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At least 73 records · Page 4Linked to original sources

On the well-posedness and efficient approximation for the classical Melan equation in suspension bridges

The classical Melan equation modeling suspension bridges is considered. We first study the explicit expression and global properties of the analytical solution for the simplified ``less stiff'' model, based on which we derive an a priori estimate for the original classical Melan equation and establish, under an explicit load condition, that it has a unique solution with nonnegative integral under downward live loads, thereby showing the uniqueness of the corresponding deflection curve in the engineering setting. We also develop an efficient iterative approximation method by taking the solution of the simplified ``less stiff'' model as the first iterate, and prove its geometric convergence with explicit error estimates. The applicability and computational efficiency of the method are demonstrated through calculations for two actual bridges, which also quantify the influence of the nonlinear nonlocal term on the solution and clarify the relationship between the simplified and original models. Several engineering observations are verified and explained, and some related open problems are suggested.

math.NA↗

On the sample complexity of the active subspace method

Active subspaces identify low-dimensional linear structure in high-dimensional parameter-to-output maps by estimating the dominant eigenspace of a gradient covariance operator. In practice this covariance is replaced by a Monte Carlo estimator built from a limited number of gradient evaluations. Classical analyses based on controlling the covariance error in operator norm lead to sample-complexity estimates that can be substantially more pessimistic than the sampling rules commonly used in computations. This paper studies the empirical active subspace method directly in the projection-error metric relevant for ridge approximation. We derive non-asymptotic quasi-optimality bounds governed by a regularized inverse Christoffel function associated with the gradient field. Under a bounded-gradient assumption, the resulting estimates already improve the sample-complexity estimates obtained from operator-norm covariance bounds. We then show that additional smoothness of the gradient map, expressed through membership in a reproducing kernel Hilbert space, yields sharper coherence estimates and motivates tractable importance sampling from kernel diagonal measures. Furthermore, the same smoothness assumption yields a priori decay bounds for the population active subspace tail energy, which can be combined with our finite-sample estimate to prescribe rank, regularization scale, and sample size, allowing to fully characterize the a priori sample complexity. The abstract assumptions are verified for lognormal Gaussian and affine uniform parametric elliptic PDEs using weighted summability of Hermite and Legendre series expansions.

math.NA↗

Sharp Computational Bounds for Spectral Types of Schrödinger Operators

We prove sharp bounds for determining the spectral-type decomposition of Schrödinger operators in the spirit of Smale's program on the foundations of computation. For explicit one-dimensional self-adjoint Schrödinger operators $H=-{\mathrm d^2}/{\mathrm dx^2}+V$ on $L^2(\mathbb R)$, where $V\in C^\infty(\mathbb R;\mathbb R)$ is given by a finite description of all derivatives and derivative bounds, the pure point and absolutely continuous spectral sets cannot, in general, be recovered by any single limiting procedure. The singular continuous spectral set is strictly harder: it cannot, in general, be recovered by two nested limiting procedures. Analytic constructions of dichotomies realize the lower bounds: Gordon-type repetitions for pure point spectrum, high barriers for absolutely continuous spectrum, and an inverse spectral construction for singular continuous spectrum based on Riesz products, moment-killing perturbations, and a computational Gelfand--Levitan scheme. The finite-description framework also implies corresponding limitations on what can be certified in fixed formal systems (e.g., when used in computer-assisted proofs). Conversely, using wavelet-based certified computation, we prove matching upper bounds for broad classes of self-adjoint differential operators on $\mathbb R^d$ with coefficients of locally bounded variation and quantitative local variation control: two limits suffice for the pure point and absolutely continuous parts, and three for the singular continuous part. This provides a sharp hierarchy for spectral types.

math.NA↗

Quadratic Point Estimate Method for Uncertainty Quantification with Dependent Non-Gaussian Inputs

