Exponential Integral Research Articles

Structural Changes in Nonlocal Denoising Models Arising Through Bi-Level Parameter Learning

We introduce a unified framework based on bi-level optimization schemes to deal with parameter learning in the context of image processing. The goal is to identify the optimal regularizer within a family depending on a parameter in a general topological space. Our focus lies on the situation with non-compact parameter domains, which is, for example, relevant when the commonly used box constraints are disposed of. To overcome this lack of compactness, we propose a natural extension of the upper-level functional to the closure of the parameter domain via Gamma-convergence, which captures possible structural changes in the reconstruction model at the edge of the domain. Under two main assumptions, namely, Mosco-convergence of the regularizers and uniqueness of minimizers of the lower-level problem, we prove that the extension coincides with the relaxation, thus admitting minimizers that relate to the parameter optimization problem of interest. We apply our abstract framework to investigate a quartet of practically relevant models in image denoising, all featuring nonlocality. The associated families of regularizers exhibit qualitatively different parameter dependence, describing a weight factor, an amount of nonlocality, an integrability exponent, and a fractional order, respectively. After the asymptotic analysis that determines the relaxation in each of the four settings, we finally establish theoretical conditions on the data that guarantee structural stability of the models and give examples of when stability is lost.

Double coset operators and eta-quotients

We study a type of generalized double coset operators which may change the characters of modular forms. For any pair of characters v1 and v2, we describe explicitly those operators mapping modular forms of character v1 to those of v2. We give three applications, concerned with eta-quotients. For the first application, we give many pairs of eta-quotients of small weights and levels, such that there are operators map one eta-quotient to another. We also find out these operators. For the second application, we apply the operators to eta-powers whose exponents are positive integers not greater than 24. This results in recursive formulas of the coefficients of these functions, generalizing Newman's theorem. For the third application, we describe a criterion and an algorithm of whether and how an eta-power of arbitrary integral exponent can be expressed as a linear combination of certain eta-quotients.

A uniformly accurate method for the Klein-Gordon-Dirac system in the nonrelativistic regime

A multiscale time integrator Fourier pseudospectral (MTI-FP) method is presented for discretizing the massive Klein-Gordon-Dirac (KGD) system which involves a small dimensionless parameter 0<ε≤1. In the nonrelativistic limit regime, the KGD system admits rapid oscillations in time as ε→0+. In addition, the nonlinear Yukawa interaction and the indefinite Dirac operator bring other significant difficulties. The main idea of the MTI-FP method is to construct a precise multiscale decomposition by the frequency (MDF) to the solution of the KGD system at each time step and then employ the Fourier pseudospectral discretization for the spatial derivatives followed with the exponential wave integrator (EWI) for the time marching. This approach is explicit, easy to implement and preforms significantly better than the classical methods in the literature. More specifically, we rigorously establish the uniform error bounds at O(τ+hm0−1) for all ε∈(0,1] and optimal quadratic temporal error bounds at O(τ2) in the ε=O(1) regime, where τ is the time step size, h is mesh size and m0 depends on the regularity of the solution. Extensive numerical results demonstrate that our error bounds are optimal and sharp. Finally, we apply the MTI-FP method to numerically study the nonrelativistic limit behaviors of the KGD system when ε→0+.

Analytical Approximations of Well Function by Solving the Governing Differential Equation Representing Unsteady Groundwater Flow in a Confined Aquifer

A solution of the governing equation representing the drawdown in a horizontal confined aquifer, where groundwater flow is unsteady, was first provided by Theis and is famously known as the Theis solution. This solution was given in terms of an exponential integral, also called the well function, for which simple and reliable approximations are preferred due to their practical applications. To that end, several approximations are available in the literature, of which some are based on series approximations for the integral, and others are numerical approximations. This study employs three kinds of homotopy-based methods, namely the homotopy analysis method (HAM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), for analytically solving the governing partial differential equation (PDE). For convenience, the PDE is first converted to a boundary value problem (BVP) using a similarity transformation. Comparing the series approximations obtained using these methods with the Theis solution, it is found that the 10th-order HAM, and just three terms of OHAM-based solutions, provide accurate approximations. On the other hand, the HPM-based solution is found to be accurate only within a small domain. Further, the proposed approximations are compared with several series and numerical approximations available in the literature using the percentage error. The proposed methodology provides accurate approximations of the well function by directly solving the governing differential equation in a general framework and thus can be adapted to other practical situations arising in groundwater flow.

