arXiv subjects

Jianfeng Lu

Publications and source records attributed to Jianfeng Lu.

At least 235 records · Page 13Linked to original sources

arXiv2018

Stochastic dynamical low-rank approximation method

In this paper, we extend the dynamical low-rank approximation method to the space of finite signed measures. Under this framework, we derive stochastic low-rank dynamics for stochastic differential equations (SDEs) coming from classical stochastic dynamics or unraveling of Lindblad quantum master equations. We justify the proposed method by error analysis and also numerical examples for applications in solving high-dimensional SDE, stochastic Burgers' equation, and high-dimensional Lindblad equation.

math.NA↗

arXiv2018

Integrated Tempering Enhanced Sampling Method as the Infinite Switching Limit of Simulated Tempering

Fast and accurate sampling method is in high demand, in order to bridge the large gaps between molecular dynamic simulations and experimental observations. Recently, integrated tempering enhanced sampling method (ITS) has been proposed and successfully applied to various biophysical examples, significantly accelerating conformational sampling. The mathematical validation for its effectiveness has not been elucidated yet. Here we show that the integrated tempering enhanced sampling method can be viewed as a reformulation of the infinite switching limit of simulated tempering method over a mixed potential. Moreover, we demonstrate that the efficiency of simulated tempering molecular dynamics (STMD) improves as the frequency of switching between the temperatures is increased, based on the large deviation principle of empirical distributions. Our theory provides the theoretical justification of the advantage of ITS. Finally, we illustrate the utility of the infinite switching simulated tempering method through several numerical examples.

math.NA↗

arXiv2018

Solving parametric PDE problems with artificial neural networks

The curse of dimensionality is commonly encountered in numerical partial differential equations (PDE), especially when uncertainties have to be modeled into the equations as random coefficients. However, very often the variability of physical quantities derived from a PDE can be captured by a few features on the space of the coefficient fields. Based on such an observation, we propose using a neural-network (NN) based method to parameterize the physical quantity of interest as a function of input coefficients. The representability of such quantity using a neural-network can be justified by viewing the neural-network as performing time evolution to find the solutions to the PDE. We further demonstrate the simplicity and accuracy of the approach through notable examples of PDEs in engineering and physics.

math.NA↗

arXiv2018

Phase Space Sketching for Crystal Image Analysis based on Synchrosqueezed Transforms

Recent developments of imaging techniques enable researchers to visualize materials at the atomic resolution to better understand the microscopic structures of materials. This paper aims at automatic and quantitative characterization of potentially complicated microscopic crystal images, providing feedback to tweak theories and improve synthesis in materials science. As such, an efficient phase-space sketching method is proposed to encode microscopic crystal images in a translation, rotation, illumination, and scale invariant representation, which is also stable with respect to small deformations. Based on the phase-space sketching, we generalize our previous analysis framework for crystal images with simple structures to those with complicated geometry.

cond-mat.mtrl-sci↗

arXiv2018

Optimal artificial boundary condition for random elliptic media

We are given a uniformly elliptic coefficient field that we regard as a realization of a stationary and finite-range (say, range unity) ensemble of coefficient fields. Given a (deterministic) right-hand-side supported in a ball of size $\ell\gg 1$ and of vanishing average, we are interested in an algorithm to compute the (gradient of the) solution near the origin, just using the knowledge of the (given realization of the) coefficient field in some large box of size $L\gg\ell$. More precisely, we are interested in the most seamless (artificial) boundary condition on the boundary of the computational domain of size $L$. Motivated by the recently introduced multipole expansion in random media, we propose an algorithm. We rigorously establish an error estimate (on the level of the gradient) in terms of $L\gg\ell\gg 1$, using recent results in quantitative stochastic homogenization. More precisely, our error estimate has an a priori and an a posteriori aspect: With a priori overwhelming probability, the (random) prefactor can be bounded by a constant that is computable without much further effort, on the basis of the given realization in the box of size $L$. We also rigorously establish that the order of the error estimate in both $L$ and $\ell$ is optimal, where in this paper we focus on the case of $d=2$. This amounts to a lower bound on the variance of the quantity of interest when conditioned on the coefficients inside the computational domain, and relies on the deterministic insight that a sensitivity analysis wrt a defect commutes with (stochastic) homogenization. Finally, we carry out numerical experiments that show that this optimal convergence rate already sets in at only moderately large $L$, and that more naive boundary conditions perform worse both in terms of rate and prefactor.

