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arXiv 2018年

作者： Angiuli, Andrea Graves, Christy V. Li, Houzhi Chassagneux, Jean-François Delarue, François Carmona, René Department of Statistics and Applied Probability University of California Santa Barbara Program in Applied and Computational Mathematics Princeton University Laboratoire de Probabilités Modélisation et Statistiques Université Paris Diderot Laboratoire Jean-Alexandre Dieudonné Université de Nice Sophia-Antipolis Operations Research and Financial Engineering Bendheim Center for Finance Princeton University

This project investigates numerical methods for solving fully coupled forward-backward stochastic differential equations (FBSDEs) of McKean-Vlasov type. Having numerical solvers for such mean field FBSDEs is of interest because of the potential application of these equations to optimization problems over a large population, say for instance mean field games (MFG) and optimal mean field control problems. Theory for this kind of problems has met with great success since the early works on mean field games by Lasry and Lions, see [27], and by Huang, Caines, and Malhamé, see [24]. Generally speaking, the purpose is to understand the continuum limit of optimizers or of equilibria (say in Nash sense) as the number of underlying players tends to infinity. When approached from the probabilistic viewpoint, solutions to these control problems (or games) can be described by coupled mean field FBSDEs, meaning that the coefficients depend upon the own marginal laws of the solution. In this note, we detail two methods for solving such FBSDEs which we implement and apply to five benchmark problems. The first method uses a tree structure to represent the pathwise laws of the solution, whereas the second method uses a grid discretization to represent the time marginal laws of the solutions. Both are based on a Picard scheme;importantly, we combine each of them with a generic continuation method that permits to extend the time horizon (or equivalently the coupling strength between the two equations) for which the Picard iteration converges. Copyright © 2018, The Authors. All rights reserved.

关键词： Numerical methods

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Tuning cooperative behavior in games with nonlinear opinion dynamics

arXiv

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arXiv 2021年

作者： Park, Shinkyu Bizyaeva, Anastasia Kawakatsu, Mari Franci, Alessio Leonard, Naomi Ehrich Computer Electrical and Mathematical Science and Engineering Division Thuwal23955-6900 Saudi Arabia Department of Mechanical and Aerospace Engineering Princeton University PrincetonNJ08544 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Mathematics Department National Autonomous University of Mexico Mexico City04510 Mexico

We examine the tuning of cooperative behavior in repeated multi-agent games using an analytically tractable, continuous-time, nonlinear model of opinion dynamics. Each modeled agent updates its real-valued opinion about each available strategy in response to payoffs and other agent opinions, as observed over a network. We show how the model provides a principled and systematic means to investigate behavior of agents that select strategies using rationality and reciprocity, key features of human decision-making in social dilemmas. For two-strategy games, we use bifurcation analysis to prove conditions for the bistability of two equilibria and conditions for the first (second) equilibrium to reflect all agents favoring the first (second) strategy. We prove how model parameters, e.g., level of attention to opinions of others (reciprocity), network structure, and payoffs, influence dynamics and, notably, the size of the region of attraction to each stable equilibrium. We provide insights by examining the tuning of the bistability of mutual cooperation and mutual defection and their regions of attraction for the repeated prisoner's dilemma and the repeated multi-agent public goods game. Our results generalize to games with more strategies, heterogeneity, and additional feedback dynamics, such as those designed to elicit cooperation. Copyright © 2021, The Authors. All rights reserved.

关键词： Bifurcation (mathematics)

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Effect of imperfections on the hyperuniformity of many-body systems

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Physical Review B 2018年第5期97卷 054105-054105页

作者： Jaeuk Kim Salvatore Torquato Department of Physics Princeton University Princeton New Jersey 08544 USA Department of Chemistry 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

