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We present two new algorithms for Householder QR factorization of Block Low-Rank (BLR) matrices: one that performs block-column-wise QR, and another that is based on tiled QR. We show how the block-column-wise algorithm exploits BLR structure to achieve arithmetic complexity of $\mathcal{O}(mn)$, while the tiled BLR-QR exhibits $\mathcal{O}(mn^{1.5})$ complexity. However, the tiled BLR-QR has finer task granularity that allows parallel task-based execution on shared memory systems. We compare the block-column-wise BLR-QR using fork-join parallelism with tiled BLR-QR using task-based parallelism. We also compare these two implementations of Householder BLR-QR with a block-column-wise Modified Gram-Schmidt (MGS) BLR-QR using fork-join parallelism, and a state-of-the-art vendor-optimized dense Householder QR in Intel MKL. For a matrix of size 131k $\times$ 65k, all BLR methods are more than an order of magnitude faster than the dense QR in MKL. Our methods are also robust to ill-conditioning and produce better orthogonal factors than the existing MGS-based method. On a CPU with 64 cores, our parallel tiled Householder and block-column-wise Householder algorithms show a speedup of 50 and 37 times, respectively., 23 pages, 12 figures

In this paper, we study linear regression applied to data structured on a manifold. We assume that the data manifold is smooth and is embedded in a Euclidean space, and our objective is to reveal the impact of the data manifold's extrinsic geometry on the regression. Specifically, we analyze the impact of the manifold's curvatures (or higher order nonlinearity in the parameterization when the curvatures are locally zero) on the uniqueness of the regression solution. Our findings suggest that the corresponding linear regression does not have a unique solution when the embedded submanifold is flat in some dimensions. Otherwise, the manifold's curvature (or higher order nonlinearity in the embedding) may contribute significantly, particularly in the solution associated with the normal directions of the manifold. Our findings thus reveal the role of data manifold geometry in ensuring the stability of regression models for out-of-distribution inferences., 13 pages, 6 figures, accepted to ICML2023 TAGML23 workshop, to be published in PMLR

Given $\mathbf A \in \mathbb{R}^{n \times n}$ with entries bounded in magnitude by $1$, it is well-known that if $S \subset [n] \times [n]$ is a uniformly random subset of $\tilde{O} (n/\epsilon^2)$ entries, and if ${\mathbf A}_S$ equals $\mathbf A$ on the entries in $S$ and is zero elsewhere, then $\|\mathbf A - \frac{n^2}{s} \cdot {\mathbf A}_S\|_2 \le \epsilon n$ with high probability, where $\|\cdot\|_2$ is the spectral norm. We show that for positive semidefinite (PSD) matrices, no randomness is needed at all in this statement. Namely, there exists a fixed subset $S$ of $\tilde{O} (n/\epsilon^2)$ entries that acts as a universal sparsifier: the above error bound holds simultaneously for every bounded entry PSD matrix $\mathbf A \in \mathbb{R}^{n \times n}$. One can view this result as a significant extension of a Ramanujan expander graph, which sparsifies any bounded entry PSD matrix, not just the all ones matrix. We leverage the existence of such universal sparsifiers to give the first deterministic algorithms for several central problems related to singular value computation that run in faster than matrix multiplication time. We also prove universal sparsification bounds for non-PSD matrices, showing that $\tilde{O} (n/\epsilon^4)$ entries suffices to achieve error $\epsilon \cdot \max(n,\|\mathbf A\|_1)$, where $\|\mathbf A\|_1$ is the trace norm. We prove that this is optimal up to an $\tilde{O} (1/\epsilon^2)$ factor. Finally, we give an improved deterministic spectral approximation algorithm for PSD $\mathbf A$ with entries lying in $\{-1,0,1\}$, which we show is nearly information-theoretically optimal., Comment: 64 pages

Recent developments in surrogate construction predominantly focused on two strategies to improve surrogate accuracy. Firstly, component-wise domain scaling informed by cross-validation. Secondly, regression to construct response surfaces using additional information in the form of additional function-values sampled from multi-fidelity models and gradients. Component-wise domain scaling reliably improves the surrogate quality at low dimensions but has been shown to suffer from high computational costs for higher dimensional problems. The second strategy, adding gradients to train surrogates, typically results in regression surrogates. Counter-intuitively, these gradient-enhanced regression-based surrogates do not exhibit improved accuracy compared to surrogates only interpolating function values. This study empirically establishes three main findings. Firstly, constructing the surrogate in poorly scaled domains is the predominant cause of deteriorating response surfaces when regressing with additional gradient information. Secondly, surrogate accuracy improves if the surrogates are constructed in a fully transformed domain, by scaling and rotating the original domain, not just simply scaling the domain. The domain transformation scheme should be based on the local curvature of the approximation surface and not its global curvature. Thirdly, the main benefit of gradient information is to efficiently determine the (near) optimal domain in which to construct the surrogate. This study proposes a foundational transformation algorithm that performs near-optimal transformations for lower dimensional problems. The algorithm consistently outperforms cross-validation-based component-wise domain scaling for higher dimensional problems. A carefully selected test problem set that varies between 2 and 16-dimensional problems is used to clearly demonstrate the three main findings of this study., 20 pages, 28 figures

In this paper, the time fractional reaction-diffusion equations with the Caputo fractional derivative are solved by using the classical $L1$-formula and the finite volume element (FVE) methods on triangular grids. The existence and uniqueness for the fully discrete FVE scheme are given. The stability result and optimal \textit{a priori} error estimate in $L^2(\Omega)$-norm are derived, but it is difficult to obtain the corresponding results in $H^1(\Omega)$-norm, so another analysis technique is introduced and used to achieve our goal. Finally, two numerical examples in different spatial dimensions are given to verify the feasibility and effectiveness., Comment: 22 pages,1 figure

Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint elliptic part having (space-time) variable coefficients. The proposed scheme is based on a combination of an IMEX-L1 method on graded mesh in the temporal direction and a finite element method in the spatial direction. With the help of a discrete fractional Gr\"{o}nwall inequality, optimal error estimates in $L^2$- and $H^1$-norms are derived for the problem with initial data $u_0 \in H_0^1(\Omega)\cap H^2(\Omega)$. Under higher regularity condition $u_0 \in \dot{H}^3(\Omega)$, a super convergence result is established and as a consequence, $L^\infty$ error estimate is obtained for 2D problems. Numerical experiments are presented to validate our theoretical findings., Comment: 33 pages

