

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

On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations

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arXiv 2017年

作者： Weinan, E. Hutzenthaler, Martin Jentzen, Arnulf Kruse, Thomas Department of Mathematics and Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544-1000 United States BICMR and School of Mathematical Sciences Peking University Beijing100870 China Faculty of Mathematics University of Duisburg-Essen Essen45117 Germany Seminar für Angewandte Mathematik ETH Zurich Zürich8092 Switzerland

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) are key ingredients in a number of models in physics and financial engineering. In particular, parabolic PDEs and BSDEs are fundamental tools in the state-of-the-art pricing and hedging of financial derivatives. The PDEs and BSDEs appearing in such applications are often high-dimensional and nonlinear. Since explicit solutions of such PDEs and BSDEs are typically not available, it is a very active topic of research to solve such PDEs and BSDEs approximately. In the recent article [E, W., Hutzenthaler, M., Jentzen, A., & Kruse, T. Linear scaling algorithms for solving high-dimensional nonlinear parabolic differential equations. arXiv:1607.03295 (2017)] we proposed a family of approximation methods based on Picard approximations and multilevel Monte Carlo methods and showed under suitable regularity assumptions on the exact solution for semilinear heat equations that the computational complexity is bounded by O(d ϵ-(4+δ)) for any δ 2 (0,∞), where d is the dimensionality of the problem and ϵ ∈ (0,∞) is the prescribed accuracy. In this paper, we test the applicability of this algorithm on a variety of 100-dimensional nonlinear PDEs that arise in physics and finance by means of numerical simulations presenting approximation accuracy against runtime. The simulation results for these 100-dimensional example PDEs are very satisfactory in terms of accuracy and speed. In addition, we also provide a review of other approximation methods for nonlinear PDEs and BSDEs from the literature. Copyright © 2017, The Authors. All rights reserved.

关键词： Monte Carlo methods

Bayesian Parameter Inference for Partially Observed SDEs driven by Fractional Brownian Motion

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arXiv 2022年

作者： Maama, Mohamed Jasra, Ajay Ombao, Hernando Applied Mathematics and Computational Science Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955 Saudi Arabia

In this paper we consider Bayesian parameter inference for partially observed fractional Brownian motion (fBM) models. The approach we follow is to time-discretize the hidden process and then to design Markov chain Monte Carlo (MCMC) algorithms to sample from the posterior density on the parameters given data. We rely on a novel representation of the time discretization, which seeks to sample from an approximation of the posterior and then corrects via importance sampling;the approximation reduces the time (in terms of total observation time T) by O(T). This method is extended by using a multilevel MCMC method which can reduce the computational cost to achieve a given mean square error (MSE) versus using a single time discretization. Our methods are illustrated on simulated and real data. Copyright © 2022, The Authors. All rights reserved.

关键词： Mean square error

Entropic Optimal Transport Eigenmaps for Nonlinear Alignment and Joint Embedding of High-Dimensional Datasets

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arXiv 2024年

作者： Landa, Boris Kluger, Yuval Ma, Rong Department of Electrical Engineering Yale University United States Program in Applied Mathematics Yale University United States Department of Biostatistics Harvard University United States Interdepartmental Program in Computational Biology and Bioinformatics Yale University United States Department of Pathology Yale University School of Medicine United States

Embedding high-dimensional data into a low-dimensional space is an indispensable component of data analysis. In numerous applications, it is necessary to align and jointly embed multiple datasets from different studies or experimental conditions. Such datasets may share underlying structures of interest but exhibit individual distortions, resulting in misaligned embeddings using traditional techniques. In this work, we propose Entropic Optimal Transport (EOT) eigenmaps, a principled approach for aligning and jointly embedding a pair of datasets with theoretical guarantees. Our approach leverages the leading singular vectors of the EOT plan matrix between two datasets to extract their shared underlying structure and align the datasets accordingly in a common embedding space. We interpret our approach as an inter-data variant of the classical Laplacian eigenmaps and diffusion maps embeddings, showing that it enjoys many favorable analogous properties. We then analyze a data-generative model where two observed high-dimensional datasets share latent variables on a common low-dimensional manifold, but each dataset is subject to data-specific translation, scaling, nuisance structures, and noise. We show that in a high-dimensional asymptotic regime, the EOT plan recovers the shared manifold structure by approximating a kernel function evaluated at the locations of the latent variables. Subsequently, we provide a geometric interpretation of our embedding by relating it to the eigenfunctions of population-level operators encoding the density and geometry of the shared manifold. Finally, we showcase the performance of our approach for data integration and embedding through simulations and analyses of real-world biological data, demonstrating its advantages over alternative methods in challenging scenarios. Copyright © 2024, The Authors. All rights reserved.

关键词： Embeddings

Isotope effects on molecular structures and electronic properties of liquid water via deep potential molecular dynamics based on SCAN functional

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arXiv 2020年

作者： Xu, Jianhang Zhang, Chunyi Zhang, Linfeng Chen, Mohan Santra, Biswajit Wu, Xifan Department of Physics Temple University PhiladelphiaPA19122 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States CAPT HEDPS College of Engineering Peking University Beijing100871 China Institute for Computational Molecular Science Temple University PhiladelphiaPA19122 United States

Feynman path-integral deep potential molecular dynamics (PI-DPMD) calculations have been employed to study both light (H2O) and heavy water (D2O) within the isothermal–isobaric ensemble. In particular, the deep neural network is trained based on ab initio data obtained from the strongly constrained and appropriately normed (SCAN) exchange-correlation functional. Because of the lighter mass of hydrogen than deuteron, the properties of light water is more influenced by nuclear quantum effect than those of heavy water. Clear isotope effects are observed and analyzed in terms of hydrogen-bond structure and electronic properties of water that are closely associated with experimental observables. The molecular structures of both liquid H2O and D2O agree well with the data extracted from scattering experiments. The delicate isotope effects on radial distribution functions and angular distribution functions are well reproduced as well. Our approach demonstrates that deep neural network combined with SCAN functional based ab initio molecular dynamics provides an accurate theoretical tool for modeling water and its isotope effects. Copyright © 2020, The Authors. All rights reserved.

关键词： Electronic properties

Deformations of acid-mediated invasive tumors in a model with Allee effect

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arXiv 2024年

作者： Carter, Paul Doelman, Arjen van Heijster, Peter Levy, Daniel Maini, Philip Okey, Erin Yeung, Paige Department of Mathematics University of California Irvine United States Mathematical Institute Leiden University Leiden Netherlands Mathematical and Statistical Methods—Biometris Wageningen University & Research Wageningen Netherlands Program in Applied and Computational Mathematics Princeton University Princeton United States Mathematical Institute University of Oxford Oxford United Kingdom Division of Applied Mathematics Brown University ProvidenceRI United States Massachusetts Institute of Technology Cambridge United States

We consider a Gatenby–Gawlinski-type model of invasive tumors in the presence of an Allee effect. We describe the construction of bistable one-dimensional traveling fronts using singular perturbation techniques in different parameter regimes corresponding to tumor interfaces with, or without, acellular gap. By extending the front as a planar interface, we perform a stability analysis to long wavelength perturbations transverse to the direction of front propagation and derive a simple stability criterion for the front in two spatial dimensions. In particular we find that in general the presence of the acellular gap indicates transversal instability of the associated planar front, which can lead to complex interfacial dynamics such as the development of finger-like protrusions and/or different invasion speeds. © 2024, CC BY.

关键词： Perturbation techniques