A hyperuniform many-body system is characterized by a structure factor Sk that vanishes in the small-wave-number limit or equivalently by a local number variance σN2R associated with a spherical window of radius R that grows more slowly than Rd in the large-R limit. Thus, the hyperuniformity implies anomalous suppression of long-wavelength density fluctuations relative to those in typical disordered systems, i.e., σN2R∼Rd as R→∞. Hyperuniform systems include perfect crystals, quasicrystals, and special disordered systems. Disordered hyperuniform systems are amorphous states of matter that lie between a liquid and crystal [S. Torquato et al., Phys. Rev. X 5, 021020 (2015)], and have been the subject of many recent investigations due to their novel properties. In the same way that there is no perfect crystal in practice due to the inevitable presence of imperfections, such as vacancies and dislocations, there is no “perfect” hyperuniform system, whether it is ordered or not. Thus, it is practically and theoretically important to quantitatively understand the extent to which imperfections introduced in a perfectly hyperuniform system can degrade or destroy its hyperuniformity and corresponding physical properties. This paper begins such a program by deriving explicit formulas for Sk in the small-wave-number regime for three types of imperfections: (1) uncorrelated point defects, including vacancies and interstitials, (2) stochastic particle displacements, and (3) thermal excitations in the classical harmonic regime. We demonstrate that our results are in excellent agreement with numerical simulations. We find that “uncorrelated” vacancies or interstitials destroy hyperuniformity in proportion to the defect concentration p. We show that “uncorrelated” stochastic displacements in perfect lattices can never destroy the hyperuniformity but it can be degraded such that the perturbed lattices fall into class III hyperuniform systems, where σN2R∼Rd−α as R→∞ and 0<α<1. By cont

关键词： Interstitials Structural properties Vacancies

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Designer spin systems via inverse statistical mechanics. II. Ground-state enumeration and classification

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Physical Review B 2013年第18期88卷 184432-184432页

作者： Étienne Marcotte Robert A. DiStasio, Jr. Frank H. Stillinger Salvatore Torquato Department of Physics Princeton University Princeton New Jersey 08544 USA Department of Chemistry 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

In the first paper of this series [DiStasio, Jr., Marcotte, Car, Stillinger, and Torquato, Phys. Rev. B 88, 134104 (2013)], we applied inverse statistical-mechanical techniques to study the extent to which targeted spin configurations on the square lattice can be ground states of finite-ranged radial spin-spin interactions. In this sequel, we enumerate all of the spin configurations within a unit cell on the one-dimensional integer lattice and the two-dimensional square lattice up to some modest size under periodic boundary conditions. We then classify these spin configurations into those that can or cannot be unique classical ground states of the aforementioned radial pair spin interactions and found the relative occurrences of these ground-state solution classes for different system sizes. As a result, we also determined the minimal radial extent of the spin-spin interaction potentials required to stabilize those configurations whose ground states are either unique or degenerate (i.e., those sharing the same radial spin-spin correlation function). This enumeration study has established that unique ground states are not limited to simple target configurations. However, we also found that many simple target spin configurations cannot be unique ground states.

关键词： SPIN-lattice relaxation ONE-dimensional conductors SPIN-spin interactions GROUND state (Quantum mechanics) PRODUCT attributes

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Designer spin systems via inverse statistical mechanics

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Physical Review B 2013年第13期88卷 134104-134104页

作者： Robert A. DiStasio, Jr. Étienne Marcotte Roberto Car 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

In this work, we extend recent inverse statistical-mechanical methods developed for many-particle systems to the case of spin systems. For simplicity, we focus in this initial study on the two-state Ising model with radial spin-spin interactions of finite range (i.e., extending beyond nearest-neighbor sites) on the square lattice under periodic boundary conditions. Our interest herein is to find the optimal set of shortest-range pair interactions within this family of Hamiltonians, whose corresponding ground state is a targeted spin configuration such that the difference in energies between the energetically closest competitor and the target is maximized. For an exhaustive list of competitors, this optimization problem is solved exactly using linear programming. The possible outcomes for a given target configuration can be organized into the following three solution classes: unique (nondegenerate) ground state (class I), degenerate ground states (class II), and solutions not contained in the previous two classes (class III). We have chosen to study a general family of striped-phase spin configurations comprised of alternating parallel bands of up and down spins of varying thicknesses and a general family of rectangular block checkerboard spin configurations with variable block size, which is a generalization of the classic antiferromagnetic Ising model. Our findings demonstrate that the structurally anisotropic striped phases, in which the thicknesses of up- and down-spin bands are equal, are unique ground states for isotropic short-ranged interactions. By contrast, virtually all of the block checkerboard targets are either degenerate or fall within class III solutions. The degenerate class II spin configurations are identified up to a certain block size. We also consider other target spin configurations with different degrees of global symmetries and order. Our investigation reveals that the solution class to which a target belongs depends sensitively on the nature

