Piecewise smooth systems near a co-dimension 2 discontinuity manifold: can one say what should happen?

We consider a piecewise smooth system in the neighborhood of a co-dimension 2 discontinuity manifold $\Sigma$. Within the class of Filippov solutions, if $\Sigma$ is attractive, one should expect solution trajectories to slide on $\Sigma$. It is well known, however, that the classical Filippov convexification methodology is ambiguous on $\Sigma$. The situation is further complicated by the possibility that, regardless of how sliding on $\Sigma$ is taking place, during sliding motion a trajectory encounters so-called generic first order exit points, where $\Sigma$ ceases to be attractive. In this work, we attempt to understand what behavior one should expect of a solution trajectory near $\Sigma$ when $\Sigma$ is attractive, what to expect when $\Sigma$ ceases to be attractive (at least, at generic exit points), and finally we also contrast and compare the behavior of some regularizations proposed in the literature. Through analysis and experiments we will confirm some known facts, and provide some important insight: (i) when $\Sigma$ is attractive, a solution trajectory indeed does remain near $\Sigma$, viz. sliding on $\Sigma$ is an appropriate idealization (of course, in general, one cannot predict which sliding vector field should be selected); (ii) when $\Sigma$ loses attractivity (at first order exit conditions), a typical solution trajectory leaves a neighborhood of $\Sigma$; (iii) there is no obvious way to regularize the system so that the regularized trajectory will remain near $\Sigma$ as long as $\Sigma$ is attractive, and so that it will be leaving (a neighborhood of) $\Sigma$ when $\Sigma$ looses attractivity. We reach the above conclusions by considering exclusively the given piecewise smooth system, without superimposing any assumption on what kind of dynamics near $\Sigma$ (or sliding motion on $\Sigma$) should have been taking place.Comment: 19 figure

Asymptotic Analysis of MAP Estimation via the Replica Method and Applications to Compressed Sensing

The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to study estimators that are maximum a posteriori (MAP) under a postulated prior distribution. It is shown that with random linear measurements and Gaussian noise, the replica-symmetric prediction of the asymptotic behavior of the postulated MAP estimate of an n-dimensional vector "decouples" as n scalar postulated MAP estimators. The result is based on applying a hardening argument to the replica analysis of postulated posterior mean estimators of Tanaka and of Guo and Verdu. The replica-symmetric postulated MAP analysis can be readily applied to many estimators used in compressed sensing, including basis pursuit, lasso, linear estimation with thresholding, and zero norm-regularized estimation. In the case of lasso estimation the scalar estimator reduces to a soft-thresholding operator, and for zero norm-regularized estimation it reduces to a hard-threshold. Among other benefits, the replica method provides a computationally-tractable method for precisely predicting various performance metrics including mean-squared error and sparsity pattern recovery probability.Comment: 22 pages; added details on the replica symmetry assumptio

Which graphical models are difficult to learn?

We consider the problem of learning the structure of Ising models (pairwise binary Markov random fields) from i.i.d. samples. While several methods have been proposed to accomplish this task, their relative merits and limitations remain somewhat obscure. By analyzing a number of concrete examples, we show that low-complexity algorithms systematically fail when the Markov random field develops long-range correlations. More precisely, this phenomenon appears to be related to the Ising model phase transition (although it does not coincide with it)

Existence and Blow-Up Behavior for Solutions of the Generalized Jang Equation

The generalized Jang equation was introduced in an attempt to prove the Penrose inequality in the setting of general initial data for the Einstein equations. In this paper we give an extensive study of this equation, proving existence, regularity, and blow-up results. In particular, precise asymptotics for the blow-up behavior are given, and it is shown that blow-up solutions are not unique.Comment: 33 pages; final versio