A new class of efficient and robust energy stable schemes for gradient flows

We propose a new numerical technique to deal with nonlinear terms in gradient flows. By introducing a scalar auxiliary variable (SAV), we construct efficient and robust energy stable schemes for a large class of gradient flows. The SAV approach is not restricted to specific forms of the nonlinear part of the free energy, and only requires to solve {\it decoupled} linear equations with {\it constant coefficients}. We use this technique to deal with several challenging applications which can not be easily handled by existing approaches, and present convincing numerical results to show that our schemes are not only much more efficient and easy to implement, but can also better capture the physical properties in these models. Based on this SAV approach, we can construct unconditionally second-order energy stable schemes; and we can easily construct even third or fourth order BDF schemes, although not unconditionally stable, which are very robust in practice. In particular, when coupled with an adaptive time stepping strategy, the SAV approach can be extremely efficient and accurate

A Noether theorem for random locations

We propose a unified framework for random locations exhibiting some probabilistic symmetries such as stationarity, self-similarity, etc. A theorem of Noether's type is proved, which gives rise to a conservation law describing the change of the density function of a random location as the interval of interest changes. We also discuss the boundary and near boundary behavior of the distributions of the random locations.Comment: 26 page

A pressure correction scheme for generalized form of energy-stable open boundary conditions for incompressible flows

We present a generalized form of open boundary conditions, and an associated numerical algorithm, for simulating incompressible flows involving open or outflow boundaries. The generalized form represents a family of open boundary conditions, which all ensure the energy stability of the system, even in situations where strong vortices or backflows occur at the open/outflow boundaries. Our numerical algorithm for treating these open boundary conditions is based on a rotational pressure correction-type strategy, with a formulation suitable for $C^0$ spectral-element spatial discretizations. We have introduced a discrete equation and associated boundary conditions for an auxiliary variable. The algorithm contains constructions that prevent a numerical locking at the open/outflow boundary. In addition, we have also developed a scheme with a provable unconditional stability for a sub-class of the open boundary conditions. Extensive numerical experiments have been presented to demonstrate the performance of our method for several flow problems involving open/outflow boundaries. We compare simulation results with the experimental data to demonstrate the accuracy of our algorithm. Long-time simulations have been performed for a range of Reynolds numbers at which strong vortices or backflows occur at the open/outflow boundaries. We show that the open boundary conditions and the numerical algorithm developed herein produce stable simulations in such situations.Comment: 24 pages, 7 figures, 4 table

A fourth-order time-splitting Laguerre-Hermite pseudo-spectral method for Bose-Einstein condensates

A fourth-order time-splitting Laguerre-Hermite pseudospectral method is introduced for Bose-Einstein condensates (BEC) in 3-D with cylindrical symmetry. The method is explicit, unconditionally stable, time reversible and time transverse invariant. It conserves the position density, and is spectral accurate in space and fourth-order accurate in time. Moreover, the new method has two other important advantages: (i) it reduces a 3-D problem with cylindrical symmetry to an effective 2-D problem; (ii) it solves the problem in the whole space instead of in a truncated artificial computational domain. The method is applied to vector Gross-Pitaevskii equations (VGPEs) for multi-component BECs. Extensive numerical tests are presented for 1-D GPE, 2-D GPE with radial symmetry, 3-D GPE with cylindrical symmetry as well as 3-D VGPEs for two-component BECs to show the efficiency and accuracy of the new numerical method.Comment: 21 pages, 4 figure

LG/CY Correspondence for Elliptic Orbifold Curves via Modularity

We prove the Landau-Ginzburg/Calabi-Yau correspondence between the Gromov-Witten theory of each elliptic orbifold curve and its Fan-Jarvis-Ruan-Witten theory counterpart via modularity. We show that the correlation functions in these two enumerative theories are different representations of the same set of quasi-modular forms, expanded around different points on the upper-half plane. We relate these two representations by the Cayley transform.Comment: v3: minor correction

