Partial differential equations (PDEs) are a fundamental tool in the modeling of many real-world phenomena. In a number of such real-world phenomena the PDEs under consideration contain gradient-dependent nonlinearities and are high-dimensional. Such high-dimensional nonlinear PDEs can in nearly all cases not be solved explicitly, and it is one of the most challenging tasks in...
Learning mappings of data on manifolds is an important topic in contemporary machine learning, with applications in astrophysics, geophysics, statistical physics, medical diagnosis, biochemistry, and 3D object analysis. This paper studies the problem of learning real-valued functions on manifolds through filtered hyperinterpolation of input–output data pairs where the inputs may...
Randomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of $$x^T Bx$$ for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number of applications give rise to indefinite B. Most notably, this is the case for log-determinant estimation, a task that...
This paper studies the saddle point problem of polynomials. We give an algorithm for computing saddle points. It is based on solving Lasserre’s hierarchy of semidefinite relaxations. Under some genericity assumptions on defining polynomials, we show that: (i) if there exists a saddle point, our algorithm can get one by solving a finite hierarchy of Lasserre-type semidefinite...
Parallel transport is a fundamental tool to perform statistics on Riemannian manifolds. Since closed formulae do not exist in general, practitioners often have to resort to numerical schemes. Ladder methods are a popular class of algorithms that rely on iterative constructions of geodesic parallelograms. And yet, the literature lacks a clear analysis of their convergence...
The question of whether there exists an approximation procedure to compute the resonances of any Helmholtz resonator, regardless of its particular shape, is addressed. A positive answer is given, and it is shown that all that one has to assume is that the resonator chamber is bounded and that its boundary is $${{\mathcal {C}}}^2$$ . The proof is constructive, providing a...
We derive a new methodology for the construction of high-order integrators for sampling the invariant measure of ergodic stochastic differential equations with dynamics constrained on a manifold. We obtain the order conditions for sampling the invariant measure for a class of Runge–Kutta methods applied to the constrained overdamped Langevin equation. The analysis is valid for...
Relations between moments and cumulants play a central role in both classical and non-commutative probability theory. The latter allows for several distinct families of cumulants corresponding to different types of independences: free, Boolean and monotone. Relations among those cumulants have been studied recently. In this work, we focus on the problem of expressing with a...
This paper introduces a new symbolic-numeric strategy for finding semidiscretizations of a given PDE that preserve multiple local conservation laws. We prove that for one spatial dimension, various one-step time integrators from the literature preserve fully discrete local conservation laws whose densities are either quadratic or a Hamiltonian. The approach generalizes to time...
We provide a new upper bound for sampling numbers $$(g_n)_{n\in \mathbb {N}}$$ associated with the compact embedding of a separable reproducing kernel Hilbert space into the space of square integrable functions. There are universal constants $$C,c>0$$ (which are specified in the paper) such that $$\begin{aligned} g^2_n \le \frac{C\log (n)}{n}\sum \limits _{k\ge \lfloor cn \rfloor...
Various key problems from theoretical computer science can be expressed as polynomial optimization problems over the boolean hypercube. One particularly successful way to prove complexity bounds for these types of problems is based on sums of squares (SOS) as nonnegativity certificates. In this article, we initiate optimization problems over the boolean hypercube via a recent...
Combining the classical theory of optimal transport with modern operator splitting techniques, we develop a new numerical method for nonlinear, nonlocal partial differential equations, arising in models of porous media, materials science, and biological swarming. Our method proceeds as follows: first, we discretize in time, either via the classical JKO scheme or via a novel Crank...
We prove that with “high probability” a random Kostlan polynomial in $$n+1$$ many variables and of degree d can be approximated by a polynomial of “low degree” without changing the topology of its zero set on the sphere $$\mathbb {S}^n$$ . The dependence between the “low degree” of the approximation and the “high probability” is quantitative: for example, with overwhelming...
The approximation of probability measures on compact metric spaces and in particular on Riemannian manifolds by atomic or empirical ones is a classical task in approximation and complexity theory with a wide range of applications. Instead of point measures we are concerned with the approximation by measures supported on Lipschitz curves. Special attention is paid to push-forward...
This paper introduces a new notion of a Fenchel conjugate, which generalizes the classical Fenchel conjugation to functions defined on Riemannian manifolds. We investigate its properties, e.g., the Fenchel–Young inequality and the characterization of the convex subdifferential using the analogue of the Fenchel–Moreau Theorem. These properties of the Fenchel conjugate are employed...
We propose and study a class of novel algorithms that aim at solving bilinear and quadratic inverse problems. Using a convex relaxation based on tensorial lifting, and applying first-order proximal algorithms, these problems could be solved numerically by singular value thresholding methods. However, a direct realization of these algorithms for, e.g., image recovery problems is...
We consider the setting of Reeb graphs of piecewise linear functions and study distances between them that are stable, meaning that functions which are similar in the supremum norm ought to have similar Reeb graphs. We define an edit distance for Reeb graphs and prove that it is stable and universal, meaning that it provides an upper bound to any other stable distance. In...
In recent works—both experimental and theoretical—it has been shown how to use computational geometry to efficiently construct approximations to the optimal transport map between two given probability measures on Euclidean space, by discretizing one of the measures. Here we provide a quantitative convergence analysis for the solutions of the corresponding discretized Monge–Ampère...
We study the $$L_2$$ -approximation of functions from a Hilbert space and compare the sampling numbers with the approximation numbers. The sampling number $$e_n$$ is the minimal worst-case error that can be achieved with n function values, whereas the approximation number $$a_n$$ is the minimal worst-case error that can be achieved with n pieces of arbitrary linear information...
Vladimir Lysikov kindly pointed out an error in the proof of Theorem 5.7. We provide here a corrected statement and its proof.
Regularization addresses the ill-posedness of the training problem in machine learning or the reconstruction of a signal from a limited number of measurements. The method is applicable whenever the problem is formulated as an optimization task. The standard strategy consists in augmenting the original cost functional by an energy that penalizes solutions with undesirable behavior...
We show that the algebraic boundaries of the regions of real binary forms with fixed typical rank are always unions of dual varieties to suitable coincident root loci.
We consider the problem of identifying a mixture of Gaussian distributions with the same unknown covariance matrix by their sequence of moments up to certain order. Our approach rests on studying the moment varieties obtained by taking special secants to the Gaussian moment varieties, defined by their natural polynomial parametrization in terms of the model parameters. When the...
Signals and images with discontinuities appear in many problems in such diverse areas as biology, medicine, mechanics and electrical engineering. The concrete data are often discrete, indirect and noisy measurements of some quantities describing the signal under consideration. A frequent task is to find the segments of the signal or image which corresponds to finding the...