The Sun reveals itself in the 385.8–2.439-nHz band of polar (φSun>|70°|) fast (>700 km·s−1) solar wind’s decade-scale dynamics as a globally completely vibrating and resonating revolving-field magnetoalternator rather than just a proverbial engine (as obscurely yet commonly referred to). Thus North–South separation of 1994–2008 Ulysses 7–2.5·109-erg base energies reveals Gauss–Vaníček spectral signatures of a ≥99%-significant Sun-borne global sharp Alfvén resonance (AR), Pi=PS/i, i=2…n, i∈ℤ ∧ n∈א, imprinted into the winds to the order n=100+ and co-triggered by the PS=~11-yr Schwabe (global) mode northside, the mode’s ~10-yr degeneration equatorially, and a ~9-yr degeneration southside. The overwhelming (anisotropy moderating) and deterministic (with Φ≫12 fidelity) AR is found accompanied by an also sharp symmetrical antiresonance, P-, whose both N/S tailing harmonics P-17 are the well-known PR=~154-day Rieger period from which the wind’s folded Rieger resonance (RR) sprouts, dominating the 30–180-days critical band of planetary dynamics and space weather. PR gets its value from being the tri-band resonance response of the Sun to its three global vibration degenerations, i.e., PR=PS/3/3/3. The Sun is a typical ~3-dB-attenuated ring system of differentially rotating and contrarily (out-of-phase) vibrating conveyor belts and layers with a continuous spectrum, patterns complete in both parities, and resolution better than 81.3 nHz (S) and 55.6 nHz (N) in lowermost frequencies (≲2 μHz in most modes). Unlike a resonating motor engine restrained from separating its casing, the freely resonating Sun exhausts the wind in an axial shake-off at highly coherent, discrete wave modes generated in the Sun, so to understand solar-type stars, only global decadal scales matter. The wind is transported effortlessly to distances beyond L1 in the form of a guided resonating flux of alternating fast-slow jets blanketing and flapping quasiperiodically (locally transiently) about the ecliptic rather than forming turbulently random flux tubes or ropes as held previously. Base energies of the solar-wind mechanism can multiply ~102-fold or more via frequency demultiplication and thus supply the known minimum input energy of ~102–104 W∙m−2 required for balancing the chromosphere and corona losses to radiation and supersonic wind. The result verified both against remote data and the experiment, so it instantly replaces dynamo with magnetoalternator and advances standard stellar models for the known universe, improving fundamental understanding of billions of trillions of solar-type stars. Deciphering the RR as solar in origin completes the knowledge of stellar wind dynamics. Gauss–Vaníček spectral analysis revolutionizes planetary and space sciences by rigorously simulating multiple spacecraft or entire fleet formations from a single spacecraft and physics by enabling direct computations of nonlinear global dynamics (renders spherical approximation obsolete)., HIGHLIGHTS: • Least-squares spectra of Ulysses total polar magnetometer data resemble well-known concepts from engineering • The first complete recovery of the Sun's global vibration (resonance & antiresonance) • Globally resonating Sun conclusively exposed operating as a magnetoalternator instead of dynamo • Sun conclusively revealed exhausting solar wind in an axial shake-off and into heliosphere coherently beyond L1 • Well-known & solar system-dominant Rieger period decisively (twice; hemispherically) deciphered as solar in origin • Now completely known global vibration improves Standard Stellar Models of billions of trillions of solar-type stars • Accurately computed vibration of solar wind enables macroscopic space weather forecasting and event prediction • First application of rigorous Gauss-Vaniček Spectral Analysis (GVSA) by least squares in global heliophysics • GVSA revolutionizes space physics by rigorously simulating multiple spacecraft/fleets from a single spacecraft • GVSA revolutionizes physics by enabling direct computations of nonlinear global dynamics (rendering spherical approximation obsolete)., {"references":["Abreu, J.A., Beer, J., Ferriz-Mas, A., McCracken, K.G., Steinhilber, F. 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Federated learning (FL) is a decentralized model for training data distributed across client devices. Coded computing (CC) is a method for mitigating straggling workers in a centralized computing network, by using erasure-coding techniques. In this work we propose approximating the inverse of a data matrix, where the data is generated by clients; similar to the FL paradigm, while also being resilient to stragglers. To do so, we propose a CC method based on gradient coding. We modify this method so that the coordinator does not need to have access to the local data, the network we consider is not centralized, and the communications which take place are secure against potential eavesdroppers., arXiv admin note: substantial text overlap with arXiv:2207.06271

This paper deals with the derivation of Non-Intrusive Reduced Basis (NIRB) techniques for sensitivity analysis, more specifically the direct and adjoint state methods. For highly complex parametric problems, these two approaches may become too costly. To reduce computational times, Proper Orthogonal Decomposition (POD) and Reduced Basis Methods (RBMs) have already been investigated. The majority of these algorithms are however intrusive in the sense that the High-Fidelity (HF) code must be modified. To address this issue, non-intrusive strategies are employed. The NIRB two-grid method uses the HF code solely as a ``black-box'', requiring no code modification. Like other RBMs, it is based on an offline-online decomposition. The offline stage is time-consuming, but it is only executed once, whereas the online stage is significantly less expensive than an HF evaluation. In this paper, we propose new NIRB two-grid algorithms for both the direct and adjoint state methods. On the direct method, we prove on a classical model problem, the heat equation, that HF evaluations of sensitivities reach an optimal convergence rate in $L^{\infty}(0,T;H^1(\Omega))$, and then establish that these rates are recovered by the proposed NIRB approximation. These results are supported by numerical simulations. We then numerically demonstrate that a Gaussian process regression can be used to approximate the projection coefficients of the NIRB two-grid method. This further reduces the computational costs of the online step while only computing a coarse solution of the initial problem. All numerical results are run with the model problem as well as a more complex problem, namely the Brusselator system., Comment: 37 pages, 3 figures. arXiv admin note: text overlap with arXiv:2211.08897