A Tight Bound of Hard Thresholding

This paper is concerned with the hard thresholding operator which sets all but the $k$ largest absolute elements of a vector to zero. We establish a {\em tight} bound to quantitatively characterize the deviation of the thresholded solution from a given signal. Our theoretical result is universal in the sense that it holds for all choices of parameters, and the underlying analysis depends only on fundamental arguments in mathematical optimization. We discuss the implications for two domains: Compressed Sensing. On account of the crucial estimate, we bridge the connection between the restricted isometry property (RIP) and the sparsity parameter for a vast volume of hard thresholding based algorithms, which renders an improvement on the RIP condition especially when the true sparsity is unknown. This suggests that in essence, many more kinds of sensing matrices or fewer measurements are admissible for the data acquisition procedure. Machine Learning. In terms of large-scale machine learning, a significant yet challenging problem is learning accurate sparse models in an efficient manner. In stark contrast to prior work that attempted the $\ell_1$-relaxation for promoting sparsity, we present a novel stochastic algorithm which performs hard thresholding in each iteration, hence ensuring such parsimonious solutions. Equipped with the developed bound, we prove the {\em global linear convergence} for a number of prevalent statistical models under mild assumptions, even though the problem turns out to be non-convex.Comment: V1 was submitted to COLT 2016. V2 fixes minor flaws, adds extra experiments and discusses time complexity, V3 has been accepted to JML

On a SAV-MAC scheme for the Cahn-Hilliard-Navier-Stokes Phase Field Model

We construct a numerical scheme based on the scalar auxiliary variable (SAV) approach in time and the MAC discretization in space for the Cahn-Hilliard-Navier-Stokes phase field model, and carry out stability and error analysis. The scheme is linear, second-order, unconditionally energy stable and can be implemented very efficiently. We establish second-order error estimates both in time and space for phase field variable, chemical potential, velocity and pressure in different discrete norms. We also provide numerical experiments to verify our theoretical results and demonstrate the robustness and accuracy of the our scheme

Distributional Compatibility for Change of Measures

In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J}$ and distributions $(F_i)_{i\in \mathcal J}$ are {compatible} if there exists a random variable having distribution $F_i$ under $Q_i$ for each $i\in \mathcal J$. We first establish an equivalent condition using conditional expectations for general (possibly uncountable) $\mathcal J$. For a finite $n$, it turns out that compatibility of $(Q_1,\dots,Q_n)$ and $(F_1,\dots,F_n)$ depends on the heterogeneity among $Q_1,\dots,Q_n$ compared with that among $F_1,\dots,F_n$. We show that, under an assumption that the measurable space is rich enough, $(Q_1,\dots,Q_n)$ and $(F_1,\dots,F_n)$ are compatible if and only if $(Q_1,\dots,Q_n)$ dominates $(F_1,\dots,F_n)$ in a notion of heterogeneity order, defined via multivariate convex order between the Radon-Nikodym derivatives of $(Q_1,\dots,Q_n)$ and $(F_1,\dots,F_n)$ with respect to some reference measures. We then proceed to generalize our results to stochastic processes, and conclude the paper with an application to portfolio selection problems under multiple constraints.Comment: 34 page

Diameter critical graphs

A graph is called diameter-$k$-critical if its diameter is $k$, and the removal of any edge strictly increases the diameter. In this paper, we prove several results related to a conjecture often attributed to Murty and Simon, regarding the maximum number of edges that any diameter-$k$-critical graph can have. In particular, we disprove a longstanding conjecture of Caccetta and H\"aggkvist (that in every diameter-2-critical graph, the average edge-degree is at most the number of vertices), which promised to completely solve the extremal problem for diameter-2-critical graphs. On the other hand, we prove that the same claim holds for all higher diameters, and is asymptotically tight, resolving the average edge-degree question in all cases except diameter-2. We also apply our techniques to prove several bounds for the original extremal question, including the correct asymptotic bound for diameter-$k$-critical graphs, and an upper bound of $(\frac{1}{6} + o(1))n^2$ for the number of edges in a diameter-3-critical graph

Topological Crystalline Insulator Nanostructures

Topological crystalline insulators are topological insulators whose surface states are protected by the crystalline symmetry, instead of the time reversal symmetry. Similar to the first generation of three-dimensional topological insulators such as Bi2Se3 and Bi2Te3, topological crystalline insulators also possess surface states with exotic electronic properties such as spin-momentum locking and Dirac dispersion. Experimentally verified topological crystalline insulators to date are SnTe, Pb1-xSnxSe, and Pb1-xSnxTe. Because topological protection comes from the crystal symmetry, magnetic impurities or in-plane magnetic fields are not expected to open a gap in the surface states in topological crystalline insulators. Additionally, because they are cubic structure instead of layered structure, branched structures or strong coupling with other materials for large proximity effects are possible, which are difficult with layered Bi2Se3 and Bi2Te3. Thus, additional fundamental phenomena inaccessible in three-dimensional topological insulators can be pursued. In this review, topological crystalline insulator SnTe nanostructures will be discussed. For comparison, experimental results based on SnTe thin films will be covered. Surface state properties of topological crystalline insulators will be discussed briefly.Comment: Accepted Manuscript Nanoscale, 201