Computation of sum of squares polynomials from data points

We propose an iterative algorithm for the numerical computation of sums of squares of polynomials approximating given data at prescribed interpolation points. The method is based on the definition of a convex functional $G$ arising from the dualization of a quadratic regression over the Cholesky factors of the sum of squares decomposition. In order to justify the construction, the domain of $G$, the boundary of the domain and the behavior at infinity are analyzed in details. When the data interpolate a positive univariate polynomial, we show that in the context of the Lukacs sum of squares representation, $G$ is coercive and strictly convex which yields a unique critical point and a corresponding decomposition in sum of squares. For multivariate polynomials which admit a decomposition in sum of squares and up to a small perturbation of size $\varepsilon$, $G^\varepsilon$ is always coercive and so it minimum yields an approximate decomposition in sum of squares. Various unconstrained descent algorithms are proposed to minimize $G$. Numerical examples are provided, for univariate and bivariate polynomials

A variational approach to Ising spin glasses in finite dimensions

We introduce a hierarchical class of approximations of the random Ising spin glass in $d$ dimensions. The attention is focused on finite clusters of spins where the action of the rest of the system is properly taken into account. At the lower level (cluster of a single spin) our approximation coincides with the SK model while at the highest level it coincides with the true $d$-dimensional system. The method is variational and it uses the replica approach to spin glasses and the Parisi ansatz for the order parameter. As a result we have rigorous bounds for the quenched free energy which become more and more precise when larger and larger clusters are considered.Comment: 16 pages, Plain TeX, uses Harvmac.tex, 4 ps figures, submitted to J. Phys. A: Math. Ge

An efficient surrogate model for emulation and physics extraction of large eddy simulations

In the quest for advanced propulsion and power-generation systems, high-fidelity simulations are too computationally expensive to survey the desired design space, and a new design methodology is needed that combines engineering physics, computer simulations and statistical modeling. In this paper, we propose a new surrogate model that provides efficient prediction and uncertainty quantification of turbulent flows in swirl injectors with varying geometries, devices commonly used in many engineering applications. The novelty of the proposed method lies in the incorporation of known physical properties of the fluid flow as {simplifying assumptions} for the statistical model. In view of the massive simulation data at hand, which is on the order of hundreds of gigabytes, these assumptions allow for accurate flow predictions in around an hour of computation time. To contrast, existing flow emulators which forgo such simplications may require more computation time for training and prediction than is needed for conducting the simulation itself. Moreover, by accounting for coupling mechanisms between flow variables, the proposed model can jointly reduce prediction uncertainty and extract useful flow physics, which can then be used to guide further investigations.Comment: Submitted to JASA A&C

Spin-stiffness and topological defects in two-dimensional frustrated spin systems

Using a {\it collective} Monte Carlo algorithm we study the low-temperature and long-distance properties of two systems of two-dimensional classical tops. Both systems have the same spin-wave dynamics (low-temperature behavior) as a large class of Heisenberg frustrated spin systems. They are constructed so that to differ only by their topological properties. The spin-stiffnesses for the two systems of tops are calculated for different temperatures and different sizes of the sample. This allows to investigate the role of topological defects in frustrated spin systems. Comparisons with Renormalization Group results based on a Non Linear Sigma model approach and with the predictions of some simple phenomenological model taking into account the topological excitations are done.Comment: RevTex, 25 pages, 14 figures, Minor changes, final version. To appear in Phys.Rev.

Stable, Robust and Super Fast Reconstruction of Tensors Using Multi-Way Projections

In the framework of multidimensional Compressed Sensing (CS), we introduce an analytical reconstruction formula that allows one to recover an $N$th-order $(I_1\times I_2\times \cdots \times I_N)$ data tensor $\underline{\mathbf{X}}$ from a reduced set of multi-way compressive measurements by exploiting its low multilinear-rank structure. Moreover, we show that, an interesting property of multi-way measurements allows us to build the reconstruction based on compressive linear measurements taken only in two selected modes, independently of the tensor order $N$. In addition, it is proved that, in the matrix case and in a particular case with $3$rd-order tensors where the same 2D sensor operator is applied to all mode-3 slices, the proposed reconstruction $\underline{\mathbf{X}}_\tau$ is stable in the sense that the approximation error is comparable to the one provided by the best low-multilinear-rank approximation, where $\tau$ is a threshold parameter that controls the approximation error. Through the analysis of the upper bound of the approximation error we show that, in the 2D case, an optimal value for the threshold parameter $\tau=\tau_0 > 0$ exists, which is confirmed by our simulation results. On the other hand, our experiments on 3D datasets show that very good reconstructions are obtained using $\tau=0$, which means that this parameter does not need to be tuned. Our extensive simulation results demonstrate the stability and robustness of the method when it is applied to real-world 2D and 3D signals. A comparison with state-of-the-arts sparsity based CS methods specialized for multidimensional signals is also included. A very attractive characteristic of the proposed method is that it provides a direct computation, i.e. it is non-iterative in contrast to all existing sparsity based CS algorithms, thus providing super fast computations, even for large datasets.Comment: Submitted to IEEE Transactions on Signal Processin