We consider a class of density-driven flow problems. We are particularly interested in the problem of the salinization of coastal aquifers. We consider the Henry saltwater intrusion problem with uncertain porosity, permeability, and recharge parameters as a test case. The reason for the presence of uncertainties is the lack of knowledge, inaccurate measurements, and inability to measure parameters at each spatial or time location. This problem is nonlinear and time-dependent. The solution is the salt mass fraction, which is uncertain and changes in time. Uncertainties in porosity, permeability, recharge, and mass fraction are modeled using random fields. This work investigates the applicability of the well-known multilevel Monte Carlo (MLMC) method for such problems. The MLMC method can reduce the total computational and storage costs. Moreover, the MLMC method runs multiple scenarios on different spatial and time meshes and then estimates the mean value of the mass fraction. The parallelization is performed in both the physical space and stochastic space. To solve every deterministic scenario, we run the parallel multigrid solver ug4 in a black-box fashion. We use the solution obtained from the quasi-Monte Carlo method as a reference solution., Comment: 24 pages, 3 tables, 11 figures

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a fixed generating vector and the only random element is the choice of the number of function evaluations. For a given computational budget $n$ of a maximum allowed number of function evaluations, we uniformly pick a prime $p$ in the range $n/2 < p \le n$. We show error bounds for the randomised error, which is defined as the worst case expected error, of the form $O(n^{-\alpha - 1/2 + \delta})$, with $\delta > 0$, for a Korobov space with smoothness $\alpha > 1/2$ and general weights. The implied constant in the bound is dimension-independent given the usual conditions on the weights. We present an algorithm that can construct suitable generating vectors \emph{offline} ahead of time at cost $O(d n^4 / \ln n)$ when the weight parameters defining the Korobov spaces are so-called product weights. For this case, numerical experiments confirm our theory that the new randomised algorithm achieves the near optimal rate of the randomised error., Comment: 29 pages, 2 figures

We consider the problem of state estimation from $m$ linear measurements, where the state $u$ to recover is an element of the manifold $\mathcal{M}$ of solutions of a parameter-dependent equation. The state is estimated using a prior knowledge on $\mathcal{M}$ coming from model order reduction. Variational approaches based on linear approximation of $\mathcal{M}$, such as PBDW, yields a recovery error limited by the Kolmogorov $m$-width of $\mathcal{M}$. To overcome this issue, piecewise-affine approximations of $\mathcal{M}$ have also be considered, that consist in using a library of linear spaces among which one is selected by minimizing some distance to $\mathcal{M}$. In this paper, we propose a state estimation method relying on dictionary-based model reduction, where a space is selected from a library generated by a dictionary of snapshots, using a distance to the manifold. The selection is performed among a set of candidate spaces obtained from the path of a $\ell_1$-regularized least-squares problem. Then, in the framework of parameter-dependent operator equations (or PDEs) with affine parameterizations, we provide an efficient offline-online decomposition based on randomized linear algebra, that ensures efficient and stable computations while preserving theoretical guarantees., Comment: 19 pages, 5 figures

We discuss the problem on approximation by tight step wavelet frames on the field $\mathbb{Q}_p$ of $p$-adic numbers. Let $G_n=\{x=\sum_{k=n}^\infty x_k p^k\}$, $X$ be a set of characters. We define a step function $\lambda({\chi})$ that is constant on cosets ${G}_n^\bot\setminus{G}_{n-1}^\bot$ by equalities $\lambda ({G}_n^\bot\setminus{G}_{n-1}^\bot)=\lambda_n>0$ for which $\sum\frac{1}{\lambda_n}, Comment: 15 pages, 2 figures. arXiv admin note: text overlap with arXiv:2203.06352

As we reach the limit of Moore's Law, researchers are exploring different paradigms to achieve unprecedented performance. Approximate Computing (AC), which relies on the ability of applications to tolerate some error in the results to trade-off accuracy for performance, has shown significant promise. Despite the success of AC in domains such as Machine Learning, its acceptance in High-Performance Computing (HPC) is limited due to stringent requirements for accuracy. We need tools and techniques to identify regions of code that are amenable to approximations and their impact on the application output quality to guide developers to employ selective approximation. To this end, we propose CHEF-FP, a flexible, scalable, and easy-to-use source-code transformation tool based on Automatic Differentiation (AD) for analyzing approximation errors in HPC applications. CHEF-FP uses Clad, an efficient AD tool built as a plugin to the Clang compiler and based on the LLVM compiler infrastructure, as a backend and utilizes its AD abilities to evaluate approximation errors in C++ code. CHEF-FP works at the source by injecting error estimation code into the generated adjoints. This enables the error-estimation code to undergo compiler optimizations resulting in improved analysis time and reduced memory usage. We also provide theoretical and architectural augmentations to source code transformation-based AD tools to perform FP error analysis. This paper primarily focuses on analyzing errors introduced by mixed-precision AC techniques. We also show the applicability of our tool in estimating other kinds of errors by evaluating our tool on codes that use approximate functions. Moreover, we demonstrate the speedups CHEF-FP achieved during analysis time compared to the existing state-of-the-art tool due to its ability to generate and insert approximation error estimate code directly into the derivative source., Comment: 11 pages, to appear in the 2023 IEEE International Parallel and Distributed Processing Symposium (IPDPS'23)

We develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular value decomposition at a greatly reduced cost while preserving mode continuity using newly derived retractions. We show that arbitrarily high-order optimal perturbative retractions can be obtained, and we prove that these new retractions are stable. In addition, we demonstrate that repeatedly applying retractions yields a gradient-descent algorithm on the low-rank manifold that converges geometrically when approximating a low-rank matrix. When approximating a higher-rank matrix, iterations converge linearly to the best low-rank approximation. We then develop a rank-adaptive retraction that is robust to overapproximation. Building off of these retractions, we derive two novel, rank-adaptive integration schemes that dynamically update the subspace upon which the system dynamics is projected within each time-step: the stable, optimal Dynamically Orthogonal Runge-Kutta (so-DORK) and gradient-descent Dynamically Orthogonal Runge-Kutta (gd-DORK) schemes. These integration schemes are numerically evaluated and compared on an ill-conditioned matrix differential equation, an advection-diffusion partial differential equation, and a nonlinear, stochastic reaction-diffusion partial differential equation. Results show a reduced error accumulation rate with the new stable, optimal and gradient-descent integrators. In addition, we find that rank adaptation allows for highly accurate solutions while preserving computational efficiency., 26 pages, 8 figures

A cumbersome operation in many scientific fields, is inverting large full-rank matrices. In this paper, we propose a coded computing approach for recovering matrix inverse approximations. We first present an approximate matrix inversion algorithm which does not require a matrix factorization, but uses a black-box least squares optimization solver as a subroutine, to give an estimate of the inverse of a real full-rank matrix. We then present a distributed framework for which our algorithm can be implemented, and show how we can leverage sparsest-balanced MDS generator matrices to devise matrix inversion coded computing schemes. We focus on balanced Reed-Solomon codes, which are optimal in terms of computational load; and communication from the workers to the master server. We also discuss how our algorithms can be used to compute the pseudoinverse of a full-rank matrix, and how the communication is secured from eavesdroppers.