As an extension of the Point Estimate Method (PEM) to evaluate probabilistic moments of quantities of interest (QoI) in general $n$-dimensional spaces, the Quadratic Point Estimate Method (QPEM) has been recently developed. This new method is defined to fully represent up to fifth-order input moments in the Gaussian space, providing general analytical expressions for sample locations and weights, without requiring any numerical optimization. The QPEM can significantly improve the estimation accuracy of the output QoI moments, in relation to PEM-based methods whose numbers of sigma points grow linearly with the problem dimension, while at the same time having an affordable and competitive computational cost up to a considerable number of dimensions. The QPEM is further enhanced in this work by enabling copula integration into the framework, which enables effective modeling of the joint input probability density function by estimating marginals and the dependence structure of the involved random variables. The validity and efficient performance of the copula-based QPEM are showcased against numerous other sampling methods in various examples considering two practical scenarios: (i) when the joint dependence structure can be inferred from data, and (ii) when only marginal distributions and correlation matrices are known.

math.NA↗

CAST: Canonical Approximate Schur Tree for Approximate Cholesky on Graphs

Graph-data workloads such as diffusion estimation, ranking, semi-supervised learning, and network optimization often solve many Laplacian or symmetric diagonally dominant M-matrix (SDDM) systems with the same coefficient matrix. Approximate Cholesky preconditioners eliminate vertices one at a time and store the resulting sparse approximate factorization, the \emph{factor}, whose construction cost is amortized across these solves. But eliminating a vertex, the \emph{pivot}, creates a dense Schur-complement clique among its $d$ active neighbors. We introduce CAST (Canonical Approximate Schur Tree), which replaces this clique with a weighted random spanning tree sampled directly from it. Every realization is connected and contains exactly d-1 edges, while reweighting each selected edge by the reciprocal of its tree-inclusion probability makes the update unbiased. The distribution is independent of the ordering of the pivot neighbors, and we prove that its leverage-score marginals minimize the largest normalized reweighted-edge contribution among unbiased inverse-marginal one-tree estimators. We also introduce CAST-$ρ$, which replaces each pivot neighbor with $ρ$ copies, each carrying a $1/ρ$ share of that neighbor's incident weight, samples a weighted random spanning tree on the expanded clique, and contracts the copies back to the original neighborhood. The resulting update remains unbiased and connected, can be sampled exactly in $O(ρd)$ time, and satisfies a $1/ρ$ bound on the second moment of the normalized local Schur error. Increasing $ρ$ therefore reduces certified local sampling variability, but may increase construction cost and downstream fill. Empirically, we observe that CAST-1 is the faster default, whereas CAST-2 is preferable when its additional edge contributions remain inexpensive.

stat.ML↗

Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of $1.316\%$ to a time-limited MILP reference and a win-or-tie rate of $90.0\%$ among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.

math.OC↗

A Block Tensor Train Burer-Monteiro Framework for Low-Rank Quantum State Tomography

Quantum state tomography is a fundamental technique for estimating the state of a quantum system from measured data and plays a crucial role in evaluating the performance of quantum devices. However, standard estimation methods become computationally prohibitive as the system size increases due to the exponential growth of the density matrix, describing a quantum state, with the number of qubits. We propose a low-rank tensor-network framework for mixed-state quantum state tomography based on a block tensor train (Block-TT) factorization. Specifically, the density matrix is represented as the contraction of a Block-TT with its Hermitian transpose, yielding a TT analogue of the Burer-Monteiro factorization. This parameterization guarantees Hermiticity and positive semidefiniteness by construction while compressing the number of optimization variables from exponential to linear in the number of qubits. Building on this representation, we develop single-site and two-site density matrix renormalization group (DMRG) algorithms for estimating quantum states from compressed measurements. The resulting methods operate directly on the compressed parameterization, support adaptive rank refinement, and exploit efficient tensor-network contractions for expectation-value evaluation. The framework is applicable to a broad class of low-rank quantum states, including pure states, nearly pure states, and ground states that admit accurate tensor-network approximations. Numerical experiments demonstrate accurate state reconstruction from limited measurements together with substantial reductions in memory requirements and computational cost compared with conventional low-rank tomography methods.

quant-ph↗

A Stress-Based Estimator for Pressure and Stress Recovery from Velocity Measurements

Non-invasive pressure field estimation from velocity measurements is a longstanding engineering problem. We propose, analyze, and test a pressure-recovery method that computes a full stress field from velocity measurements, and leaves the pressure estimation as a cheap post-processing step. The method relies on a stress-velocity first order formulation of the Navier-Stokes equations, and we show that the formulation accounts for deviations from incompressibility in the measured velocity field by construction. In addition, we theoretically establish the convergence of the finite element (FE) approximation scheme, the stability of the stress recovery with respect to finite-resolution velocity measurements, and then validate this theory numerically. Our results show that the proposed estimator is robust in convective flow regimes and remains accurate at reduced spatial resolution, improving upon state-of-the-art pressure-recovery strategies.

