Optimization of mesh hierarchies in Multilevel Monte Carlo samplers

We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and non-geometric sequences of mesh sizes and show that geometric hierarchies, when optimized, are nearly optimal and have the same asymptotic computational complexity as non-geometric optimal hierarchies. We discuss how enforcing constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. These constraints include an upper and a lower bound on the mesh size or enforcing that the number of samples and the number of discretization elements are integers. We also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. To provide numerical grounds for our theoretical results, we apply these optimized hierarchies together with the Continuation MLMC Algorithm. The first example considers a three-dimensional elliptic partial differential equation with random inputs. Its space discretization is based on continuous piecewise trilinear finite elements and the corresponding linear system is solved by either a direct or an iterative solver. The second example considers a one-dimensional It\^o stochastic differential equation discretized by a Milstein scheme

Capacity-achieving ensembles for the binary erasure channel with bounded complexity

We present two sequences of ensembles of non-systematic irregular repeat-accumulate codes which asymptotically (as their block length tends to infinity) achieve capacity on the binary erasure channel (BEC) with bounded complexity per information bit. This is in contrast to all previous constructions of capacity-achieving sequences of ensembles whose complexity grows at least like the log of the inverse of the gap (in rate) to capacity. The new bounded complexity result is achieved by puncturing bits, and allowing in this way a sufficient number of state nodes in the Tanner graph representing the codes. We also derive an information-theoretic lower bound on the decoding complexity of randomly punctured codes on graphs. The bound holds for every memoryless binary-input output-symmetric channel and is refined for the BEC.Comment: 47 pages, 9 figures. Submitted to IEEE Transactions on Information Theor

Massive MIMO Multicasting in Noncooperative Cellular Networks

We study the massive multiple-input multiple-output (MIMO) multicast transmission in cellular networks where each base station (BS) is equipped with a large-scale antenna array and transmits a common message using a single beamformer to multiple mobile users. We first show that when each BS knows the perfect channel state information (CSI) of its own served users, the asymptotically optimal beamformer at each BS is a linear combination of the channel vectors of its multicast users. Moreover, the optimal combining coefficients are obtained in closed form. Then we consider the imperfect CSI scenario where the CSI is obtained through uplink channel estimation in timedivision duplex systems. We propose a new pilot scheme that estimates the composite channel which is a linear combination of the individual channels of multicast users in each cell. This scheme is able to completely eliminate pilot contamination. The pilot power control for optimizing the multicast beamformer at each BS is also derived. Numerical results show that the asymptotic performance of the proposed scheme is close to the ideal case with perfect CSI. Simulation also verifies the effectiveness of the proposed scheme with finite number of antennas at each BS.Comment: to appear in IEEE JSAC Special Issue on 5G Wireless Communication System