This paper explores how to identify a reduced order model (ROM) from a physical system. A ROM captures an invariant subset of the observed dynamics. We find that there are four ways a physical system can be related to a mathematical model: invariant foliations, invariant manifolds, autoencoders and equation-free models. Identification of invariant manifolds and equation-free models require closed-loop manipulation of the system. Invariant foliations and autoencoders can also use off-line data. Only invariant foliations and invariant manifolds can identify ROMs, the rest identify complete models. Therefore, the common case of identifying a ROM from existing data can only be achieved using invariant foliations. Finding an invariant foliation requires approximating high-dimensional functions. For function approximation, we use polynomials with compressed tensor coefficients, whose complexity increases linearly with increasing dimensions. An invariant manifold can also be found as the fixed leaf of a foliation. This only requires us to resolve the foliation in a small neighbourhood of the invariant manifold, which greatly simplifies the process. Combining an invariant foliation with the corresponding invariant manifold provides an accurate ROM. We analyse the ROM in case of a focus type equilibrium, typical in mechanical systems. The nonlinear coordinate system defined by the invariant foliation or the invariant manifold distorts instantaneous frequencies and damping ratios, which we correct. Through examples we illustrate the calculation of invariant foliations and manifolds, and at the same time show that Koopman eigenfunctions and autoencoders fail to capture accurate ROMs under the same conditions., 48 pages, 16 figures. Update: some bugs were fixed in the numerical calculations

A variety of optimization problems takes the form of a minimum norm optimization. In this paper, we study the change of optimal values between two incrementally constructed least norm optimization problems, with new measurements included in the second one. We prove an exact equation to calculate the change of optimal values in the linear least norm optimization problem. With the result in this paper, the change of the optimal values can be pre-calculated as a metric to guide online decision makings, without solving the second optimization problem as long the solution and covariance of the first optimization problem are available. The result can be extended to linear least distance optimization problems, and nonlinear least distance optimization with (nonlinear) equality constraints through linearizations. This derivation in this paper provides a theoretically sound explanation to the empirical observations shown in RA-L 2018 bai et al. As an additional contribution, we propose another optimization problem, i.e. aligning two trajectories at given poses, to further demonstrate how to use the metric. The accuracy of the metric is validated with numerical examples, which is quite satisfactory in general (see the experiments in RA-L 2018 bai et al.} as well), unless in some extremely adverse scenarios. Last but not least, calculating the optimal value by the proposed metric is at least one magnitude faster than solving the corresponding optimization problems directly., 6 pages on IEEE International Conference on Robotics and Automation (ICRA), 2020

This paper presents the methods that have participated in the SHREC 2022 track on the fitting and recognition of simple geometric primitives on point clouds. As simple primitives we mean the classical surface primitives derived from constructive solid geometry, i.e., planes, spheres, cylinders, cones and tori. The aim of the track is to evaluate the quality of automatic algorithms for fitting and recognising geometric primitives on point clouds. Specifically, the goal is to identify, for each point cloud, its primitive type and some geometric descriptors. For this purpose, we created a synthetic dataset, divided into a training set and a test set, containing segments perturbed with different kinds of point cloud artifacts. Among the six participants to this track, two are based on direct methods, while four are either fully based on deep learning or combine direct and neural approaches. The performance of the methods is evaluated using various classification and approximation measures.

This paper presents a spectral scheme for the numerical solution of nonlinear conservation laws in non-periodic domains under arbitrary boundary conditions. The approach relies on the use of the Fourier Continuation (FC) method for spectral representation of non-periodic functions in conjunction with smooth localized artificial viscosity assignments produced by means of a Shock-Detecting Neural Network (SDNN). Like previous shock capturing schemes and artificial viscosity techniques, the combined FC-SDNN strategy effectively controls spurious oscillations in the proximity of discontinuities. Thanks to its use of a localized but smooth artificial viscosity term, whose support is restricted to a vicinity of flow-discontinuity points, the algorithm enjoys spectral accuracy and low dissipation away from flow discontinuities, and, in such regions, it produces smooth numerical solutions -- as evidenced by an essential absence of spurious oscillations in level set lines. The FC-SDNN viscosity assignment, which does not require use of problem-dependent algorithmic parameters, induces a significantly lower overall dissipation than other methods, including the Fourier-spectral versions of the previous entropy viscosity method. The character of the proposed algorithm is illustrated with a variety of numerical results for the linear advection, Burgers and Euler equations in one and two-dimensional non-periodic spatial domains., 40 pages, 17 figures, 1 table, 1 algorithm

The exponential function maps the imaginary axis to the unit circle and, for many applications, this unitarity property is also desirable from its approximations. We show that this property is conserved not only by the (k,k)-rational barycentric interpolant of the exponential on the imaginary axis, but also by (k,k)-rational barycentric approximants that minimize a linearized approximation error. These results are a consequence of certain properties of singular vectors of Loewner-type matrices associated to linearized approximation errors. Prominent representatives of this class are rational approximants computed by the adaptive Antoulas--Anderson (AAA) method and the AAA--Lawson method. Our results also lead to a modified procedure with improved numerical stability of the unitarity property and reduced computational cost., 23 pages, 2 figures