关键词： INVERSE functions LATTICE dynamics STRUCTURAL optimization ANTIFERROMAGNETIC materials GROUND state (Quantum mechanics) ANISOTROPIC crystals

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Transductive and inductive outlier detection with robust autoencoders 24

Transductive and inductive outlier detection with robust aut...

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Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence

作者： Ofir Lindenbaum Yariv Aizenbud Yuval Kluger Faculty of Engineering Bar-Ilan University Ramat Gan Israel School of Mathematical Sciences Tel Aviv University Tel Aviv Israel Program in Applied Mathematics Yale University New Haven CT and Department of Pathology Yale University School of Medicine New Haven CT and Computational Biology & Bioinformatics Program Yale University New Haven CT

Accurate detection of outliers is crucial for the success of numerous data analysis tasks. In this context, we propose the Probabilistic Robust AutoEncoder (PRAE) that can simultaneously remove outliers during training (transductive) and learn a mapping that can be used to detect outliers in new data (inductive). We first present the Robust AutoEncoder (RAE) objective that excludes outliers while including a subset of samples (inliers) that can be effectively reconstructed using an AutoEncoder (AE). RAE minimizes the autoencoder's reconstruction error while incorporating as many samples as possible. This could be formulated via regularization by subtracting an ℓ0 norm, counting the number of selected samples from the reconstruction term. As this leads to an intractable combinatorial problem, we propose two probabilistic relaxations of RAE, which are differentiable and alleviate the need for a combinatorial search. We prove that the solution to the PRAE problem is equivalent to the solution of RAE. We then use synthetic data to demonstrate that PRAE can accurately remove outliers in various contamination levels. Finally, we show that using PRAE for outlier detection leads to state-of-the-art results for inductive and transductive outlier detection.

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Superposition and mimicking theorems for conditional McKean-Vlasov equations

arXiv

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arXiv 2020年

作者： Lacker, Daniel Shkolnikov, Mykhaylo Zhang, Jiacheng IEOR Department Columbia University New YorkNY10027 United States ORFE Department Bendheim Center for Finance Program in Applied & Computational Mathematics Princeton University PrincetonNJ08544 United States ORFE Department Princeton University PrincetonNJ08544 United States

We consider conditional McKean-Vlasov stochastic differential equations (SDEs), such as the ones arising in the large-system limit of mean field games and particle systems with mean field interactions when common noise is present. The conditional time-marginals of the solutions to these SDEs satisfy non-linear stochastic partial differential equations (SPDEs) of the second order, whereas the laws of the conditional time-marginals follow Fokker-Planck equations on the space of probability measures. We prove two superposition principles: The first establishes that any solution of the SPDE can be lifted to a solution of the conditional McKean-Vlasov SDE, and the second guarantees that any solution of the Fokker-Planck equation on the space of probability measures can be lifted to a solution of the SPDE. We use these results to obtain a mimicking theorem which shows that the conditional time-marginals of an Itô process can be emulated by those of a solution to a conditional McKean-Vlasov SDE with Markovian coefficients. This yields, in particular, a tool for converting open-loop controls into Markovian ones in the context of controlled McKean-Vlasov *** Codes 60H10, 60H15, 35Q84, 93E20 Copyright © 2020, The Authors. All rights reserved.