math.NA↗

arXiv2018

Detecting localized eigenstates of linear operators

We describe a way of detecting the location of localized eigenvectors of a linear system $Ax = λx$ for eigenvalues $λ$ with $|λ|$ comparatively large. We define the family of functions $f_α: \left\{1.2. \dots, n\right\} \rightarrow \mathbb{R}_{}$ $$ f_α(k) = \log \left( \| A^α e_k \|_{\ell^2} \right),$$ where $α\geq 0$ is a parameter and $e_k = (0,0,\dots, 0,1,0, \dots, 0)$ is the $k-$th standard basis vector. We prove that eigenvectors associated to eigenvalues with large absolute value localize around local maxima of $f_α$: the metastable states in the power iteration method (slowing down its convergence) can be used to predict localization. We present a fast randomized algorithm and discuss different examples: a random band matrix, discretizations of the local operator $-Δ+ V$ and the nonlocal operator $(-Δ)^{3/4} + V$.

math.NA↗

arXiv2018

Game-Theoretic Design of Optimal Two-Sided Rating Protocols for Service Exchange Dilemma in Crowdsourcing

Despite the increasing popularity and successful examples of crowdsourcing, it is stripped of aureole when collective efforts are derailed or severely hindered by elaborate sabotage. A service exchange dilemma arises when non-cooperation among self-interested users, and zero social welfare is obtained at myopic equilibrium. Traditional rating protocols are not effective to overcome the inefficiency of the socially undesirable equilibrium due to specific features of crowdsourcing: a large number of anonymous users having asymmetric service requirements, different service capabilities, and dynamically joining/leaving a crowdsourcing platform with imperfect monitoring. In this paper, we develop the first game-theoretic design of the two-sided rating protocol to stimulate cooperation among self-interested users, which consists of a recommended strategy and a rating update rule. The recommended strategy recommends a desirable behavior from three predefined plans according to intrinsic parameters, while the rating update rule involves the update of ratings of both users, and uses differential punishments that punish users with different ratings differently. By quantifying necessary and sufficient conditions for a sustainable social norm, we formulate the problem of designing an optimal two-sided rating protocol that maximizes the social welfare among all sustainable protocols, provide design guidelines for optimal two-sided rating protocols and a low-complexity algorithm to select optimal design parameters in an alternate manner. Finally, evaluation results show the validity and effectiveness of our protocol designed for service exchange dilemma in crowdsourcing.

cs.GT↗

arXiv2018

On discrete Wigner transforms

In this work, we derive a discrete analog of the Wigner transform over the space $(\mathbb{C}^p)^{\otimes N}$ for any prime $p$ and any positive integer $N$. We show that the Wigner transform over this space can be constructed as the inverse Fourier transform of the standard Pauli matrices for $p=2$ or more generally of the Heisenberg-Weyl group elements for $p > 2$. We connect our work to a previous construction by Wootters of a discrete Wigner transform by showing that for all $p$, Wootters' construction corresponds to taking the inverse symplectic Fourier transform instead of the inverse Fourier transform. Finally, we discuss some implications of these results for the numerical simulation of many-body quantum spin systems.

math-ph↗

arXiv2018

Solving for high dimensional committor functions using artificial neural networks

In this note we propose a method based on artificial neural network to study the transition between states governed by stochastic processes. In particular, we aim for numerical schemes for the committor function, the central object of transition path theory, which satisfies a high-dimensional Fokker-Planck equation. By working with the variational formulation of such partial differential equation and parameterizing the committor function in terms of a neural network, approximations can be obtained via optimizing the neural network weights using stochastic algorithms. The numerical examples show that moderate accuracy can be achieved for high-dimensional problems.