Global seismicity on all three solar system’s bodies with in situ measurements — Earth, Moon, and Mars — is due mainly to mechanical Rieger resonance (RR) of solar wind’s macroscopic flapping, driven by the well-known PRg=~154-day Rieger period and detected commonly in most heliophysical data types and the interplanetary magnetic field (IMF). Thus, InSight mission marsquakes rates are periodic with PRg as characterized by a very high (>>12) fidelity Φ=2.8·106 and by being the only 99%-significant spectral peak in the 385.8–64.3-nHz (1–180-day) band of highest planetary energies; the longest-span (v.9) release of raw data revealed the entire RR, excluding a tectonically active Mars. For check, I analyze rates of Oct 2015–Feb 2019, Mw5.6+ earthquakes, and all (1969–1977) Apollo mission moonquakes. To decouple magnetosphere and IMF effects, I study Earth and Moon seismicity during traversals of the Earth magnetotail vs. IMF. The analysis showed with 99–67% confidence and Φ>>12 fidelity that (an unspecified majority of) moonquakes and Mw5.6+ earthquakes also recur at Rieger periods. About half of the spectral peaks split but also into clusters that average to the usual Rieger periodicities, where magnetotail reconnecting clears the signal. Earlier claims that solar plasma dynamics could be seismogenic due to electrical surging or magnetohydrodynamic interactions between magnetically trapped plasma and water molecules embedded within solid matter are confirmed. This result calls for reinterpreting the seismicity phenomenon and for reliance on global magnitude scales. The predictability of solar-wind macroscopic dynamics is now within reach for the first time, which will benefit seismic and weather prediction and the safety of space missions., HIGHLIGHTS: • Seismicity on Mars, Moon, & Earth is caused mostly externally due to macroscopic dynamics of the solar wind • Seismicity phenomenon is also astrophysical in origin instead of being exclusively geophysical as believed by some • Marsquakes are almost exclusively forced by solar wind, confirming a general view that Mars is tectonically inactive • Moonquakes are mostly forced at solar-wind resonance times and not just during tides, which was a simplistic view • Connection between geomagnetism and strong seismicity, known for over a century, is explained for the first time • The first application of the Gauss-Vaníček method for rigorous spectral analysis in planetary seismology. 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B-spline models are a powerful way to represent scientific data sets with a functional approximation. However, these models can suffer from spurious oscillations when the data to be approximated are not uniformly distributed. Model regularization (i.e., smoothing) has traditionally been used to minimize these oscillations; unfortunately, it is sometimes impossible to sufficiently remove unwanted artifacts without smoothing away key features of the data set. In this article, we present a method of model regularization that preserves significant features of a data set while minimizing artificial oscillations. Our method varies the strength of a smoothing parameter throughout the domain automatically, removing artifacts in poorly-constrained regions while leaving other regions unchanged. The behavior of our method is validated on a collection of two- and three-dimensional data sets produced by scientific simulations., To appear in Proceedings of the International Conference on Computational Science, 2022. 15 pages, 5 figures

In this paper we investigate a local surface approximation, the Weighted Quasi Interpolant Spline Approximation (wQISA), specifically designed for large and noisy point clouds. We briefly describe the properties of the wQISA representation and introduce a novel data-driven implementation, which combines prediction capability and complexity efficiency. We provide an extended comparative analysis with other continuous approximations on real data, including different types of surfaces and levels of noise, such as 3D models, terrain data and digital environmental data.

We consider the following inverse problem for an ordinary differential equation (ODE): given a set of data points \begin{document}$ P = \{(t_i,x_i),\; i = 1,\dots,N\} $\end{document} , find an ODE \begin{document}$ x^\prime(t) = v (x) $\end{document} that admits a solution \begin{document}$ x(t) $\end{document} such that \begin{document}$ x_i \approx x(t_i) $\end{document} as closely as possible. The key to the proposed method is to find approximations of the recursive or discrete propagation function \begin{document}$ D(x) $\end{document} from the given data set. Afterwards, we determine the field \begin{document}$ v(x) $\end{document} , using the conjugate map defined by Schroder's equation and the solution of a related Julia's equation. Moreover, our approach also works for the inverse problems where one has to determine an ODE from multiple sets of data points. We also study existence, uniqueness, stability and other properties of the recovered field \begin{document}$ v(x) $\end{document} . Finally, we present several numerical methods for the approximation of the field \begin{document}$ v(x) $\end{document} and provide some illustrative examples of the application of these methods.

In this paper we develop an adaptive transform-domain technique based on rational function systems. It is of general importance in several areas of signal theory, including filter design, transfer function approximation, system identification, control theory etc. The construction of the proposed method is discussed in the framework of a general mathematical model called variable projection. First we generalize this method by adding dimension type free parameters. Then we deal with the optimization problem of the free parameters. To this order, based on the well-known particle swarm optimization (PSO) algorithm, we develop the multi-dimensional hyperbolic PSO algorithm. It is designed especially for the rational transforms in question. As a result, the system along with its dimension is dynamically optimized during the process. The main motivation was to increase the adaptivity while keeping the computational complexity manageable. We note that the proposed method is of general nature. As a case study the problem of electrocardiogram (ECG) signal compression is discussed. By means of comparison tests performed on the PhysioNet MIT-BIH Arrhythmia database we demonstrate that our method outperforms other transformation techniques., Comment: Codes are available online at https://codeocean.com/capsule/0308835/tree/v1 Simulation data is available online at http://numanal.inf.elte.hu/~kovi/docs/pubs/Generalized_Rational_VarPro.rar

It is common practice to use Laplace approximations to compute marginal likelihoods in Bayesian versions of generalised linear models (GLM). Marginal likelihoods combined with model priors are then used in different search algorithms to compute the posterior marginal probabilities of models and individual covariates. This allows performing Bayesian model selection and model averaging. For large sample sizes, even the Laplace approximation becomes computationally challenging because the optimisation routine involved needs to evaluate the likelihood on the full set of data in multiple iterations. As a consequence, the algorithm is not scalable for large datasets. To address this problem, we suggest using a version of a popular batch stochastic gradient descent (BSGD) algorithm for estimating the marginal likelihood of a GLM by subsampling from the data. We further combine the algorithm with Markov chain Monte Carlo (MCMC) based methods for Bayesian model selection and provide some theoretical results on the convergence of the estimates. Finally, we report results from experiments illustrating the performance of the proposed algorithm., 33 pages, 17 figures, tables