关键词： Fokker Planck equation

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Beyond trees: Classification with sparse pairwise dependencies

arXiv

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arXiv 2018年

作者： Tenzer, Yaniv Moscovich, Amit Dorn, Mary Frances Nadler, Boaz Spiegelman, Clifford Department of Computer Science and Applied Mathematics Weizmann Institute of Science Rehovot76100 Israel Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States Los Alamos National Laboratory P.O. Box 1663 MS F600 Los AlamosNM87545 United States Department of Statistics Texas A&M University College StationTX77843 United States

Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification errors. The resulting classifier is linear in the log-transformed univariate and bivariate densities that correspond to the tree edges. In practice, however, observed data may not be well approximated by trees. Yet, motivated by the importance of pairwise dependencies for accurate classification, here we propose to approximate the optimal decision boundary by a sparse linear combination of the univariate and bivariate log-transformed densities. Our proposed approach is semi-parametric in nature: we non-parametrically estimate the univariate and bivariate densities, remove pairs of variables that are nearly independent using the Hilbert-Schmidt independence criteria, and finally construct a linear SVM on the retained log-transformed densities. We demonstrate using both synthetic and real data that our resulting classifier, denoted SLB (Sparse Log-Bivariate density), is competitive with popular classification *** Codes 62H30 Copyright © 2018, The Authors. All rights reserved.

关键词： Binary trees

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Deep potentials for materials science

材料展望（英文）

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材料展望（英文） 2022年第2期 89-115页

作者： Tongqi Wen Linfeng Zhang Han Wang Weinan E David J Srolovitz Department of Mechanical Engineering The University of Hong KongHong KongHong Kong Special Administrative Region of China DP Technology BeijingPeople's Republic of China AI for Science Institute BeijingPeople's Republic of China Laboratory of Computational Physics Institute of Applied Physics and Computational MathematicsBeijingPeople's Republic of China HEDPS CAPTCollege of EngineeringPeking UniversityBeijingPeople's Republic of China AI for Science Institute BeijingPeople's Republic of China School of Mathematical Sciences Peking UniversityBeijingPeople's Republic of China Department of Mathematics and Program in Applied and Computational Mathematics Princeton UniversityPrincetonNJUnited States of America Department of Mechanical Engineering The University of Hong KongHong KongHong Kong Special Administrative Region of China International Digital Economy Academy(IDEA) ShenzhenPeople's Republic of China

To fill the gap between accurate(and expensive)ab initio calculations and efficient atomistic simulations based on empirical interatomic potentials,a new class of descriptions of atomic interactions has emerged and been widely applied;*** learning potentials(MLPs).One recently developed type of MLP is the deep potential(DP)*** this review,we provide an introduction to DP methods in computational materials *** theory underlying the DP method is presented along with a step-by-step introduction to their development and *** also review materials applications of DPs in a wide range of materials *** DP Library provides a platform for the development of DPs and a database of extant *** discuss the accuracy and efficiency of DPs compared with ab initio methods and empirical potentials.

关键词： deep potential atomistic simulation machine learning potential neural network

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Consensus dynamics and coherence in hierarchical small-world networks

arXiv

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arXiv 2023年

作者： Liao, Yunhua Maama, Mohamed Aziz-Alaoui, M.A. Department of Mathematics Hunan University of Technology and Business Hunan Changsha410205 China Key Laboratory of Hunan Province for Statistical Learning and Intelligent Computation Hunan Changsha410205 China Applied Mathematics and Computational Science Program KAUST Thuwal23955-6900 Saudi Arabia Normandie Univ UNIHAVRE LMAH FR-CNRS-3335 ISCN Le Havre76600 France

The hierarchical small-world network is a real-world network. It models well the benefit transmission web of the pyramid selling in China and many other countries. In this paper, by applying the spectral graph theory, we study three important aspects of the consensus problem in the hierarchical small-world network: convergence speed, communication time-delay robustness, and network coherence. Firstly, we explicitly determine the Laplacian eigenvalues of the hierarchical small-world network by making use of its treelike structure. Secondly, we find that the consensus algorithm on the hierarchical small-world network converges faster than that on some well-studied sparse networks, but is less robust to time delay. The closed-form of the first-order and the second-order network coherence are also derived. Our result shows that the hierarchical small-world network has an optimal structure of noisy consensus dynamics. Therefore, we provide a positive answer to two open questions of Yi et al. Finally, we argue that some network structure characteristics, such as large maximum degree, small average path length, and large vertex and edge connectivity, are responsible for the strong robustness with respect to external perturbations. Copyright © 2023, The Authors. All rights reserved.

关键词： Eigenvalues and eigenfunctions

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