cs.LG↗

arXiv2018

Riesz Energy on the Torus: Regularity of Minimizers

We study sets of $N$ points on the $d-$dimensional torus $\mathbb{T}^d$ minimizing interaction functionals of the type \[ \sum_{i, j =1 \atop i \neq j}^{N}{ f(x_i - x_j)}. \] The main result states that for a class of functions $f$ that behave like Riesz energies $f(x) \sim \|x\|^{-s}$ for $0< s < d$, the minimizing configuration of points has optimal regularity w.r.t. a Fourier-analytic regularity measure that arises in the study of irregularities of distribution. A particular consequence is that they are optimal quadrature points in the space of trigonometric polynomials up to a certain degree. The proof extends to other settings and also covers less singular functions such as $f(x) = \exp\bigl(- N^{\frac{2}{d}} \|x\|^2 \bigr)$.

math-ph↗

arXiv2018

Fundamental limitations for measurements in quantum many-body systems

Dynamical measurement schemes are an important tool for the investigation of quantum many-body systems, especially in the age of quantum simulation. Here, we address the question whether generic measurements can be implemented efficiently if we have access to a certain set of experimentally realizable measurements and can extend it through time evolution. For the latter, two scenarios are considered (a) evolution according to unitary circuits and (b) evolution due to Hamiltonians that we can control in a time-dependent fashion. We find that the time needed to realize a certain measurement to a predefined accuracy scales in general exponentially with the system size -- posing a fundamental limitation. The argument is based, on the construction of $\varepsilon$-packings for manifolds of observables with identical spectra and a comparison of their cardinalities to those of $\varepsilon$-coverings for quantum circuits and unitary time-evolution operators. The former is related to the study of Grassmann manifolds.

quant-ph↗

arXiv2018

Accelerated sampling by infinite swapping of path integral molecular dynamics with surface hopping

To accelerate the thermal equilibrium sampling of multi-level quantum systems, the infinite swapping limit of a recently proposed multi-level ring polymer representation is investigated. In the infinite swapping limit, the ring polymer evolves according to an averaged Hamiltonian with respect to all possible surface index configurations of the ring polymer, thus connects the surface hopping approach to the mean-field path integral molecular dynamics. A multiscale integrator for the infinite swapping limit is also proposed to enable efficient sampling based on the limiting dynamics. Numerical results demonstrate the huge improvement of sampling efficiency of the infinite swapping compared with the direct simulation of path integral molecular dynamics with surface hopping.

physics.chem-ph↗

arXiv2018

A Quantum Kinetic Monte Carlo Method for Quantum Many-body Spin Dynamics

We propose a general framework of quantum kinetic Monte Carlo algorithm, based on a stochastic representation of a series expansion of the quantum evolution. Two approaches have been developed in the context of quantum many-body spin dynamics, using different decomposition of the Hamiltonian. The effectiveness of the methods is tested for many-body spin systems up to 40 spins.

physics.comp-ph↗

arXiv2017

Rating Protocol Design for Extortion and Cooperation in the Crowdsourcing Contest Dilemma

Crowdsourcing has emerged as a paradigm for leveraging human intelligence and activity to solve a wide range of tasks. However, strategic workers will find enticement in their self-interest to free-ride and attack in a crowdsourcing contest dilemma game. Hence, incentive mechanisms are of great importance to overcome the inefficiency of the socially undesirable equilibrium. Existing incentive mechanisms are not effective in providing incentives for cooperation in crowdsourcing competitions due to the following features: heterogeneous workers compete against each other in a crowdsourcing platform with imperfect monitoring. In this paper, we take these features into consideration, and develop a novel game-theoretic design of rating protocols, which integrates binary rating labels with differential pricing to maximize the requester's utility, by extorting selfish workers and enforcing cooperation among them. By quantifying necessary and sufficient conditions for the sustainable social norm, we formulate the problem of maximizing the revenue of the requester among all sustainable rating protocols, provide design guidelines for optimal rating protocols, and design a low-complexity algorithm to select optimal design parameters which are related to differential punishments and pricing schemes. Simulation results demonstrate how intrinsic parameters impact on design parameters, as well as the performance gain of the proposed rating protocol.

