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Improving Bayesian local spatial models in large data sets

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arXiv 2019年

作者： Lenzi, Amanda Castruccio, Stefano Rue, Håvard Genton, Marc G. Statistics Program King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia Department of Applied and Computational Mathematics and Statistics University of Notre Dame Notre DameIN46556 United States

Environmental processes resolved at a sufficiently small scale in space and time will inevitably display non-stationary behavior. Such processes are both challenging to model and computationally expensive when the data size is large. Instead of modeling the global non-stationarity explicitly, local models can be applied to disjoint regions of the domain. The choice of the size of these regions is dictated by a bias-variance trade-off;large regions will have smaller variance and larger bias, whereas small regions will have higher variance and smaller bias. From both the modeling and computational point of view, small regions are preferable to better accommodate the non-stationarity. However, in practice, large regions are necessary to control the variance. We propose a novel Bayesian three-step approach that allows for smaller regions without compromising the increase of the variance that would follow. We are able to propagate the uncertainty from one step to the next without issues caused by reusing the data. The improvement in inference also results in improved prediction, as our simulated example shows. We illustrate this new approach on a data set of simulated high-resolution wind speed data over Saudi Arabia. Copyright © 2019, The Authors. All rights reserved.

关键词： Wind

Coarse-scale PDEs from fine-scale observations via machine learning

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arXiv 2019年

作者： Lee, Seungjoon Kooshkbaghi, Mahdi Spiliotis, Konstantinos Siettos, Constantinos I. Kevrekidis, Ioannis G. Department of Chemical and Biomolecular Engineering Johns Hopkins University Program in Applied and Computational Mathematics Princeton University Institute of Mathematics University of Rostock Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" Universitá degli Studi di Napoli Federico II

Complex spatiotemporal dynamics of physicochemical processes are often modeled at a microscopic level (through e.g. atomistic, agent-based or lattice models) based on first principles. Some of these processes can also be successfully modeled at the macroscopic level using e.g. partial differential equations (PDEs) describing the evolution of the right few macroscopic observables (e.g. concentration and momentum fields). Deriving good macroscopic descriptions (the so-called "closure problem") is often a time-consuming process requiring deep understanding/intuition about the system of interest. Recent developments in data science provide alternative ways to effectively extract/learn accurate macroscopic descriptions approximating the underlying microscopic observations. In this paper, we introduce a data-driven framework for the identification of unavailable coarse-scale PDEs from microscopic observations via machine learning algorithms. Specifically, using Gaussian Processes, Artificial Neural Networks, and/or Diffusion Maps, the proposed framework uncovers the relation between the relevant macroscopic space fields and their time evolution (the right-hand-side of the explicitly unavailable macroscopic PDE). Interestingly, several choices equally representative of the data can be discovered. The framework will be illustrated through the data-driven discovery of macroscopic, concentration-level PDEs resulting from a fine-scale, Lattice Boltzmann level model of a reaction/transport process. Once the coarse evolution law is identified, it can be simulated to produce long-term macroscopic predictions. Different features (pros as well as cons) of alternative machine learning algorithms for performing this task (Gaussian Processes and Artificial Neural Networks), are presented and discussed. Copyright © 2019, The Authors. All rights reserved.

关键词： Neural networks

GLOBAL SOLUTIONS TO THE SUPERCOOLED STEFAN PROBLEM WITH BLOW-UPS: REGULARITY AND UNIQUENESS

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arXiv 2019年

作者： Delarue, François Nadtochiy, Sergey Shkolnikov, Mykhaylo Université Côte d’Azur CNRS Laboratoire J.A. Dieudonné Nice France Department of Applied Mathematics Illinois Institute of Technology ChicagoIL60616 United States ORFE Department Bendheim Center for Finance and Program in Applied & Computational Mathematics Princeton University PrincetonNJ08544 United States

