arXiv subjects

Harbir Antil

Publications and source records attributed to Harbir Antil.

At least 55 records · Page 3Linked to original sources

arXiv2024

Smoothed Moreau-Yosida Tensor Train Approximation of State-constrained Optimization Problems under Uncertainty

We propose an algorithm to solve optimization problems constrained by partial (ordinary) differential equations under uncertainty, with almost sure constraints on the state variable. To alleviate the computational burden of high-dimensional random variables, we approximate all random fields by the tensor-train decomposition. To enable efficient tensor-train approximation of the state constraints, the latter are handled using the Moreau-Yosida penalty, with an additional smoothing of the positive part (plus/ReLU) function by a softplus function. In a special case of a quadratic cost minimization constrained by linear elliptic partial differential equations, and some additional constraint qualification, we prove strong convergence of the regularized solution to the optimal control. This result also proposes a practical recipe for selecting the smoothing parameter as a function of the penalty parameter. We develop a second order Newton type method with a fast matrix-free action of the approximate Hessian to solve the smoothed Moreau-Yosida problem. This algorithm is tested on benchmark elliptic problems with random coefficients, optimization problems constrained by random elliptic variational inequalities, and a real-world epidemiological model with 20 random variables. These examples demonstrate mild (at most polynomial) scaling with respect to the dimension and regularization parameters.

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arXiv2024

Integer Optimal Control with Fractional Perimeter Regularization

Motivated by many applications, optimal control problems with integer controls have recently received a significant attention. Some state-of-the-art work uses perimeter-regularization to derive stationarity conditions and trust-region algorithms. However, the discretization is difficult in this case because the perimeter is concentrated on a set of dimension $d - 1$ for a domain of dimension $d$. This article proposes a potential way to overcome this challenge by using the fractional nonlocal perimeter with fractional exponent $0<α<1$. In this way, the boundary integrals in the perimeter regularization are replaced by volume integrals. Besides establishing some non-trivial properties associated with this perimeter, a $Γ$-convergence result is derived. This result establishes convergence of minimizers of fractional perimeter-regularized problem, to the standard one, as the exponent $α$ tends to 1. In addition, the stationarity results are derived and algorithmic convergence analysis is carried out for $α\in (0.5,1)$ under an additional assumption on the gradient of the reduced objective. The theoretical results are supplemented by a preliminary computational experiment. We observe that the isotropy of the total variation may be approximated by means of the fractional perimeter functional.

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arXiv2024

Elliptic Reconstruction and A Posteriori Error Estimates for Parabolic Variational Inequalities

Elliptic reconstruction property, originally introduced by Makridakis and Nochetto for linear parabolic problems, is a well-known tool to derive optimal a posteriori error estimates. No such results are known for nonlinear and nonsmooth problems such as parabolic variational inequalities (VIs). This article establishes the elliptic reconstruction property for parabolic VIs and derives a posteriori error estimates in $L^{\infty}(0,T;L^{2}(Ω))$. The estimator consists of discrete complementarity terms and standard residual. As an application, the residual-type error estimates are presented.

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arXiv2024

Mathematical Opportunities in Digital Twins (MATH-DT)

The report describes the discussions from the Workshop on Mathematical Opportunities in Digital Twins (MATH-DT) from December 11-13, 2023, George Mason University. It illustrates that foundational Mathematical advances are required for Digital Twins (DTs) that are different from traditional approaches. A traditional model, in biology, physics, engineering or medicine, starts with a generic physical law (e.g., equations) and is often a simplification of reality. A DT starts with a specific ecosystem, object or person (e.g., personalized care) representing reality, requiring multi -scale, -physics modeling and coupling. Thus, these processes begin at opposite ends of the simulation and modeling pipeline, requiring different reliability criteria and uncertainty assessments. Additionally, unlike existing approaches, a DT assists humans to make decisions for the physical system, which (via sensors) in turn feeds data into the DT, and operates for the life of the physical system. While some of the foundational mathematical research can be done without a specific application context, one must also keep specific applications in mind for DTs. E.g., modeling a bridge or a biological system (a patient), or a socio-technical system (a city) is very different. The models range from differential equations (deterministic/uncertain) in engineering, to stochastic in biology, including agent-based. These are multi-scale hybrid models or large scale (multi-objective) optimization problems under uncertainty. There are no universal models or approaches. For e.g., Kalman filters for forecasting might work in engineering, but can fail in biomedical domain. Ad hoc studies, with limited systematic work, have shown that AI/ML methods can fail for simple engineering systems and can work well for biomedical problems. A list of `Mathematical Opportunities and Challenges' concludes the report.

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arXiv2024

Exterior Nonlocal Variational Inequalities

This paper introduces a new class of variational inequalities where the obstacle is placed in the exterior domain that is disjoint from the observation domain. This is carried out with the help of nonlocal fractional operators. The need for such novel variational inequalities stems from the fact that the classical approach only allows placing the obstacle either inside the observation domain or on the boundary. A complete analysis of the continuous problem is provided. Additionally, perturbation arguments to approximate the problem are discussed.