cs.GT↗

arXiv2017

Methodological and computational aspects of parallel tempering methods in the infinite swapping limit

A variant of the parallel tempering method is proposed in terms of a stochastic switching process for the coupled dynamics of replica configuration and temperature permutation. This formulation is shown to facilitate the analysis of the convergence properties of parallel tempering by large deviation theory, which indicates that the method should be operated in the infinite swapping limit to maximize sampling efficiency. The effective equation for the replica alone that arises in this infinite swapping limit simply involves replacing the original potential by a mixture potential. The analysis of the geometric properties of this potential offers a new perspective on the issues of how to choose of temperature ladder, and why many temperatures should typically be introduced to boost the sampling efficiency. It is also shown how to simulate the effective equation in this many temperature regime using multiscale integrators. Finally, similar ideas are also used to discuss extensions of the infinite swapping limits to the technique of simulated tempering.

physics.chem-ph↗

arXiv2017

A quasinonlocal coupling method for nonlocal and local diffusion models

In this paper, we extend the idea of "geometric reconstruction" to couple a nonlocal diffusion model directly with the classical local diffusion in one dimensional space. This new coupling framework removes interfacial inconsistency, ensures the flux balance, and satisfies energy conservation as well as the maximum principle, whereas none of existing coupling methods for nonlocal-to-local coupling satisfies all of these properties. We establish the well-posedness and provide the stability analysis of the coupling method. We investigate the difference to the local limiting problem in terms of the nonlocal interaction range. Furthermore, we propose a first order finite difference numerical discretization and perform several numerical tests to confirm the theoretical findings. In particular, we show that the resulting numerical result is free of artifacts near the boundary of the domain where a classical local boundary condition is used, together with a coupled fully nonlocal model in the interior of the domain.

math.NA↗

arXiv2017

Asking the Difficult Questions: Goal-Oriented Visual Question Generation via Intermediate Rewards

Despite significant progress in a variety of vision-and-language problems, developing a method capable of asking intelligent, goal-oriented questions about images is proven to be an inscrutable challenge. Towards this end, we propose a Deep Reinforcement Learning framework based on three new intermediate rewards, namely goal-achieved, progressive and informativeness that encourage the generation of succinct questions, which in turn uncover valuable information towards the overall goal. By directly optimizing for questions that work quickly towards fulfilling the overall goal, we avoid the tendency of existing methods to generate long series of insane queries that add little value. We evaluate our model on the GuessWhat?! dataset and show that the resulting questions can help a standard Guesser identify a specific object in an image at a much higher success rate.

cs.CV↗

arXiv2017

Kill Two Birds with One Stone: Weakly-Supervised Neural Network for Image Annotation and Tag Refinement

The number of social images has exploded by the wide adoption of social networks, and people like to share their comments about them. These comments can be a description of the image, or some objects, attributes, scenes in it, which are normally used as the user-provided tags. However, it is well-known that user-provided tags are incomplete and imprecise to some extent. Directly using them can damage the performance of related applications, such as the image annotation and retrieval. In this paper, we propose to learn an image annotation model and refine the user-provided tags simultaneously in a weakly-supervised manner. The deep neural network is utilized as the image feature learning and backbone annotation model, while visual consistency, semantic dependency, and user-error sparsity are introduced as the constraints at the batch level to alleviate the tag noise. Therefore, our model is highly flexible and stable to handle large-scale image sets. Experimental results on two benchmark datasets indicate that our proposed model achieves the best performance compared to the state-of-the-art methods.

cs.CV↗