The block-iterative projections (BIP) method of Aharoni and Censor [Block-iterative projection methods for parallel computation of solutions to convex feasibility problems, Linear Algebra and its Applications 120, (1989), 165--175] is an iterative process for finding asymptotically a point in the nonempty intersection of a family of closed convex subsets. It employs orthogonal projections onto the individual subsets in an algorithmic regime that uses "blocks" of operators and has great flexibility in constructing specific algorithms from it. We extend this algorithmic scheme to handle a family of continuous cutter operators and to find a common fixed point of them. Since the family of continuous cutters includes several important specific operators, our generalized scheme, which ensures global convergence and retains the flexibility of BIP, can handle, in particular, metric (orthogonal) projectors and continuous subgradient projections, which are very important in applications. We also allow a certain kind of adaptive perturbations to be included, and along the way we derive a perturbed Fej\'er monotonicity lemma which is of independent interest., Comment: Minor typographical corrections; added DOI; to appear in the Journal of Global Optimization

An autonomous robot with a limited vision range finds a path to the goal in an unknown environment in 2D avoiding polygonal obstacles. In the process of discovering the environmental map, the robot has to return to some positions marked previously, the regions where the robot traverses to return are defined as sequences of bundles of line segments. This paper presents a novel algorithm for finding approximately shortest paths along the sequences of bundles of line segments based on the method of multiple shooting. Three factors of the approach including bundle partition, collinear condition, and update of shooting points are presented. We then show that if the collinear condition holds, the exactly shortest paths of the problems are determined, otherwise, the sequence of paths obtained by the update of the method converges to the shortest path. The algorithm is implemented in Python and some numerical examples show that the running time of path-planning for autonomous robots using our method is faster than that using the rubber band technique of Li and Klette in Euclidean Shortest Paths, Springer, 53-89 (2011)., Comment: 26 pages, 39 figures

The automatic creation of geometric models from point clouds has numerous applications in CAD (e.g., reverse engineering, manufacturing, assembling) and, more in general, in shape modelling and processing. Given a segmented point cloud representing a man-made object, we propose a method for recognizing simple geometric primitives and their interrelationships. Our approach is based on the Hough transform (HT) for its ability to deal with noise, missing parts and outliers. In our method we introduce a novel technique for processing segmented point clouds that, through a voting procedure, is able to provide an initial estimate of the geometric parameters characterizing each primitive type. By using these estimates, we localize the search of the optimal solution in a dimensionally-reduced parameter space thus making it efficient to extend the HT to more primitives than those that are generally found in the literature, i.e. planes and spheres. Then, we extract a number of geometric descriptors that uniquely characterize a segment, and, on the basis of these descriptors, we show how to aggregate parts of primitives (segments). Experiments on both synthetic and industrial scans reveal the robustness of the primitive fitting method and its effectiveness for inferring relations among segments.

In this contribution, we introduce a multilevel approximation method with T-splines for fitting scattered point clouds iteratively, with an application to land remote sensing. This new procedure provides a local surface approximation by an explicit computation of the control points and is called a multilevel T-splines approximation (MTA). It is computationally efficient compared with the traditional global least-squares (LS) approach, which may fail when there is an unfavourable point density from a given refinement level. We validate our approach within a simulated framework and apply it to two real datasets: (i) a surface with holes scanned with a terrestrial laser scanner, and (ii) a patch on a sand-dune in the Netherlands. Both examples highlight the potential of the MTA for rapidly fitting large and noisy point clouds with variable point density and with similar results compared to the global LS approximation., 28 pages, 10 figures

The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original nonlinear system over larger regions around the equilibrium for longer time horizons with respect to the conventional first-order linearization approach. Finite-section approximations of the lifted system has been widely used to study dynamical and control properties of the original nonlinear system. In this context, some of the outstanding problems are to determine under what conditions, as the finite-section order (i.e., truncation length) increases, the trajectory of the resulting approximate linear system from the finite-section scheme converges to that of the original nonlinear system and whether the time interval over which the convergence happens can be quantified explicitly. In this paper, we provide explicit error bounds for the finite-section approximation and prove that the convergence is indeed exponential with respect to the finite-section order. For a class of nonlinear systems, it is shown that one can achieve exponential convergence over the entire time horizon up to infinity. Our results are practically plausible as our proposed error bound estimates can be used to compute proper truncation lengths for a given application, e.g., determining proper sampling period for model predictive control and reachability analysis for safety verifications. We validate our theoretical findings through several illustrative simulations., Comment: 25 Pages, 10 figures

In this work, we propose a method for speeding up linear regression distributively, while ensuring security. We leverage randomized sketching techniques, and improve straggler resilience in asynchronous systems. Specifically, we apply a random orthonormal matrix and then subsample in \textit{blocks}, to simultaneously secure the information and reduce the dimension of the regression problem. In our setup, the transformation corresponds to an encoded encryption in an \textit{approximate} gradient coding scheme, and the subsampling corresponds to the responses of the non-straggling workers; in a centralized coded computing network. We focus on the special case of the \textit{Subsampled Randomized Hadamard Transform}, which we generalize to block sampling; and discuss how it can be used to secure the data. We illustrate the performance through numerical experiments., Comment: 3 figures, 5 pages excluding appendices

We consider the Cauchy problem for a second-order nonlinear evolution equation in a Hilbert space. This equation represents the abstract generalization of the Ball integro-differential equation. The general nonlinear case with respect to terms of the equation which include a square of a norm of a gradient is considered. A three-layer semi-discrete scheme is proposed in order to find an approximate solution. In this scheme, the approximation of nonlinear terms that are dependent on the gradient is carried out by using an integral mean. We show that the solution of the nonlinear discrete problem and its corresponding difference analogue of a first-order derivative is uniformly bounded. For the solution of the corresponding linear discrete problem, it is obtained high-order a priori estimates by using two-variable Chebyshev polynomials. Based on these estimates we prove the stability of the nonlinear discrete problem. For smooth solutions, we provide error estimates for the approximate solution. An iteration method is applied in order to find an approximate solution for each temporal step. The convergence of the iteration process is proved., 24 pages

