70,447 research outputs found
Solving High-dimensional Parametric Elliptic Equation Using Tensor Neural Network
In this paper, we introduce a tensor neural network based machine learning
method for solving the elliptic partial differential equations with random
coefficients in a bounded physical domain. With the help of tensor product
structure, we can transform the high-dimensional integrations of tensor neural
network functions to one-dimensional integrations which can be computed with
the classical quadrature schemes with high accuracy. The complexity of its
calculation can be reduced from the exponential scale to a polynomial scale.
The corresponding machine learning method is designed for solving
high-dimensional parametric elliptic equations. Some numerical examples are
provided to validate the accuracy and efficiency of the proposed algorithms.Comment: 22 pages, 25 figures. arXiv admin note: substantial text overlap with
arXiv:2311.0273
Complexity of Resolution of Parametric Systems of Polynomial Equations and Inequations
Consider a system of n polynomial equations and r polynomial inequations in n
indeterminates of degree bounded by d with coefficients in a polynomial ring of
s parameters with rational coefficients of bit-size at most . From the
real viewpoint, solving such a system often means describing some
semi-algebraic sets in the parameter space over which the number of real
solutions of the considered parametric system is constant. Following the works
of Lazard and Rouillier, this can be done by the computation of a discriminant
variety. In this report we focus on the case where for a generic specialization
of the parameters the system of equations generates a radical zero-dimensional
ideal, which is usual in the applications. In this case, we provide a
deterministic method computing the minimal discriminant variety reducing the
problem to a problem of elimination. Moreover, we prove that the degree of the
computed minimal discriminant variety is bounded by and
that the complexity of our method is bit-operations on a deterministic Turing machine
A fast and well-conditioned spectral method
A novel spectral method is developed for the direct solution of linear ordinary differential equations with variable coefficients. The method leads to matrices which are almost banded, and a numerical solver is presented that takes operations, where is the number of Chebyshev points needed to resolve the coefficients of the differential operator and is the number of Chebyshev points needed to resolve the solution to the differential equation. We prove stability of the method by relating it to a diagonally preconditioned system which has a bounded condition number, in a suitable norm. For Dirichlet boundary conditions, this reduces to stability in the standard 2-norm
The automatic solution of partial differential equations using a global spectral method
A spectral method for solving linear partial differential equations (PDEs)
with variable coefficients and general boundary conditions defined on
rectangular domains is described, based on separable representations of partial
differential operators and the one-dimensional ultraspherical spectral method.
If a partial differential operator is of splitting rank , such as the
operator associated with Poisson or Helmholtz, the corresponding PDE is solved
via a generalized Sylvester matrix equation, and a bivariate polynomial
approximation of the solution of degree is computed in
operations. Partial differential operators of
splitting rank are solved via a linear system involving a block-banded
matrix in operations. Numerical
examples demonstrate the applicability of our 2D spectral method to a broad
class of PDEs, which includes elliptic and dispersive time-evolution equations.
The resulting PDE solver is written in MATLAB and is publicly available as part
of CHEBFUN. It can resolve solutions requiring over a million degrees of
freedom in under seconds. An experimental implementation in the Julia
language can currently perform the same solve in seconds.Comment: 22 page
A clever elimination strategy for efficient minimal solvers
We present a new insight into the systematic generation of minimal solvers in
computer vision, which leads to smaller and faster solvers. Many minimal
problem formulations are coupled sets of linear and polynomial equations where
image measurements enter the linear equations only. We show that it is useful
to solve such systems by first eliminating all the unknowns that do not appear
in the linear equations and then extending solutions to the rest of unknowns.
This can be generalized to fully non-linear systems by linearization via
lifting. We demonstrate that this approach leads to more efficient solvers in
three problems of partially calibrated relative camera pose computation with
unknown focal length and/or radial distortion. Our approach also generates new
interesting constraints on the fundamental matrices of partially calibrated
cameras, which were not known before.Comment: 13 pages, 7 figure
The complexity and geometry of numerically solving polynomial systems
These pages contain a short overview on the state of the art of efficient
numerical analysis methods that solve systems of multivariate polynomial
equations. We focus on the work of Steve Smale who initiated this research
framework, and on the collaboration between Stephen Smale and Michael Shub,
which set the foundations of this approach to polynomial system--solving,
culminating in the more recent advances of Carlos Beltran, Luis Miguel Pardo,
Peter Buergisser and Felipe Cucker
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