math.NA↗

Constructive Tchakaloff results and well-conditioned quadrature through randomized least squares

We consider using randomized least squares to construct quadrature rules exact on a subspace of functions. Using new conditions that we call relative admissibility and reference weight concentration, we establish both that the quadrature weights from such a procedure concentrate close to their asymptotic values with prescribed and arbitrarily large probability, and this in turn provides useful finite-sample probabilistic bounds on the stability of the resulting quadrature rules for very general classes of possibly complex-valued functions. Our analysis both significantly generalizes the existing analysis of randomized least squares quadrature construction, and provides new bounds on stability for these rules. These results specialize to existence results for positive quadrature rules, when such rules can be theoretically expected. Because our procedures are formally algorithmic, our analysis is a substantive advance toward computationally constructive generalized Tchakaloff theorems.

math.NA↗

Towards provable energy-stable overset grid methods using sub-cell summation-by-parts operators

Overset grid methods handle complex geometries by overlapping simpler, geometry-fitted grids to cover the original, more complex domain. However, ensuring their stability---particularly at high orders---remains a theoretical challenge: although overset grid methods perform robustly in extensive practical use, general stability proofs are not available. In this work, we address this gap by developing a discrete counterpart to the recent well-posedness analysis of Kopriva, Gassner, and Nordström for continuous overset domain initial-boundary-value problems. To this end, we introduce the novel concept of sub-cell summation-by-parts (SBP) operators. These discrete derivative operators mimic integration by parts at a sub-cell level. By exploiting this sub-cell SBP property, we develop provably conservative and energy-stable overset grid methods for fixed one-dimensional overset domains that do not change with time or under grid refinement, providing a step toward stability proofs for overset grid methods based on the energy method.

math.NA↗

Fast Engset computation

The blocking probability of a finite-source bufferless queue is a fixed point of the Engset formula, for which we prove existence and uniqueness. Numerically, the literature suggests a fixed point iteration. We show that such an iteration can fail to converge and is dominated by a simple Newton's method, for which we prove a global convergence result. The analysis yields a new Turán-type inequality involving hypergeometric functions, which is of independent interest.

math.NA↗

Inverse obstacle scattering regularized by the tangent-point energy

We employ the so-called tangent-point energy as Tikhonov regularizer for ill-conditioned inverse scattering problems in 3D. The tangent-point energy is a self-avoiding functional on the space of embedded surfaces that also penalizes surface roughness. Moreover, it features nice compactness and continuity properties. These allow us to show the well-posedness of the regularized problems and the convergence of the regularized solutions to the true solution in the limit of vanishing noise level. We also provide a reconstruction algorithm of iteratively regularized Gauss-Newton type. Our numerical experiments demonstrate that our method is numerically feasible and effective in producing reconstructions of unprecedented quality.

math.NA↗

A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix

We present a test for determining if a substochastic matrix is convergent. By establishing a duality between weakly chained diagonally dominant (w.c.d.d.) L-matrices and convergent substochastic matrices, we show that this test can be trivially extended to determine whether a weakly diagonally dominant (w.d.d.) matrix is a nonsingular M-matrix. The test's runtime is linear in the order of the input matrix if it is sparse and quadratic if it is dense. This is a partial strengthening of the cubic test in [J. M. Peña., A stable test to check if a matrix is a nonsingular M-matrix, Math. Comp., 247, 1385-1392, 2004]. As a by-product of our analysis, we prove that a nonsingular w.d.d. M-matrix is a w.c.d.d. L-matrix, a fact whose converse has been known since at least 1964. We point out that this strengthens some recent results on M-matrices in the literature.