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and compare their performance with efficient deterministic finite-difference method applied to the same model. We validate the stochastic methods on the test problems and apply them to verify the existence of oscillating regimes in the aggregation-fragmentation kinetics recently detected in deterministic simulations. We confirm the emergence of steady oscillations of densities in such systems and prove the stability of the oscillations with respect to fluctuations and noise., Comment: 19 pages, 2 figures, 4 tables

There are three main types of numerical computations for the Bessel function of the second kind: series expansion, continued fraction, and asymptotic expansion. In addition, they are combined in the appropriate domain for each. However, there are some regions where the combination of these types requires sufficient computation time to achieve sufficient accuracy, however, efficiency is significantly reduced when parallelized. In the proposed method, we adopt a simple numerical integration concept of integral representation. We coarsely refine the integration range beforehand, and stabilize the computation time by performing the integration calculation at a fixed number of intervals. Experiments demonstrate that the proposed method can achieve the same level of accuracy as existing methods in less than half the computation time., 18 pages, 7 figures

Intelligent tires can be used for a wide array of applications ranging from tire pressure monitoring to analyzing tire/road interactions, wheel loading, and tread wear monitoring. In this article, we develop a measurement system for intelligent tires equipped with a 3-D piezoresistive force sensor. The output of the sensor is segmented into tire revolution cycles, which are then represented by a transformation relying on adaptive Hermite functions. The underlying idea behind this step is to extract relevant features which capture tire dynamics. Then we evaluate the proposed measurement system in a potential vehicle application, that is, abnormal road surface detection. We deal with the corresponding binary classification problem by developing both low-complexity analytical and data-driven machine learning algorithms, which are tested on real-world measurement data. Our experiments showed that the proposed methods are able to detect abnormalities on the road surface with a mean accuracy of over 97%.

The scaled boundary finite element method (SBFEM) is a relatively recent boundary element method that allows the approximation of solutions to PDEs without the need of a fundamental solution. A theoretical framework for the convergence analysis of SBFEM is proposed here. This is achieved by defining a space of semi-discrete functions and constructing an interpolation operator onto this space. We prove error estimates for this interpolation operator and show that optimal convergence to the solution can be obtained in SBFEM. These theoretical results are backed by a numerical example., Comment: 15 pages, 3 figures

We explore analytically and numerically agglomeration driven by advection and localized source. The system is inhomogeneous in one dimension, viz. along the direction of advection. We analyze a simplified model with mass-independent advection velocity, diffusion coefficient, and reaction rates. We also examine a model with mass-dependent coefficients describing aggregation with sedimentation. For the simplified model, we obtain an exact solution for the stationary spatially dependent agglomerate densities. In the model describing aggregation with sedimentation, we report a new conservation law and develop a scaling theory for the densities. For numerical efficiency we exploit the low-rank approximation technique; this dramatically increases the computational speed and allows simulations of large systems. The numerical results are in excellent agreement with the predictions of our theory., Comment: 10 pages, 6 figures

This work presents a numerical study of functional type a posteriori error estimates for IgA approximation schemes in the context of elliptic boundary-value problems. Along with the detailed discussion of the most crucial properties of such estimates, we present the algorithm of a reliable solution approximation together with the scheme of efficient a posteriori error bound generation-based on solving an auxiliary problem with respect to an introduced vector-valued variable. In this approach, we take advantage of B-(THB-)spline's high smoothness for the auxiliary vector function reconstruction, which, at the same time, allows to use much coarser meshes and decrease the number of unknowns substantially. The most representative numerical results, obtained during a systematic testing of error estimates, are presented in the second part of the paper. The efficiency of the obtained error bounds is analysed from both the error estimation (indication) and the computational expenses points of view. Several examples illustrate that functional error estimates (alternatively referred to as the majorants and minorants of deviation from an exact solution) perform a much sharper error control than, for instance, residual-based error estimates. Simultaneously, assembling and solving the routines for an auxiliary variable reconstruction which generate the majorant of an error can be executed several times faster than the routines for a primal unknown., 36 pages, 20 figures, 31 tables

Given a function $u\in L^2=L^2(D,\mu)$, where $D\subset \mathbb R^d$ and $\mu$ is a measure on $D$, and a linear subspace $V_n\subset L^2$ of dimension $n$, we show that near-best approximation of $u$ in $V_n$ can be computed from a near-optimal budget of $Cn$ pointwise evaluations of $u$, with $C>1$ a universal constant. The sampling points are drawn according to some random distribution, the approximation is computed by a weighted least-squares method, and the error is assessed in expected $L^2$ norm. This result improves on the results in [6,8] which require a sampling budget that is sub-optimal by a logarithmic factor, thanks to a sparsification strategy introduced in [17,18]. As a consequence, we obtain for any compact class $\mathcal K\subset L^2$ that the sampling number $\rho_{Cn}^{\rm rand}(\mathcal K)_{L^2}$ in the randomized setting is dominated by the Kolmogorov $n$-width $d_n(\mathcal K)_{L^2}$. While our result shows the existence of a randomized sampling with such near-optimal properties, we discuss remaining issues concerning its generation by a computationally efficient algorithm., Comment: 18 pages, to be published in Journal of Complexity

In this paper, we theoretically propose a new hashing scheme to establish the sparse Fourier transform in high-dimensional space. The estimation of the algorithm complexity shows that this sparse Fourier transform can overcome the curse of dimensionality. To the best of our knowledge, this is the first polynomial-time algorithm to recover the high-dimensional continuous frequencies.

Black-Scholes equation as one of the most celebrated mathematical models has an explicit analytical solution known as the Black-Scholes formula. Later variations of the equation, such as fractional or nonlinear Black-Scholes equations, do not have a closed form expression for the corresponding formula. In that case, one will need asymptotic expansions, such as the homotopy perturbation method, to give an approximate analytical solution. However, the solution is non-smooth at a special point. We modify the method by first performing variable transformations that push the point to infinity. As a test bed, we apply the method to the solvable Black-Scholes equation, where excellent agreement with the exact solution is obtained. We also extend our study to multi-asset basket and quanto options by reducing the cases to single-asset ones. Additionally we provide a novel analytical solution of the single-asset quanto option that is simple and different from the existing expression.

