Common pulse retrieval algorithm: a fast and universal method to retrieve ultrashort pulses

We present a common pulse retrieval algorithm (COPRA) that can be used for a broad category of ultrashort laser pulse measurement schemes including frequency-resolved optical gating (FROG), interferometric FROG, dispersion scan, time domain ptychography, and pulse shaper assisted techniques such as multiphoton intrapulse interference phase scan (MIIPS). We demonstrate its properties in comprehensive numerical tests and show that it is fast, reliable and accurate in the presence of Gaussian noise. For FROG it outperforms retrieval algorithms based on generalized projections and ptychography. Furthermore, we discuss the pulse retrieval problem as a nonlinear least-squares problem and demonstrate the importance of obtaining a least-squares solution for noisy data. These results improve and extend the possibilities of numerical pulse retrieval. COPRA is faster and provides more accurate results in comparison to existing retrieval algorithms. Furthermore, it enables full pulse retrieval from measurements for which no retrieval algorithm was known before, e.g., MIIPS measurements

Inference for Generalized Linear Models via Alternating Directions and Bethe Free Energy Minimization

Generalized Linear Models (GLMs), where a random vector $\mathbf{x}$ is observed through a noisy, possibly nonlinear, function of a linear transform $\mathbf{z}=\mathbf{Ax}$ arise in a range of applications in nonlinear filtering and regression. Approximate Message Passing (AMP) methods, based on loopy belief propagation, are a promising class of approaches for approximate inference in these models. AMP methods are computationally simple, general, and admit precise analyses with testable conditions for optimality for large i.i.d. transforms $\mathbf{A}$. However, the algorithms can easily diverge for general $\mathbf{A}$. This paper presents a convergent approach to the generalized AMP (GAMP) algorithm based on direct minimization of a large-system limit approximation of the Bethe Free Energy (LSL-BFE). The proposed method uses a double-loop procedure, where the outer loop successively linearizes the LSL-BFE and the inner loop minimizes the linearized LSL-BFE using the Alternating Direction Method of Multipliers (ADMM). The proposed method, called ADMM-GAMP, is similar in structure to the original GAMP method, but with an additional least-squares minimization. It is shown that for strictly convex, smooth penalties, ADMM-GAMP is guaranteed to converge to a local minima of the LSL-BFE, thus providing a convergent alternative to GAMP that is stable under arbitrary transforms. Simulations are also presented that demonstrate the robustness of the method for non-convex penalties as well

On Meshfree GFDM Solvers for the Incompressible Navier-Stokes Equations

Meshfree solution schemes for the incompressible Navier--Stokes equations are usually based on algorithms commonly used in finite volume methods, such as projection methods, SIMPLE and PISO algorithms. However, drawbacks of these algorithms that are specific to meshfree methods have often been overlooked. In this paper, we study the drawbacks of conventionally used meshfree Generalized Finite Difference Method~(GFDM) schemes for Lagrangian incompressible Navier-Stokes equations, both operator splitting schemes and monolithic schemes. The major drawback of most of these schemes is inaccurate local approximations to the mass conservation condition. Further, we propose a new modification of a commonly used monolithic scheme that overcomes these problems and shows a better approximation for the velocity divergence condition. We then perform a numerical comparison which shows the new monolithic scheme to be more accurate than existing schemes