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C. G. Krishnanunni

Publications and source records attributed to C. G. Krishnanunni.

3 recordsLinked to original sources

From an Elementary Proof of Error Representation for Hermite Quadrature to a Rediscovery of Legendre Polynomials and Rodrigues Formula

We generalize two-point interpolatory Hermite quadrature to functions with available values and the first (n-1) derivatives at both end points. Armed with integration by parts in the reverse form we provide an elementary derivation of an exact error represenation of Hermite quadrature rule. This approach possesses several advantages over the classical approaches: i) Only integration by parts is needed for the derivation; ii) the error representation requires much milder regularity, namely the existence of nth-order derivative rather than a (2n)th-order derivative of the function under consideration. As a result, our error formula is valid for less regular functions for which the classical ones are not valid; iii) our approach rediscovers Legendre polynomials and more interestingly it provides a surprisingly elegant relation between Legendre polynomial and Hermite interpolation. In particular, Legendre polynomials are precisely the error kernels for interpolatory Hermite quadrature rules; and iv) We also rediscover the Rodrigues formula for Legendre polynomials as part of our findings. For those who are interested in a different proof of the exact error representation for Hermite quadrature rule, we provide an alternative proof using the Peano kernel theorem. We also provide a composite interpolatory Hermite quadrature rule for practical applications.

math.NA↗

LiLaN: A Linear Latent Network as the Solution Operator for Real-Time Solutions to Stiff Nonlinear Ordinary Differential Equations

Solving stiff ordinary differential equations (StODEs) requires sophisticated numerical solvers, which are often computationally expensive. In general, traditional explicit time integration schemes with restricted time step sizes are not suitable for StODEs, and one must resort to costly implicit methods. On the other hand, state-of-the-art machine learning based methods, such as Neural ODE, poorly handle the timescale separation of various elements of the solutions to StODEs, while still requiring expensive implicit/explicit integration at inference time. In this work, we propose a linear latent network (LiLaN) approach in which the dynamics in the latent space can be integrated analytically, and thus numerical integration is completely avoided. At the heart of LiLaN are the following key ideas: i) two encoder networks to encode the initial condition together with parameters of the ODE to the slope and the initial condition for the latent dynamics, respectively. Since the latent dynamics, by design, are linear, the solution can be evaluated analytically; ii) a neural network to map the physical time to latent times, one for each latent variable. Finally, iii) a decoder network to decode the latent solution to the physical solution at the corresponding physical time. We provide a universal approximation theorem for the proposed LiLaN approach, showing that it can approximate the solution of any stiff nonlinear system on a compact set to any degree of accuracy epsilon. We also show an interesting fact that the dimension of the latent dynamical system in LiLaN is independent of epsilon. Numerical results on the "Robertson Stiff Chemical Kinetics Model," "Plasma Collisional-Radiative Model," and "Allen-Cahn" and "Cahn-Hilliard" PDEs suggest that LiLaN outperformed state-of-the-art machine learning approaches for handling stiff ordinary and partial differential equations.

stat.ML↗

On Unifying Randomized Methods For Inverse Problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation. More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as a sample average approximation enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. We present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

math.NA↗