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arXiv2024

Well-posedness of a Pseudo-Parabolic KWC System in Materials Science

The original KWC-system is widely used in materials science. It was proposed in [Kobayashi et al, Physica D, 140, 141--150 (2000)] and is based on the phase field model of planar grain boundary motion. This model suffers from two key challenges. Firstly, it is difficult to establish its relation to physics, in particular, a variational model. Secondly, it lacks uniqueness. The former has been recently studied within the realm of BV-theory. The latter only holds under various simplifications. This article introduces a pseudo-parabolic version of the KWC-system. A direct relationship with variational model (as gradient-flow) and uniqueness are established without making any unrealistic simplifications. Namely, this is the first KWC-system which is both physically and mathematically valid. The proposed model overcomes the well-known open issues.

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arXiv2023

A Discontinuous Galerkin Method for Optimal Control of the Obstacle Problem

This article provides quasi-optimal a priori error estimates for an optimal control problem constrained by an elliptic obstacle problem where the finite element discretization is carried out using the symmetric interior penalty discontinuous Galerkin method. The main proofs are based on the improved $L^2$-error estimates for the obstacle problem, the discrete maximum principle, and a well-known quadratic growth property. The standard (restrictive) assumptions on mesh are not assumed here.

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arXiv2023

On The Use of Risk Measures in Digital Twins to Identify Weaknesses in Structures

Given measurements from sensors and a set of standard forces, an optimization based approach to identify weakness in structures is introduced. The key novelty lies in letting the load and measurements to be random variables. Subsequently the conditional-value-at-risk (CVaR) is minimized subject to the elasticity equations as constraints. CVaR is a risk measure that leads to minimization of rare and low probability events which the standard expectation cannot. The optimization variable is the (deterministic) strength factor which appears as a coefficient in the elasticity equation, thus making the problem nonconvex. Due to uncertainty, the problem is high dimensional and, due to CVaR, the problem is nonsmooth. An adjoint based approach is developed with quadrature in the random variables. Numerical results are presented in the context of a plate, a large structure with trusses similar to those used in solar arrays or cranes, and a footbridge.

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arXiv2023

High-Fidelity Digital Twins: Detecting and Localizing Weaknesses in Structures

An adjoint-based procedure to determine weaknesses, or, more generally, the material properties of structures is developed and tested. Given a series of load cases and corresponding displacement/strain measurements, the material properties are obtained by minimizing the weighted differences between the measured and computed values. In a subsequent step, techniques to minimize the number of load cases and sensors are proposed and tested. Several examples show the viability, accuracy and efficiency of the proposed methodology and its potential use for high fidelity digital twins.

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arXiv2023

On-Manifold Projected Gradient Descent

This work provides a computable, direct, and mathematically rigorous approximation to the differential geometry of class manifolds for high-dimensional data, along with nonlinear projections from input space onto these class manifolds. The tools are applied to the setting of neural network image classifiers, where we generate novel, on-manifold data samples, and implement a projected gradient descent algorithm for on-manifold adversarial training. The susceptibility of neural networks (NNs) to adversarial attack highlights the brittle nature of NN decision boundaries in input space. Introducing adversarial examples during training has been shown to reduce the susceptibility of NNs to adversarial attack; however, it has also been shown to reduce the accuracy of the classifier if the examples are not valid examples for that class. Realistic "on-manifold" examples have been previously generated from class manifolds in the latent of an autoencoder. Our work explores these phenomena in a geometric and computational setting that is much closer to the raw, high-dimensional input space than can be provided by VAE or other black box dimensionality reductions. We employ conformally invariant diffusion maps (CIDM) to approximate class manifolds in diffusion coordinates, and develop the Nyström projection to project novel points onto class manifolds in this setting. On top of the manifold approximation, we leverage the spectral exterior calculus (SEC) to determine geometric quantities such as tangent vectors of the manifold. We use these tools to obtain adversarial examples that reside on a class manifold, yet fool a classifier. These misclassifications then become explainable in terms of human-understandable manipulations within the data, by expressing the on-manifold adversary in the semantic basis on the manifold.

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arXiv2023

Analysis of a sinc-Galerkin Method for the Fractional Laplacian

We provide the convergence analysis for a sinc-Galerkin method to solve the fractional Dirichlet problem. This can be understood as a follow-up of an earlier article by the same authors, where the authors presented a sinc-function based method to solve fractional PDEs. While the original method was formulated as a collocation method, we show that the same method can be interpreted as a nonconforming Galerkin method, giving access to abstract error estimates. Optimal order of convergence is shown without any unrealistic regularity assumptions on the solution.

