Mon, 03 Mar 2025
16:30
L4

The Stein-log-Sobolev inequality and the exponential rate of convergence for the continuous Stein variational gradient descent method

Jakub Jacek Skrzeczkowski
(Mathematical Institute)
Abstract

The Stein Variational Gradient Descent method is a variational inference method in statistics that has recently received a lot of attention. The method provides a deterministic approximation of the target distribution, by introducing a nonlocal interaction with a kernel. Despite the significant interest, the exponential rate of convergence for the continuous method has remained an open problem, due to the difficulty of establishing the related so-called Stein-log-Sobolev inequality. Here, we prove that the inequality is satisfied for each space dimension and every kernel whose Fourier transform has a quadratic decay at infinity and is locally bounded away from zero and infinity. Moreover, we construct weak solutions to the related PDE satisfying exponential rate of decay towards the equilibrium. The main novelty in our approach is to interpret the Stein-Fisher information as a duality pairing between $H^{-1}$ and $H^{1}$, which allows us to employ the Fourier transform. We also provide several examples of kernels for which the Stein-log-Sobolev inequality fails, partially showing the necessity of our assumptions. This is a joint work with J. A. Carrillo and J. Warnett. 

Mon, 03 Feb 2025
16:30
L4

Shock Reflection and other 2D Riemann Problems in Gas Dynamics

Alexander Cliffe
(Università degli Studi di Padova)
Abstract

The Riemann problem is an IVP having simple piecewise constant initial data that is invariant under scaling. In 1D, the problem was originally considered by Riemann during the 19th century in the context of gas dynamics, and the general theory was more or less completed by Lax and Glimm in the mid-20th century. In 2D and MD, the situation is much more complicated, and very few analytic results are available. We discuss a shock reflection problem for the Euler equations for potential flow, with initial data that generates four interacting shockwaves. After reformulating the problem as a free boundary problem for a nonlinear PDE of mixed hyperbolic-elliptic type, the problem is solved via a sophisticated iteration procedure. The talk is based on joint work with G-Q Chen (Oxford) et. al. arXiv:2305.15224, to appear in JEMS (2025).

Mon, 20 Jan 2025
16:30
L4

Fluctuations around the mean-field limit for attractive Riesz interaction kernels in the moderate regime

Alexandra Holzinger
(Mathematical Institute)
Abstract

In this talk I will give a short introduction to moderately interacting particle systems and the general notion of fluctuations around the mean-field limit. We will see how a central limit theorem can be shown for moderately interacting particles on the whole space for certain types of interaction potentials. The interaction potential approximates singular attractive potentials of sub-Coulomb type and we can show that the fluctuations become asymptotically Gaussians. The methodology is inspired by the classical work of Oelschläger in the 1980s on fluctuations for the porous-medium equation. To allow for attractive potentials we use a new approach of quantitative mean-field convergence in probability in order to include aggregation effects. 

Mon, 27 Jan 2025
16:30
L4

Sampling with Minimal Energy

Ed Saff
(Vanderbilt University)
Abstract

Minimal discrete energy problems arise in a variety of scientific contexts – such as crystallography, nanotechnology, information theory, and viral morphology, to name but a few.     Our goal is to analyze the structure of configurations generated by optimal (and near optimal)-point configurations that minimize the Riesz s-energy over a sphere in Euclidean space R^d and, more generally, over a bounded manifold. The Riesz s-energy potential, which is a generalization of the Coulomb potential, is simply given by 1/r^s, where r denotes the distance between pairs of points. We show how such potentials for s>d and their minimizing point configurations are ideal for use in sampling surfaces.

Connections to the results by Field's medalist M. Viazovska and her collaborators on best-packing and universal optimality in 8 and 24 dimensions will be discussed. Finally we analyze the minimization of a "k-nearest neighbor" truncated version of Riesz energy that reduces the order N^2 computation for energy minimization to order N log N , while preserving global and local properties.

Sat, 20 Jan 2024
16:30
L4

TBC

Noureddine Igbida
(Université de Limoges)
Acoustic interaction of a finite body in a rarefied gas: does sound reciprocity hold at non-continuum conditions?
Manela, A Ben-Ami, Y Journal of Fluid Mechanics volume 999 a105 (25 Nov 2024)
Long induced paths in expanders
Draganić, N Keevash, P Combinatorics Probability Computing 1-7 (19 Nov 2024)
Prevalence of ρ-irregularity and related properties
Galeati, L Gubinelli, M Annales de l Institut Henri Poincaré Probabilités et Statistiques volume 60 issue 4 (01 Nov 2024)
Thu, 12 Dec 2024
14:00
(This talk is hosted by Rutherford Appleton Laboratory)

A Subspace-conjugate Gradient Method for Linear Matrix Equations

Davide Palitta
(Università di Bologna)
Abstract

 
The solution of multiterm linear matrix equations is still a very challenging task in numerical linear algebra.
If many different solid methods for equations with (at most) two terms exist in the literature, having a number of terms greater than two makes the numerical treatment of these equations much trickier. Very few options are available in the literature. In particular, to the best of our knowledge, no decomposition-based method for multiterm equations has never been proposed; only iterative procedures exist.
A non-complete list of contributions in this direction includes a greedy procedure designed by Sirkovi\'c and Kressner, projection methods tailored to the equation at hand, Riemannian optimization schemes, and matrix-oriented Krylov methods with low-rank truncations. The last class of solvers is probably one of the most commonly used ones. These schemes amount to adapting standard Krylov schemes for linear systems to matrix equations by leveraging the equivalence between matrix equations and their Kronecker form.
As long as no truncations are performed, this equivalence means that the algorithm itself is not exploiting the structure of the problem as it is not able to see that we are actually solving a matrix equation and not a linear system. The low-rank truncations we may perform in the matrix-equation framework can be viewed as a simple computational tool needed to make the solution process affordable in terms of storage allocation and not as an algorithmic advance.

 
By taking inspiration from the matrix-oriented cg method, our goal is to design a novel iterative scheme for the solution of multiterm matrix equations. We name this procedure the subspace-conjugate gradient method (Ss-cg) due to the peculiar orthogonality conditions imposed to compute some of the quantities involved in the scheme. As we will show in this talk, the main difference between Ss-cg and cg is the ability of the former to capitalize on the matrix equation structure of the underlying problem. In particular, we will make full use of the (low-rank) matrix format of the iterates to define appropriate ``step-sizes''. If these quantities correspond to scalars alpha_k and beta_k in cg, they will amount to small-dimensional matrices in our fresh approach.
This novel point of view leads to remarkable computational gains making Ss-cg a very competitive option for the solution of multi-term linear matrix equations.

 
This is a joint work with Martina Iannacito and Valeria Simoncini, both from the Department of Mathematics, University of Bologna.
 
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