We consider the supercooled Stefan problem, which captures the freezing of a supercooled liquid, in one space dimension. A probabilistic reformulation of the problem allows to define global solutions, even in the presence of blow-ups of the freezing rate. We provide a complete description of such solutions, by relating the temperature distribution in the liquid to the regularity of the ice growth process. The latter is shown to transition between (i) continuous differentiability, (ii) Hölder continuity, and (iii) discontinuity. In particular, in the second regime we rediscover the square root behavior of the growth process pointed out by Stefan in his seminal paper [Ste89] from 1889 for the ordinary Stefan problem. In our second main theorem, we establish the uniqueness of the global solutions, a first result of this kind in the context of growth processes with singular self-excitation when blow-ups are *** Codes 80A22, 35B44, 60H30, 35B05 Copyright © 2019, The Authors. All rights reserved.

关键词： Supercooling

Connected coulomb columns: Analysis and numerics

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arXiv 2020年

作者： Dondl, P. Novaga, M. Wojtowytsch, S. Wolff-Vorbeck, S. Abteilung für Angewandte Mathematik Albert-Ludwigs-Universität Freiburg Hermann-Herder-Str. 10 Freiburg i. Br.79104 Germany Dipartimento di Matematica Università di Pisa Largo Bruno Pontecorvo 5 Pisa56127 Italy Program in Applied and Computational Mathematics Princeton University 205 Fine Hall - Washington Road PrincetonNJ08544 United States

We consider a version of Gamow’s liquid drop model with a short range attractive perimeter-penalizing potential and a long-range Coulomb interaction of a uniformly charged mass in R3. Here we constrain ourselves to minimizing among the class of shapes that are columnar, i.e., constant in one spatial direction. Using the standard perimeter in the energy would lead to non-existence for any prescribed cross-sectional area due to the infinite mass in the constant spatial direction. In order to heal this defect we use a connected perimeter instead. We prove existence of minimizers for this connected isoperimetric problem with long-range interaction and study the shapes of minimizers in the small and large cross section regimes. For an intermediate regime we use an Ohta-Kawasaki phase field model with connectedness constraint to study the shapes of minimizers *** Codes 5308, 28A75, 65N99 Copyright © 2020, The Authors. All rights reserved.

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Realizable Hyperuniform and Nonhyperuniform Particle Configurations with Targeted Spectral Functions via Effective Pair Interactions

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arXiv 2020年

作者： Zhang, Ge Torquato, Salvatore Department of Physics and Astronomy University of Pennsylvania PhiladelphiaPA19104 United States Department of Chemistry Princeton University PrincetonNJ08544 United States Department of Physics Princeton University PrincetonNJ08544 United States Princeton Institute for the Science and Technology of Materials Princeton University PrincetonNJ08544 United States Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

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 were heretofore not known to be realizable by disordered hyperuniform point configurations, including d-dimensional Gaussian structure factors, d-dimensional generalizations of the 2D one-component plasm

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From point patterns to networks: to what extent does the Delaunay triangulation reproduce key spatial and density information?

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arXiv 2025年

作者： Newby, Eli Shi, Wenlong Jiao, Yang Torquato, Salvatore Albert, Réka Department of Physics Pennsylvania State University University ParkPA16802 United States Department of Cardiovascular and Metabolic Sciences Lerner Research Institute Cleveland Clinic ClevelandOH44195 United States 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 Department of Biology Pennsylvania State University University ParkPA16802 United States

To be used as an analysis tool, it is important that a spatial network’s construction algorithm reproduces the structural properties of the original physical embedding. One method for converting a two-dimensional (2D) point pattern into a spatial network is the Delaunay triangulation. Here, we apply the Delaunay triangulation to seven different types of 2D point patterns, including hyperuniform systems. The latter are characterized by completely suppressed normalized infinite-wavelength density fluctuations. We demonstrate that the quartile coefficients of dispersion of multiple centrality measures are capable of rank-ordering hyperuniform and nonhyperuniform systems independently, but they cannot distinguish a system that is nearly hyperuniform from hyperuniform systems. Thus, in each system, we investigate the local densities of the point pattern ρP (ri;) and of the network ρG(ni;). We reveal that there is a strong correlation between ρP (ri;) and ρG(ni;) in nonhyperuniform systems, but there is no such correlation in hyperuniform systems. When calculating the pair-correlation function and local density covariance function on the point pattern and network, the point pattern and network functions are similar only in nonhyperuniform systems. In hyperuniform systems, the triangulation has a positive covariance of local network densities in pairs of nodes that are close together;such covariance is not present in the point patterns. Thus, we demonstrate that the Delaunay triangulation accurately captures the density fluctuations of the underlying point pattern only when the point pattern possesses a positive correlation between ρP (ri;) for points that are close together. Such positive correlation is seen in most real-world systems, so the Delaunay triangulation is generally an effective tool for building a spatial network from a 2D point pattern, but there are situations (i.e., disordered hyperuniform systems) where we caution that the Delaunay triangulation would not

