A Self-learning Algebraic Multigrid Method for Extremal Singular Triplets and Eigenpairs

A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets are calculated along with a multigrid hierarchy of interpolation operators that approximately fit the tentative singular vectors in a collective and self-learning manner, using multiplicative update formulas. In the second, additive phase (solve phase), the tentative singular triplets are improved up to the desired accuracy by using an additive correction scheme with fixed interpolation operators, combined with a Ritz update. A suitable generalization of the singular value decomposition is formulated that applies to the coarse levels of the multilevel cycles. The proposed algorithm combines and extends two existing multigrid approaches for symmetric positive definite eigenvalue problems to the case of dominant and minimal singular triplets. Numerical tests on model problems from different areas show that the algorithm converges to high accuracy in a modest number of iterations, and is flexible enough to deal with a variety of problems due to its self-learning properties.Comment: 29 page

Minimal convex extensions and finite difference discretization of the quadratic Monge-Kantorovich problem

We present an adaptation of the MA-LBR scheme to the Monge-Amp{\`e}re equation with second boundary value condition, provided the target is a convex set. This yields a fast adaptive method to numerically solve the Optimal Transport problem between two absolutely continuous measures, the second of which has convex support. The proposed numerical method actually captures a specific Brenier solution which is minimal in some sense. We prove the convergence of the method as the grid stepsize vanishes and we show with numerical experiments that it is able to reproduce subtle properties of the Optimal Transport problem

Asynchronous Networks and Event Driven Dynamics

Real-world networks in technology, engineering and biology often exhibit dynamics that cannot be adequately reproduced using network models given by smooth dynamical systems and a fixed network topology. Asynchronous networks give a theoretical and conceptual framework for the study of network dynamics where nodes can evolve independently of one another, be constrained, stop, and later restart, and where the interaction between different components of the network may depend on time, state, and stochastic effects. This framework is sufficiently general to encompass a wide range of applications ranging from engineering to neuroscience. Typically, dynamics is piecewise smooth and there are relationships with Filippov systems. In the first part of the paper, we give examples of asynchronous networks, and describe the basic formalism and structure. In the second part, we make the notion of a functional asynchronous network rigorous, discuss the phenomenon of dynamical locks, and present a foundational result on the spatiotemporal factorization of the dynamics for a large class of functional asynchronous networks

Monte Carlo approximations of the Neumann problem

We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the invariant measure of the stochastic process associated to the equation. Pointwise approximations are computed by means of standard and new simulation schemes especially devised for local time approximation on the boundary of the domain. Global approximations are computed thanks to a stochastic spectral formulation taking into account the property of zero mean value of the solution. This stochastic formulation is asymptotically perfect in terms of conditioning. Numerical examples are given on the Laplace operator on a square domain with both pure Neumann and mixed Dirichlet-Neumann boundary conditions. A more general convection-diffusion equation is also numerically studied

Correlation Decay up to Uniqueness in Spin Systems

We give a complete characterization of the two-state anti-ferromagnetic spin systems which are of strong spatial mixing on general graphs. We show that a two-state anti-ferromagnetic spin system is of strong spatial mixing on all graphs of maximum degree at most \Delta if and only if the system has a unique Gibbs measure on infinite regular trees of degree up to \Delta, where \Delta can be either bounded or unbounded. As a consequence, there exists an FPTAS for the partition function of a two-state anti-ferromagnetic spin system on graphs of maximum degree at most \Delta when the uniqueness condition is satisfied on infinite regular trees of degree up to \Delta. In particular, an FPTAS exists for arbitrary graphs if the uniqueness is satisfied on all infinite regular trees. This covers as special cases all previous algorithmic results for two-state anti-ferromagnetic systems on general-structure graphs. Combining with the FPRAS for two-state ferromagnetic spin systems of Jerrum-Sinclair and Goldberg-Jerrum-Paterson, and the very recent hardness results of Sly-Sun and independently of Galanis-Stefankovic-Vigoda, this gives a complete classification, except at the phase transition boundary, of the approximability of all two-state spin systems, on either degree-bounded families of graphs or family of all graphs.Comment: 27 pages, submitted for publicatio