Publications Server of the Weierstrass Institute for Applied Analysis and Stochastics
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A Stabilized Finite Element Method for the Stokes–Temperature Coupled Problem
In this work, we introduce and analyze a new stabilized finite element scheme for the Stokes–Temperature coupled problem. This new scheme allows equal order of interpolation to approximate the quantities of interest, i.e. velocity, pressure, temperature, and stress. We analyze an equivalent variational formulation of the coupled problem inspired by the ideas proposed in [3]. The existence of the discrete solution is proved, decoupling the proposed stabilized scheme and using the help of continuous dependence results and Brouwer's theorem under the standard assumption of sufficiently small data. Optimal convergence is proved under classic regularity assumptions of the solution. Finally, we present some numerical examples to show the quality of our scheme, in particular, we compare our results with those coming from a standard reference in geosciences described in [38]
Macroscopic loops in the Bose gas, Spin O(N) and related models
We consider a general system of interacting random loops which includes several models of interest, such as the Spin O(N) model, random lattice permutations, a version of the interacting Bose gas in discrete space and of the loop O(N) model. We consider the system in ℤd, d ≥ 3, and prove the occurrence of macroscopic loops whose length is proportional to the volume of the system. More precisely, we approximate ℤd by finite boxes and, given any two vertices whose distance is proportional to the diameter of the box, we prove that the probability of observing a loop visiting both is uniformly positive. Our results hold under general assumptions on the interaction potential, which may have bounded or unbounded support or introduce hard-core constraints
Propagating Kernel ambiguity sets in nonlinear data-driven dynamics models
This paper provides answers to an open problem: given a nonlinear data-driven dynamical system model, e.g., kernel conditional mean embedding (CME) and Koopman operator, how can one propagate the ambiguity sets forward for multiple steps? This problem is the key to solving distributionally robust control and learning-based control of such learned system models under a data-distribution shift. Different from previous works that use either static ambiguity sets, e.g., fixed Wasserstein balls, or dynamic ambiguity sets under known piece-wise linear (or affine) dynamics, we propose an algorithm that exactly propagates ambiguity sets through nonlinear data-driven models using the Koopman operator and CME, via the kernel maximum mean discrepancy geometry. Through both theoretical and numerical analysis, we show that our kernel ambiguity sets are the natural geometric structure for the learned data-driven dynamical system models
An adaptive algorithm for rough differential equations
We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log- ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to the global error. By incorporating a cost model, our algorithm efficiently deter- mines whether to refine the time grid or increase the order of the log-ODE method. In addition, we provide several examples that demonstrate the effectiveness of our adapctive algorithm in solving RDEs
POD-ROMs for incompressible flows including snapshots of the temporal derivative of the full order solution: Error bounds for the pressure
Reduced order methods (ROMs) for the incompressible Navier--Stokes equations, based on proper orthogonal decomposition (POD), are studied that include snapshots which approach the temporal derivative of the velocity from a full order mixed finite element method (FOM). In addition, the set of snapshots contains the mean velocity of the FOM. Both the FOM and the POD-ROM are equipped with a grad-div stabilization. A velocity error analysis for this method can be found already in the literature. The present paper studies two different procedures to compute approximations to the pressure and proves error bounds for the pressure that are independent of inverse powers of the viscosity. Numerical studies support the analytic results and compare both methods
WaveTrain: A Python package for numerical quantum mechanics of chain-like systems based on tensor trains
WaveTrain is an open-source software for numerical simulations of chain-like quantum systems with nearest-neighbor (NN) interactions only. The Python package is centered around tensor train (TT, or matrix product) format representations of Hamiltonian operators and (stationary or time-evolving) state vectors. It builds on the Python tensor train toolbox Scikit_tt, which provides efficient construction methods and storage schemes for the TT format. Its solvers for eigenvalue problems and linear differential equations are used in WaveTrain for the time-independent and time-dependent Schrödinger equations, respectively. Employing efficient decompositions to construct low-rank representations, the tensor-train ranks of state vectors are often found to depend only marginally on the chain length N. This results in the computational effort growing only slightly more than linearly with N, thus mitigating the curse of dimensionality. As a complement to the classes for full quantum mechanics, WaveTrain also contains classes for fully classical and mixed quantum-classical (Ehrenfest or mean field) dynamics of bipartite systems. The graphical capabilities allow visualization of quantum dynamics on the fly, with a choice of several different representations based on reduced density matrices. Even though developed for treating quasi one-dimensional excitonic energy transport in molecular solids or conjugated organic polymers, including coupling to phonons, WaveTrain can be used for any kind of chain-like quantum systems, with or without periodic boundary conditions, and with NN interactions only. The present work describes version 1.0 of our WaveTrain software, based on version 1.2 of scikit_tt, both of which are freely available from the GitHub platform where they will also be further developed. Moreover, WaveTrain is mirrored at SourceForge, within the framework of the WavePacket project for numerical quantum dynamics. Worked-out demonstration examples with complete input and output, including animated graphics, are available
