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Zhen Miao

Publications and source records attributed to Zhen Miao.

7 recordsLinked to original sources

Two-scale exponential integrators with uniform accuracy for three-dimensional charged-particle dynamics under strong magnetic field

The numerical simulation of three-dimensional charged-particle dynamics (CPD) under strong magnetic field is a basic and challenging algorithmic task in plasma physics. In this paper, we introduce a new methodology to design two-scale exponential integrators for three-dimensional CPD whose magnetic field's strength is inversely proportional to a dimensionless and small parameter $0<\varepsilon \ll 1$. By dealing with the transformed form of three-dimensional CPD, we linearize the magnetic field and put the residual component in a new nonlinear function which is shown to be uniformly bounded. Based on this foundation and the proposed two-scale exponential integrators, a class of novel integrators is formulated and studied. The corresponding uniform accuracy of the proposed $r$-th order integrator is shown to be $\mathcal{O}(h^r)$, where $r=1,2,3,4$ and the constant symbolized by $\mathcal{O}$, the time stepsize $h$ and the computation cost are all independent of $\varepsilon$. Moreover, in the case of maximal ordering strong magnetic field, improved error bound $\mathcal{O}(\varepsilon^r h^r)$ is obtained for the proposed $r$-th order integrator. A rigorous proof of these uniform and improved error bounds is presented, and a numerical test is performed to illustrate the error and efficiency behaviour of the proposed integrators.

math.NA

Solving nonlinear Klein-Gordon equation with non-smooth solution by a geometric low-regularity integrator

In this paper, we formulate and analyse a geometric low-regularity integrator for solving the nonlinear Klein-Gordon equation in the $d$-dimensional space with $d=1,2,3$. The integrator is constructed based on the two-step trigonometric method and thus it has a simple form. Error estimates are rigorously presented to show that the integrator can achieve second-order time accuracy in the energy space under the regularity requirement in $H^{1+\frac{d}{4}}\times H^{\frac{d}{4}}$. Moreover, the time symmetry of the scheme ensures its good long-time energy, momentum and action conservations which are rigorously proved by the technique of modulated Fourier expansions. A numerical test is presented and the numerical results demonstrate the superiorities of the new integrator over some existing methods.

math.NA

Bayesian Finite Mixtures of Ising Models

We introduce finite mixtures of Ising models as a novel approach to study multivariate patterns of associations of binary variables. Our proposed models combine the strengths of Ising models and multivariate Bernoulli mixture models. We examine conditions required for the identifiability of Ising mixture models, and develop a Bayesian framework for fitting them. Through simulation experiments and real data examples, we show that Ising mixture models lead to meaningful results for sparse binary contingency tables.

stat.ME

Two-scale integrators with high accuracy and long-time conservations for the nonlinear Klein-Gordon equation in the nonrelativistic limit regime

In this paper, we are concerned with two-scale integrators for the non-relativistic Klein--Gordon (NRKG) equation with a dimensionless parameter $0<\varepsilon\ll 1$, which is inversely proportional to the speed of light. The highly oscillatory property in time of this model corresponds to the parameter $\varepsilon$ and the equation {in the form of $\partial_{tt}u -\frac{\Delta}{\eps^2} u +\frac{1}{\eps^4}u +\frac{\lambda}{\varepsilon^2} f(u)=0$} {has a factor $1/\varepsilon^2$ in front of the nonlinearity which means that this part becomes strong when $\varepsilon$ is small. These} two aspects bring significantly numerical burdens in designing numerical methods. {We propose a class of two-scale integrators which is constructed based on some reformulations to the system, Fourier pseudo-spectral method and exponential integrators.} Two practical integrators up to order three and four are constructed by using some symmetric conditions and the stiff order conditions of implicit exponential integrators. The convergence of the obtained integrators is rigorously studied, and it is shown that the uniform accuracy in time is $\mathcal{O}(h^3)$ and $\mathcal{O}(h^4)$ for the time stepsize $h$. The near energy conservation over long times is also established for the multi-stage integrators by using modulated Fourier expansions.

math.NA

Nonparametric mixture MLEs under Gaussian-smoothed optimal transport distance

The Gaussian-smoothed optimal transport (GOT) framework, pioneered in Goldfeld et al. (2020) and followed up by a series of subsequent papers, has quickly caught attention among researchers in statistics, machine learning, information theory, and related fields. One key observation made therein is that, by adapting to the GOT framework instead of its unsmoothed counterpart, the curse of dimensionality for using the empirical measure to approximate the true data generating distribution can be lifted. The current paper shows that a related observation applies to the estimation of nonparametric mixing distributions in discrete exponential family models, where under the GOT cost the estimation accuracy of the nonparametric MLE can be accelerated to a polynomial rate. This is in sharp contrast to the classical sub-polynomial rates based on unsmoothed metrics, which cannot be improved from an information-theoretical perspective. A key step in our analysis is the establishment of a new Jackson-type approximation bound of Gaussian-convoluted Lipschitz functions. This insight bridges existing techniques of analyzing the nonparametric MLEs and the new GOT framework.

math.ST

Fisher-Pitman permutation tests based on nonparametric Poisson mixtures with application to single cell genomics

This paper investigates the theoretical and empirical performance of Fisher-Pitman-type permutation tests for assessing the equality of unknown Poisson mixture distributions. Building on nonparametric maximum likelihood estimators (NPMLEs) of the mixing distribution, these tests are theoretically shown to be able to adapt to complicated unspecified structures of count data and also consistent against their corresponding ANOVA-type alternatives; the latter is a result in parallel to classic claims made by Robinson (Robinson, 1973). The studied methods are then applied to a single-cell RNA-seq data obtained from different cell types from brain samples of autism subjects and healthy controls; empirically, they unveil genes that are differentially expressed between autism and control subjects yet are missed using common tests. For justifying their use, rate optimality of NPMLEs is also established in settings similar to nonparametric Gaussian (Wu and Yang, 2020a) and binomial mixtures (Tian et al., 2017; Vinayak et al., 2019).

stat.ME

Bi-$s^*$-Concave Distributions

We introduce new shape-constrained classes of distribution functions on R, the bi-$s^*$-concave classes. In parallel to results of Dümbgen, Kolesnyk, and Wilke (2017) for what they called the class of bi-log-concave distribution functions, we show that every $s$-concave density $f$ has a bi-$s^*$-concave distribution function $F$ for $s^*\leq s/(s+1)$. Confidence bands building on existing nonparametric bands, but accounting for the shape constraint of bi-$s^*$-concavity, are also considered. The new bands extend those developed by Dümbgen et al. (2017) for the constraint of bi-log-concavity. We also make connections between bi-$s^*$-concavity and finiteness of the Csörgő - Révész constant of $F$ which plays an important role in the theory of quantile processes.

math.ST