math.NA↗

Weakly chained matrices, policy iteration, and impulse control

This work is motivated by numerical solutions to Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs) associated with combined stochastic and impulse control problems. In particular, we consider (i) direct control, (ii) penalized, and (iii) semi-Lagrangian discretization schemes applied to the HJBQVI problem. Scheme (i) takes the form of a Bellman problem involving an operator which is not necessarily contractive. We consider the well-posedness of the Bellman problem and give sufficient conditions for convergence of the corresponding policy iteration. To do so, we use weakly chained diagonally dominant matrices, which give a graph-theoretic characterization of nonsingular weakly diagonally dominant M-matrices. We compare schemes (i)--(iii) under the following examples: (a) optimal control of the exchange rate, (b) optimal consumption with fixed and proportional transaction costs, and (c) pricing guaranteed minimum withdrawal benefits in variable annuities. We find that one should abstain from using scheme (i).

math.NA↗

Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities (HJBQVIs). No convergence proofs were given therein. This work closes the gap by giving rigorous proofs of convergence. We do so by introducing the notion of nonlocal consistency and appealing to a Barles-Souganidis type analysis. Our results rely only on a well-known comparison principle and are independent of the specific form of the intervention operator.

math.NA↗

High order Bellman equations and weakly chained diagonally dominant tensors

We introduce high order Bellman equations, extending classical Bellman equations to the tensor setting. We introduce weakly chained diagonally dominant (w.c.d.d.) tensors and show that a sufficient condition for the existence and uniqueness of a positive solution to a high order Bellman equation is that the tensors appearing in the equation are w.c.d.d. M-tensors. In this case, we give a policy iteration algorithm to compute this solution. We also prove that a weakly diagonally dominant Z-tensor with nonnegative diagonals is a strong M-tensor if and only if it is w.c.d.d. This last point is analogous to a corresponding result in the matrix setting and tightens a result from [L. Zhang, L. Qi, and G. Zhou. "M-tensors and some applications." SIAM Journal on Matrix Analysis and Applications (2014)]. We apply our results to obtain a provably convergent numerical scheme for an optimal control problem using an "optimize then discretize" approach which outperforms (in both computation time and accuracy) a classical "discretize then optimize" approach. To the best of our knowledge, a link between M-tensors and optimal control has not been previously established.

math.RA↗

A new randomized CholeskyQR based on LU decomposition with partial pivoting

CholeskyQR has received considerable attention in recent years for its efficiency and simplicity in computing QR decomposition of the tall-skinny $X \in \mathbb{R}^{m\times n}$ with $m \ge n$ and $\mbox{rank}(X)=n$. Leveraging matrix sketching from randomized linear algebra, randomized CholeskyQR (RCholeskyQR) has been proposed to accelerate the computation by reducing the dimension of the problems. In this work, we propose RCLUPP, a new randomized CholeskyQR-type algorithm based on LU decomposition with partial pivoting (LUP decomposition). By taking LUP decomposition and the thin HouseholderQR on the sketched matrix, RCLUPP significantly improves the applicability and efficiency compared with LU-CholeskyQR2 (LC2). We present a rigorous rounding error analysis of RCLUPP, with a sharper bound of residual compared with those in the existing works. Comparative studies demonstrate that RCLUPP outperforms CholeskyQR2, Shifted CholeskyQR3 (SCholeskyQR3), and LC2 in terms of applicability while maintaining competitive accuracy and efficiency. A variant, RCLUPPr, performs LUP decomposition directly on $X \in \mathbb{R}^{m\times n}$, offering exceptional robustness and numerical stability for the ill-conditioned scenarios, which exceeds that of RCLUPP and RCholeskyQR. Numerical experiments on the synthetic and real-world matrices validate the theoretical results.

math.NA↗

Geometric multiscale analysis via nonstationary subdivision schemes

Pyramid transforms are constructive methods for analyzing sequences in a multiscale fashion. Traditionally, these transforms rely on stationary upsampling and downsampling operations. In this paper, we propose employing nonstationary subdivision schemes as upsampling operators that vary with the refinement level. These schemes offer greater flexibility, enabling the development of more expressive multiscale transforms, including geometric multiscale analysis. We establish the fundamental properties of the resulting nonstationary transforms, namely the decay of their detail coefficients and the stability of both the decomposition and the reconstruction, and we demonstrate their effectiveness in capturing and analyzing geometric features. In particular, we apply the framework to assess the consistency of planar samples with a circular shape and to detect localized geometric anomalies, including a study of circles generated by a neural network. The accompanying code is publicly available.

math.NA↗