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arXiv2023

GNEP Based Dynamic Segmentation and Motion Estimation for Neuromorphic Imaging

This paper explores the application of event-based cameras in the domains of image segmentation and motion estimation. These cameras offer a groundbreaking technology by capturing visual information as a continuous stream of asynchronous events, departing from the conventional frame-based image acquisition. We introduce a Generalized Nash Equilibrium based framework that leverages the temporal and spatial information derived from the event stream to carry out segmentation and velocity estimation. To establish the theoretical foundations, we derive an existence criteria and propose a multi-level optimization method for calculating equilibrium. The efficacy of this approach is shown through a series of experiments.

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arXiv2023

Randomized Reduced Basis Methods for Parameterized Fractional Elliptic PDEs

This paper is interested in developing reduced order models (ROMs) for repeated simulation of fractional elliptic partial differential equations (PDEs) for multiple values of the parameters (e.g., diffusion coefficients or fractional exponent) governing these models. These problems arise in many applications including simulating Gaussian processes, and geophysical electromagnetics. The approach uses the Kato integral formula to express the solution as an integral involving the solution of a parametrized elliptic PDE, which is discretized using finite elements in space and sinc quadrature for the fractional part. The offline stage of the ROM is accelerated using a solver for shifted linear systems, MPGMRES-Sh, and using a randomized approach for compressing the snapshot matrix. Our approach is both computational and memory efficient. Numerical experiments on a range of model problems, including an application to Gaussian processes, show the benefits of our approach.

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arXiv2023

Sparse optimization problems in fractional order Sobolev spaces

We consider optimization problems in the fractional order Sobolev spaces $H^s(Ω)$, $s\in (0,1)$, with sparsity promoting objective functionals containing $L^p$-pseudonorms, $p\in (0,1)$. Existence of solutions is proven. By means of a smoothing scheme, we obtain first-order optimality conditions. An algorithm based on this smoothing scheme is developed. Weak limit points of iterates are shown to satisfy a stationarity system that is slightly weaker than that given by the necessary condition.

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arXiv2023

A Note on Dimensionality Reduction in Deep Neural Networks using Empirical Interpolation Method

Empirical interpolation method (EIM) is a well-known technique to efficiently approximate parameterized functions. This paper proposes to use EIM algorithm to efficiently reduce the dimension of the training data within supervised machine learning. This is termed as DNN-EIM. Applications in data science (e.g., MNIST) and parameterized (and time-dependent) partial differential equations (PDEs) are considered. The proposed DNNs in case of classification are trained in parallel for each class. This approach is sequential, i.e., new classes can be added without having to retrain the network. In case of PDEs, a DNN is designed corresponding to each EIM point. Again, these networks can be trained in parallel, for each EIM point. In all cases, the parallel networks require fewer than ten times the number of training weights. Significant gains are observed in terms of training times, without sacrificing accuracy.

cs.LG↗

arXiv2023

Adjoint-based Determination of Weaknesses in Structures

An adjoint-based procedure to determine weaknesses, or, more generally the material properties of structures is developed and tested. Given a series of force and deformation/strain measurements, the material properties are obtained by minimizing the weighted differences between the measured and computed values. Several examples with truss, plain strain and volume elements show the viability, accuracy and efficiency of the proposed methodology using both displacement and strain measurements. An important finding was that in order to obtain reliable, convergent results the gradient of the cost function has to be smoothed.

math.OC↗

arXiv2023

Strong stationarity for optimal control problems with non-smooth integral equation constraints: Application to continuous DNNs

Motivated by the residual type neural networks (ResNet), this paper studies optimal control problems constrained by a non-smooth integral equation. Such non-smooth equations, for instance, arise in the continuous representation of fractional deep neural networks (DNNs). Here the underlying non-differentiable function is the ReLU or max function. The control enters in a nonlinear and multiplicative manner and we additionally impose control constraints. Because of the presence of the non-differentiable mapping, the application of standard adjoint calculus is excluded. We derive strong stationary conditions by relying on the limited differentiability properties of the non-smooth map. While traditional approaches smoothen the non-differentiable function, no such smoothness is retained in our final strong stationarity system. Thus, this work also closes a gap which currently exists in continuous neural networks with ReLU type activation function.

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arXiv2023

Bilevel Inverse Problems in Neuromorphic Imaging

Event or Neuromorphic cameras are novel biologically inspired sensors that record data based on the change in light intensity at each pixel asynchronously. They have a temporal resolution of microseconds. This is useful for scenes with fast moving objects that can cause motion blur in traditional cameras, which record the average light intensity over an exposure time for each pixel synchronously. This paper presents a bilevel inverse problem framework for neuromorphic imaging. Existence of solution to the inverse problem is established. Second order sufficient conditions are derived under special situations for this nonconvex problem. A second order Newton type solver is derived to solve the problem. The efficacy of the approach is shown on several examples.

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