关键词： Triangulation

Meshless Hermite-HDMR finite difference method for high-dimensional Dirichlet problems

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arXiv 2019年

作者： Luo, Xiaopeng Xu, Xin Rabitz, Herschel Department of Chemistry Princeton University PrincetonNJ08544 United States School of Managment and Engineering Nanjing University Nanjing210008 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

In this paper, a meshless Hermite-HDMR finite difference method is proposed to solve high-dimensional Dirichlet problems. The approach is based on the local Hermite-HDMR expansion with an additional smoothing technique. First, we introduce the HDMR decomposition combined with the multiple Hermite series to construct a class of Hermite-HDMR approximations, and the relevant error estimate is theoretically built in a class of Hermite spaces. It can not only provide high order convergence but also retain good scaling with increasing dimensions. Then the Hermite-HDMR based finite difference method is particularly proposed for solving high-dimensional Dirichlet problems. By applying a smoothing process to the Hermite-HDMR approximations, numerical stability can be guaranteed even with a small number of nodes. Numerical experiments in dimensions up to 30 show that resulting approximations are of very high quality. Copyright © 2019, The Authors. All rights reserved.

关键词： Finite difference method

Numerical meshless solution of high-dimensional sine-gordon equations via fourier HDMR-HC approximation

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arXiv 2019年

作者： Xu, Xin Luo, Xiaopeng Rabitz, Herschel Department of Chemistry Princeton University PrincetonNJ08544 United States School of Managment and Engineering Nanjing University Nanjing210008 China Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

In this paper, an implicit time stepping meshless scheme is proposed to find the numerical solution of high-dimensional sine-Gordon equations (SGEs) by combining the high dimensional model representation (HDMR) and the Fourier hyperbolic cross (HC) approximation. To ensure the sparseness of the relevant coefficient matrices of the implicit time stepping scheme, the whole domain is first divided into a set of subdomains, and the relevant derivatives in high-dimension can be separately approximated by the Fourier HDMR-HC approximation in each subdomain. The proposed method allows for stable large time-steps and a relatively small number of nodes with satisfactory accuracy. The numerical examples show that the proposed method is very attractive for simulating the high-dimensional SGEs. Copyright © 2019, The Authors. All rights reserved.

关键词： Numerical methods

Featurized bidirectional GAN: Adversarial defense via adversarially learned semantic inference

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arXiv 2018年

作者： Bao, Ruying Liang, Sihang Wang, Qingcan Program in Applied and Computational Mathematics Princeton University Department of Physics Princeton University

Deep neural networks have been demonstrated to be vulnerable to adversarial attacks, where small perturbations intentionally added to the original inputs can fool the classifier. In this paper, we propose a defense method, Featurized Bidirectional Generative Adversarial Networks (FBGAN), to extract the semantic features of the input and filter the non-semantic perturbation. FBGAN is pre-trained on the clean dataset in an unsupervised manner, adversarially learning a bidirectional mapping between the high-dimensional data space and the low-dimensional semantic space;also mutual information is applied to disentangle the semantically meaningful features. After the bidirectional mapping, the adversarial data can be reconstructed to denoised data, which could be fed into any pre-trained classifier. We empirically show the quality of reconstruction images and the effectiveness of defense. Copyright © 2018, The Authors. All rights reserved.

关键词： Generative adversarial networks