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Daisuke Furihata

Publications and source records attributed to Daisuke Furihata.

10 recordsLinked to original sources

Online TT-ALS for Streaming Tensor Decomposition with Incremental Orthogonalization

Tensor Train (TT) decomposition is a powerful technique for analyzing high-dimensional data. Existing algorithms for computing TT decompositions can be categorized into two main types: conventional batch-based approaches and recursive online methods. In the context of streaming data, batch methods typically achieve higher reconstruction accuracy but often suffer from memory exhaustion, while online methods provide greater computational efficiency. In this work, we introduce Online TT-ALS (Alternating Least Squares), an algorithm that sequentially enforces orthogonality constraints. This approach allows for efficient and exact updates of the core tensor while maintaining high reconstruction accuracy. Theoretically, we prove that enforcing these orthogonal gauge constraints guarantees monotonic decrease of the local objective function and temporal smoothness. Computationally, our deterministic single-sweep update reduces the rank dependence from quadratic to linear, achieving an overall complexity of $\mathcal{O}(I^{n-1} r)$. Experimental results demonstrate that the proposed method outperforms existing online techniques not only in terms of mathematical approximation accuracy but also in human perception-based video quality metrics. Furthermore, compared to recent deep learning-based paradigms, our algebraic approach achieves speedups of several orders of magnitude. Consequently, our method exhibits high computational efficiency and is suitable for low-latency real-time processing applications.

math.NA

Accelerating SAV-based optimization via randomized low-rank Hessian approximation

We propose a new optimization method, the Nystr\"om-enhanced relaxed scalar auxiliary variable method (N-RSAV), which incorporates curvature information into the RSAV framework to accelerate convergence while preserving an unconditional modified energy dissipation law. Existing RSAV-based methods rely solely on first-order information and often suffer from slow convergence, particularly for ill-conditioned problems such as those arising in physics-informed neural networks (PINNs). To address this limitation, we design the linear operator in the RSAV scheme using approximate Hessian information obtained from a randomized low-rank Nystr\"om approximation. To preserve the dissipation structure, we enforce positive semidefiniteness through eigenvalue truncation. Furthermore, we introduce an adaptive strategy that reuses the approximate Hessian based on the deviation between the original and modified energies, significantly reducing computational cost. We also provide a convergence analysis of the RSAV scheme with a general positive semidefinite operator under the Polyak-Lojasiewicz (PL) condition and establish corresponding convergence guarantees for N-RSAV under the PL condition and an additional convexity assumption. Numerical experiments on ill-conditioned problems with effectively low-rank structure, including convex quadratic problems and training of PINNs, demonstrate that the proposed methods achieve substantially faster convergence than conventional RSAV-based approaches.

math.OC

Structure-Preserving Physics-Informed Neural Networks With Energy or Lyapunov Structure

Recently, there has been growing interest in using physics-informed neural networks (PINNs) to solve differential equations. However, the preservation of structure, such as energy and stability, in a suitable manner has yet to be established. This limitation could be a potential reason why the learning process for PINNs is not always efficient and the numerical results may suggest nonphysical behavior. Besides, there is little research on their applications on downstream tasks. To address these issues, we propose structure-preserving PINNs to improve their performance and broaden their applications for downstream tasks. Firstly, by leveraging prior knowledge about the physical system, a structure-preserving loss function is designed to assist the PINN in learning the underlying structure. Secondly, a framework that utilizes structure-preserving PINN for robust image recognition is proposed. Here, preserving the Lyapunov structure of the underlying system ensures the stability of the system. Experimental results demonstrate that the proposed method improves the numerical accuracy of PINNs for partial differential equations. Furthermore, the robustness of the model against adversarial perturbations in image data is enhanced.

cs.LG

A modified model for topic detection from a corpus and a new metric evaluating the understandability of topics