ACID: A Comprehensive Toolbox for Image Processing and Modeling of Brain, Spinal Cord, and Ex Vivo Diffusion MRI Data
Diffusion MRI (dMRI) has become a crucial imaging technique in the field of neuroscience, with a growing number of clinical applications. Although most studies still focus on the brain, there is a growing interest in utilizing dMRI to investigate the healthy or injured spinal cord. The past decade has also seen the development of biophysical models that link MR-based diffusion measures to underlying microscopic tissue characteristics, which necessitates validation through ex vivo dMRI measurements. Building upon 13 years of research and development, we present an open-source, MATLAB-based academic software toolkit dubbed ACID: A Comprehensive Toolbox for Image Processing and Modeling of Brain, Spinal Cord, and Ex Vivo Diffusion MRI Data. ACID is an extension to the Statistical Parametric Mapping (SPM) software, designed to process and model dMRI data of the brain, spinal cord, and ex vivo specimens by incorporating state-of-the-art artifact correction tools, diffusion and kurtosis tensor imaging, and biophysical models that enable the estimation of microstructural properties in white matter. Additionally, the software includes an array of linear and non-linear fitting algorithms for accurate diffusion parameter estimation. By adhering to the Brain Imaging Data Structure (BIDS) data organization principles, ACID facilitates standardized analysis, ensures compatibility with other BIDS-compliant software, and aligns with the growing availability of large databases utilizing the BIDS format. Furthermore, being integrated into the popular SPM framework, ACID benefits from a wide range of segmentation, spatial processing, and statistical analysis tools as well as a large and growing number of SPM extensions. As such, this comprehensive toolbox covers the entire processing chain from raw DICOM data to group-level statistics, all within a single software package
Intermediate gradient methods with relative inexactness
This paper is devoted to first-order algorithms for smooth convex optimization with inexact gradients. Unlike the majority of the literature on this topic, we consider the setting of relative rather than absolute inexactness. More precisely, we assume that an additive error in the gradient is proportional to the gradient norm, rather than being globally bounded by some small quantity. We propose a novel analysis of the accelerated gradient method under relative inexactness and strong convexity and improve the bound on the maximum admissible error that preserves the linear convergence of the algorithm. In other words, we analyze how robust is the accelerated gradient method to the relative inexactness of the gradient information. Moreover, based on the Performance Estimation Problem (PEP) technique, we show that the obtained result is optimal for the family of accelerated algorithms we consider. Motivated by the existing intermediate methods with absolute error, i.e., the methods with convergence rates that interpolate between slower but more robust non-accelerated algorithms and faster, but less robust accelerated algorithms, we propose an adaptive variant of the intermediate gradient method with relative error in the gradient
Poisson approximation of fixed-degree nodes in weighted random connection models
We present a process-level Poisson-approximation result for the degree- vertices in a high-density weighted random connection model with preferential-attachment kernel in the unit volume. Our main focus lies on the impact of the left tails of the weight distribution for which we establish general criteria based on their small-weight quantiles. To illustrate that our conditions are broadly applicable, we verify them for weight distributions with polynomial and stretched exponential left tails. The proofs rest on truncation arguments and a recently established quantitative Poisson approximation result for functionals of Poisson point processes
Locality properties for discrete and continuum Widom--Rowlinson models in random environments
We consider the Widom--Rowlinson model in which hard disks of two possible colors are constrained to a hard-core repulsion between particles of different colors, in quenched random environments. These random environments model spatially dependent preferences for the attach- ment of disks. We investigate the possibility to represent the joint process of environment and infinite-volume Widom--Rowlinson measure in terms of continuous (quasilocal) Papangelou inten- sities. We show that this is not always possible: In the case of the symmetric Widom-Rowlinson model on a non-percolating environment, we can explicitly construct a discontinuity coming from the environment. This is a new phenomenon for systems of continuous particles, but it can be understood as a continuous-space echo of a simpler non-locality phenomenon known to appear for the diluted Ising model (Griffiths singularity random field [ EMSS00]) on the lattice, as we explain in the course of the proof