49 research outputs found

    Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions

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    Deep learning algorithms have been successfully applied to numerically solve linear Kolmogorov partial differential equations (PDEs). A recent research shows that the empirical risk minimization~(ERM) over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of linear Kolmogorov PDEs with bounded initial functions. However, the initial functions may be unbounded in many applications such as the Black Scholes PDEs in pricing call options. In this paper, we extend this result to the cases involving unbounded initial functions. We prove that for dd-dimensional linear Kolmogorov PDEs with unbounded initial functions, under suitable assumptions, the number of training data and the size of the artificial neural network required to achieve an accuracy ε\varepsilon for the ERM grow polynomially in both dd and ε−1\varepsilon^{-1}. Moreover, we verify that the required assumptions hold for Black-Scholes PDEs and heat equations which are two important cases of linear Kolmogorov PDEs

    Competition Between Homophily and Information Entropy Maximization in Social Networks

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    In social networks, it is conventionally thought that two individuals with more overlapped friends tend to establish a new friendship, which could be stated as homophily breeding new connections. While the recent hypothesis of maximum information entropy is presented as the possible origin of effective navigation in small-world networks. We find there exists a competition between information entropy maximization and homophily in local structure through both theoretical and experimental analysis. This competition means that a newly built relationship between two individuals with more common friends would lead to less information entropy gain for them. We conjecture that in the evolution of the social network, both of the two assumptions coexist. The rule of maximum information entropy produces weak ties in the network, while the law of homophily makes the network highly clustered locally and the individuals would obtain strong and trust ties. Our findings shed light on the social network modeling from a new perspective

    Analysis of the Generalization Error of deep learning based on Randomized Quasi-Monte Carlo for Solving Linear Kolmogorov PDEs

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    Deep learning algorithms have been widely used to solve linear Kolmogorov partial differential equations~(PDEs) in high dimensions, where the loss function is defined as a mathematical expectation. We propose to use the randomized quasi-Monte Carlo (RQMC) method instead of the Monte Carlo (MC) method for computing the loss function. In theory, we decompose the error from empirical risk minimization~(ERM) into the generalization error and the approximation error. Notably, the approximation error is independent of the sampling methods. We prove that the convergence order of the mean generalization error for the RQMC method is O(n−1+ϵ)O(n^{-1+\epsilon}) for arbitrarily small ϵ>0\epsilon>0, while for the MC method it is O(n−1/2+ϵ)O(n^{-1/2+\epsilon}) for arbitrarily small ϵ>0\epsilon>0. Consequently, we find that the overall error for the RQMC method is asymptotically smaller than that for the MC method as nn increases. Our numerical experiments show that the algorithm based on the RQMC method consistently achieves smaller relative L2L^{2} error than that based on the MC method

    A Hesitant Fuzzy Linguistic Multicriteria Decision-Making Method with Interactive Criteria and Its Application to Renewable Energy Projects Selection

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    A variety of multicriteria decision-making (MCDM) methods for renewable energy projects evaluation have been proposed, of which the premise of using these methods is to assume that the criteria are independent of each other. However, it may be difficult or costly to build independent criteria set in some cases because renewable energy planning is to pursue a balance of economic, social, and environmental goals, which makes the existence of interaction among criteria be of great possibility. In this paper, we consider a highly ambiguous decision situation, where the experts are allowed to give the evaluations in the form of hesitant fuzzy linguistic terms set (HFLTS). We build a hesitant fuzzy linguistic decision-making model handling the interaction among criteria from the perspective of distance measure and apply it to renewable energy projects selection. The proposed method can consider more fuzzy factors and deal with the interaction among criteria more approximately. It can reduce the decision pressure and improve the decision-making efficiency because the decision makers are allowed to express their preference in form of HFLTS and a decision criteria set of which the criteria are independent of each other is not necessary

    Parametric study on the water impacting of a free-falling symmetric wedge based on the extended von Karman's momentum theory

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    The present study is concerned with the peak acceleration azmax occurring during the water impact of a symmetric wedge. This aspect can be important for design considerations of safe marine vehicles. The water-entry problem is firstly studied numerically using the finite-volume discretization of the incompressible Navier-Stokes equations and the volume-of-fluid method to capture the air-water interface. The choice of the mesh size and time-step is validated by comparison with experimental data of a free fall water-entry of a wedge. The key original contribution of the article concerns the derivation of a relationship for azmax (as well as the correlated parameters when azmax occurs), the initial velocity, the deadrise angle and the mass of the wedge based on the transformation of von Karman momentum theory which is extended with the inclusion of the pile-up effect. The pile-up coefficient, which has been proven dependent on the deadrise angle in the case of water-entry with a constant velocity, is then investigated for the free fall motion and the dependence law derived from Dobrovol'skaya is still valid for varying deadrise angle. Reasonable good theoretical estimates of the kinematic parameters are provided for a relatively wide range of initial velocity, deadrise angle and mass using the extended von Karman momentum theory which is the combination of the original von Karman method and Dobrovol'skaya's solution and this theoretical approach can be extended to predict the kinematic parameters during the whole impacting phase.Comment: arXiv admin note: text overlap with arXiv:2207.1041

    Effects of wave parameters on load reduction performance for amphibious aircraft with V-hydrofoil

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    An investigation of the influence of the hydrofoil on load reduction performance during an amphibious aircraft landing on still and wavy water is conducted by solving the Unsteady Reynolds-Averaged Navier-Stokes equations coupled with the standard k−ωk-\omega turbulence model in this paper. During the simulations, the numerical wave tank is realized by using the velocity-inlet boundary wave maker coupled with damping wave elimination technique on the outlet, while the volume of fluid model is employed to track the water-air interface. Subsequently, the effects of geometric parameters of hydrofoil have been first discussed on still water, which indicates the primary factor influencing the load reduction is the static load coefficient of hydrofoil. Furthermore, the effects of descent velocity, wave length and wave height on load reduction are comprehensively investigated. The results show that the vertical load reduces more than 55%\% at the early stage of landing on the still water through assembling the hydrofoil for different descent velocity cases. Meanwhile, for the amphibious aircraft with high forward velocity, the bottom of the fuselage will come into close contact with the first wave when landing on crest position, and then the forebody will impact the next wave surface with extreme force. In this circumstance, the load reduction rate decreases to around 30%\%, which will entail a further decline with the increase of wave length or wave height
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