This paper presents a modified neural model for topic detection from a corpus and proposes a new metric to evaluate the detected topics. The new model builds upon the embedded topic model incorporating some modifications such as document clustering. Numerical experiments suggest that the new model performs favourably regardless of the document's length. The new metric, which can be computed more efficiently than widely-used metrics such as topic coherence, provides variable information regarding the understandability of the detected topics.

cs.CL

Composing a surrogate observation operator for sequential data assimilation

In data assimilation, state estimation is not straightforward when the observation operator is unknown. This study proposes a method for composing a surrogate operator when the true operator is unknown. A neural network is used to improve the surrogate model iteratively to decrease the difference between the observations and the results of the surrogate model. A twin experiment suggests that the proposed method outperforms approaches that tentatively use a specific operator throughout the data assimilation process.

cs.LG

A second-order accurate structure-preserving scheme for the Cahn-Hilliard equation with a dynamic boundary condition

We propose a structure-preserving finite difference scheme for the Cahn-Hilliard equation with a dynamic boundary condition using the discrete variational derivative method (DVDM). In this approach, it is important and essential how to discretize the energy which characterizes the equation. By modifying the conventional manner and using an appropriate summation-by-parts formula, we can use a standard central difference operator as an approximation of an outward normal derivative on the discrete boundary condition of the scheme. We show that our proposed scheme is second-order accurate in space, although the previous structure-preserving scheme by Fukao-Yoshikawa-Wada (Commun. Pure Appl. Anal. 16 (2017), 1915-1938) is first-order accurate in space. Also, we show the stability, the existence, and the uniqueness of the solution for the proposed scheme. Computation examples demonstrate the effectiveness of the proposed scheme. Especially through computation examples, we confirm that numerical solutions can be stably obtained by our proposed scheme.

math.NA

Strong convergence of a fully discrete finite element approximation of the stochastic Cahn-Hilliard equation

We consider the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a convex domain with polygonal boundary in dimension $d\le 3$. We discretize the equation using a standard finite element method in space and a fully implicit backward Euler method in time. By proving optimal error estimates on subsets of the probability space with arbitrarily large probability and uniform-in-time moment bounds we show that the numerical solution converges strongly to the solution as the discretization parameters tend to zero.

math.NA

Geometric numerical integrators for Hunter-Saxton-like equations

We present novel geometric numerical integrators for Hunter--Saxton-like equations by means of new multi-symplectic formulations and known Hamiltonian structures of the problems. We consider the Hunter--Saxton equation, the modified Hunter--Saxton equation, and the two-component Hunter--Saxton equation. Multi-symplectic discretisations based on these new formulations of the problems are exemplified by means of the explicit Euler box scheme, and Hamiltonian-preserving discretisations are exemplified by means of the discrete variational derivative method. We explain and justify the correct treatment of boundary conditions in a unified manner. This is necessary for a proper numerical implementation of these equations and was never explicitly clarified in the literature before, to the best of our knowledge. Finally, numerical experiments demonstrate the favourable behaviour of the proposed numerical integrators.

math.NA

A novel discrete variational derivative method using "average-difference methods"

We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of difference operators is essential to the discrete conservation law. Unfortunately, however, when we employ the standard central difference operator, the simplest one, the numerical solutions often suffer from undesirable spatial oscillations. In this letter, we propose a novel "average-difference method," which is tougher against such oscillations, and combine it with an existing conservative method. Theoretical and numerical analysis in the linear case show the superiority of the proposed method.

math.NA

Pathwise existence of solutions to the Implicit Euler method for the stochastic Cahn-Hilliard Equation

We consider the implicit Euler approximation of the stochastic Cahn-Hilliard equation driven by additive Gaussian noise in a spatial domain with smooth boundary in dimension $d\le 3$. We show pathwise existence and uniqueness of solutions for the method under a restriction on the step size that is independent of the size of the initial value and of the increments of the Wiener process. This result also relaxes the imposed assumption on the time step for the deterministic Cahn-Hilliard equation assumed in earlier existence proofs.

math.NA