We consider the problem of minimizing a strongly convex function that depends on an uncertain parameter $\theta$. The uncertainty in the objective function means that the optimum, $x^*(\theta)$, is also a function of $\theta$. We propose an efficient method to compute $x^*(\theta)$ and its statistics. We use a chaos expansion of $x^*(\theta)$ along a truncated basis and study first-order methods that compute the optimal coefficients. We establish the convergence rate of the method as the number of basis functions, and hence the dimensionality of the optimization problem is increased. We give the first non-asymptotic rates for the gradient descent and the accelerated gradient descent methods. Our analysis exploits convexity and does not rely on a diminishing step-size strategy. As a result, it is much faster than the state-of-the-art both in theory and in our preliminary numerical experiments. A surprising side-effect of our analysis is that the proposed method also acts as a variance reduction technique to the problem of estimating $x^*(\theta)$., Comment: Minor presentation edits only. Submitted to SIAM UQ Journal

Scenario reduction techniques are widely applied for solving sophisticated dynamic and stochastic programs, especially in energy and power systems, but also used in probabilistic forecasting, clustering and estimating generative adversarial networks (GANs). We propose a new method for ensemble and scenario reduction based on the energy distance which is a special case of the maximum mean discrepancy (MMD). We discuss the choice of energy distance in detail, especially in comparison to the popular Wasserstein distance which is dominating the scenario reduction literature. The energy distance is a metric between probability measures that allows for powerful tests for equality of arbitrary multivariate distributions or independence. Thanks to the latter, it is a suitable candidate for ensemble and scenario reduction problems. The theoretical properties and considered examples indicate clearly that the reduced scenario sets tend to exhibit better statistical properties for the energy distance than a corresponding reduction with respect to the Wasserstein distance. We show applications to a Bernoulli random walk and two real data based examples for electricity demand profiles and day-ahead electricity prices., Comment: Accepted for publication in Philosophical Transactions A

A new computational framework for evaluation of the gamma function $\Gamma(z)$ over the complex plane is developed. The algorithm is based on interpolation by rational functions, and generalizes the classical methods of Lanczos \cite{Lanczos} and Spouge \cite{Spouge} (which we show are also interpolatory). This framework utilizes the exact poles of the gamma function. By relaxing this condition and allowing the poles to vary, a near-optimal rational approximation is possible, which is demonstrated using the adaptive Antoulous Anderson (AAA) algorithm, developed in \cite{AAA,AAA_2020}. The resulting approximations are competitive with Stirling's formula in terms of overall efficiency., Comment: 19 pages

We introduce libdlr, a library implementing the recently introduced discrete Lehmann representation (DLR) of imaginary time Green's functions. The DLR basis consists of a collection of exponentials chosen by the interpolative decomposition to ensure stable and efficient recovery of Green's functions from imaginary time or Matsbuara frequency samples. The library provides subroutines to build the DLR basis and grids, and to carry out various standard operations. The simplicity of the DLR makes it straightforward to incorporate into existing codes as a replacement for less efficient representations of imaginary time Green's functions, and libdlr is intended to facilitate this process. libdlr is written in Fortran, provides a C header interface, and contains a Python module pydlr. We also introduce a stand-alone Julia implementation, Lehmann.jl.

Reliability-based design optimization (RBDO) aims at determination of the optimal design in the presence of uncertainty. The available Single-Loop approaches for RBDO are based on the First-Order Reliability Method (FORM) for the computation of the probability of failure, along with different approximations in order to avoid the expensive inner loop aiming at finding the Most Probable Point (MPP). However, the use of FORM in RBDO may not lead to sufficient accuracy depending on the degree of nonlinearity of the limit-state function. This is demonstrated for an extensively studied reliability-based design for vehicle crashworthiness problem solved in this paper, where all RBDO methods based on FORM strongly violates the probabilistic constraints. The Response Surface Single Loop (RSSL) method for RBDO is proposed based on the higher order probability computation for quadratic models previously presented by the authors. The RSSL-method bypasses the concept of an MPP and has high accuracy and efficiency. The method can solve problems with both constant and varying standard deviation of design variables and is particularly well suited for typical industrial applications where general quadratic response surface models can be used. If the quadratic response surface models of the deterministic constraints are valid in the whole region of interest, the method becomes a true single loop method with accuracy higher than traditional SORM. In other cases, quadratic response surface models are fitted to the deterministic constraints around the deterministic solution and the RBDO problem is solved using the proposed single loop method., Comment: 17 pages, 10 figures

We present an objective function for similarity based hierarchical clustering of partially ordered data that preserves the partial order. That is, if $x \le y$, and if $[x]$ and $[y]$ are the respective clusters of $x$ and $y$, then there is an order relation $\le'$ on the clusters for which $[x] \le' |y]$. The theory distinguishes itself from existing theories for clustering of ordered data in that the order relation and the similarity are combined into a bi-objective optimisation problem to obtain a hierarchical clustering seeking to satisfy both. In particular, the order relation is weighted in the range $[0,1]$, and if the similarity and the order relation are not aligned, then order preservation may have to yield in favor of clustering. Finding an optimal solution is NP-hard, so we provide a polynomial time approximation algorithm, with a relative performance guarantee of $O\!\left(\log^{3/2} \!\!\, n \right)$, based on successive applications of directed sparsest cut. We provide a demonstration on a benchmark dataset, showing that our method outperforms existing methods for order preserving hierarchical clustering with significant margin. The theory is an extension of the Dasgupta cost function for divisive hierarchical clustering., Comment: 39 pages

Rational approximation schemes for reconstructing periodic signals from samples with poorly separated spectral content are described. These methods are automatic and adaptive, requiring no tuning or manual parameter selection. Collectively, they form a framework for fitting trigonometric rational models to data that is robust to various forms of corruption, including additive Gaussian noise, perturbed sampling grids, and missing data. Our approach combines a variant of Prony's method with a modified version of the AAA algorithm. Using representations in both frequency and time space, a collection of algorithms is described for adaptively computing with trigonometric rationals. This includes procedures for differentiation, filtering, convolution, and more. A new MATLAB software system based on these algorithms is introduced. Its effectiveness is illustrated with synthetic and practical examples drawn from applications including biomedical monitoring, acoustic denoising, and feature detection., Comment: 25 pages, 7 figures