Structure‐preserving exponential wave integrator methods and the long‐time convergence analysis for the Klein‐Gordon‐Dirac equation with the small coupling constant

AbstractRecently, the numerical methods for long‐time dynamics of PDEs with weak nonlinearity (or small potentials) have received more and more attention. For the Klein‐Gordon‐Dirac (KGD) equation with the small coupling constant , we propose two time symmetric and structure‐preserving exponential wave integrator Fourier pseudo‐spectral (TSSPEWIFP) methods under periodic boundary conditions. The new methods are proved to preserve the energy in discrete level and in addition the first one preserves the modified discrete mass. Through rigorous error analysis, we establish uniform error bounds of the numerical solutions at up to the time at for where and are the mesh size and time step, respectively, and depends on the regularity conditions. Compared with the results of existing numerical analysis, our analysis has the advantage of showing the long time numerical errors for the KGD equation with the small coupling constant. The tools for error analysis mainly include cut‐off technique and the standard energy method. We also extend the results on error bounds, structure‐preservation and time symmetry to the oscillatory KGD equation with wavelength at in time which is equivalent to the KGD equation with small coupling constant. Numerical experiments confirm that the theoretical results are correct. Our methods are novel because that to the best of our knowledge there has not been any energy‐preserving exponential wave integrator method and any relevant long time analysis for the KGD equation.

Stirling's approximation and a hidden link between two of Ramanujan's approximations

A conjectured relation between Ramanujan's asymptotic approximations to the exponential function and the exponential integral is established. The proof involves Stirling numbers, second-order Eulerian numbers, modifications of both of these, and Stirling's approximation to the gamma function. Our work provides new information about the coefficients in Stirling's approximation and their connection to Ramanujan's approximation coefficients. A more analytic second proof of the main result is also included in an appendix.

L 2 hypocoercivity, deviation bounds, hitting times and Lyapunov functions

We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of the hitting time of sets with positive measure. Moreover, in the case of diffusion processes and under a strong hypoellipticity assumption, we prove that $L^2$ hypocoercivity implies the existence of a Lyapunov function for the generator.

Study of Forward and Backward Scattering in Two-Region Milne Problem for Non-absorbing Medium Using a Synthetic Kernel

In this work, the effect of an extremely anisotropic scattering function on the two-region Milne problem is studied. This scattering function divides the neutrons resulting from the collisions into three parts; part ( which moves backward, part (m) which moves forward, and part (n) which emerge isotropically from the collisions, where + m + n = 1. The integral version of the transport equation is solved using trial functions based on Case’s eigenmodes and exponential integral function. Hence, the solution to the Milne problem is formulated in terms of characteristic quantities such as the extrapolation length and the fractional scalar flux discontinuity. Numerical results for the analytically evaluated quantities are presented. Some of our numerical results are compared with the available published results.

An exponential integration generalized multiscale finite element method for parabolic problems

We consider linear and semilinear parabolic problems posed in high-contrast multiscale media in two dimensions. The presence of high-contrast multiscale media adversely affects the accuracy, stability, and overall efficiency of numerical approximations such as finite elements in space combined with some time integrator. In many cases, implementing time discretizations such as finite differences or exponential integrators may be impractical because each time iteration needs the computation of matrix operators involving very large and ill-conditioned sparse matrices. Here, we propose an efficient Generalized Multiscale Finite Element Method (GMsFEM) that is robust against the high-contrast diffusion coefficient. We combine GMsFEM with exponential integration in time to obtain a good approximation of the final time solution. Our approach is efficient and practical because it computes matrix functions of small matrices given by the GMsFEM method. We present representative numerical experiments that show the advantages of combining exponential integration and GMsFEM approximations. The constructions and methods developed here can be easily adapted to three-dimensional domains.

Scalable matrix-free solver for 3D transfer of polarized radiation in stellar atmospheres

We present an efficient and massively parallel solution strategy for the transfer problem of polarized radiation, for a 3D stationary medium out of local thermodynamic equilibrium. Scattering processes are included accounting for partial frequency redistribution effects. Such a setting is one of the most challenging ones in radiative transfer modeling. The problem is formulated for a two-level atomic model, which allows linearization. The discrete ordinate method alongside an exponential integrator are used for discretization. Efficient solution is obtained with a Krylov method equipped with a tailored physics-based preconditioner. A matrix-free approach results in a lightweight implementation, suited for tackling large problems. Near-optimal strong and weak scalability are obtained with two complementary decompositions of the computational domain. The presented approach made it possible to perform simulations for the Ca i line at 4227Å with more than 109 degrees of freedom in less than half an hour on massively parallel machines, always converging in a few iterations for the proposed tests.

Jacobian-free High Order Local Linearization methods for large systems of initial value problems

In this paper, the class of Jacobian-free High Order Local Linearization (HOLL) methods is introduced for integrating large systems of initial value problems. Unlike other high order exponential integrators, this new class of methods involves the approximation of just a single phi-function times vector and does not require the evaluation and storing of Jacobian matrices, which result more efficient in terms of flops operations and computer memory. Specifically, the new Jacobian-free integrators are constructed by approximating the products of Jacobian matrix times vector that appear in the ordinary HOLL methods. A general result on the convergence rate of the new methods is derived in terms of the convergence rate of the mentioned approximations, resulting in a simple order condition that preserves the order of the ordinary HOLL methods. To design effective integrators of the new class, a novel Matrix-free Krylov-Padé approximation to the product of phi-function times vector is also proposed as well as an adaptive strategy for the automatic selection of the Krylov dimension and Padé order. As a particular instance, a class of Jacobian-free Locally Linearized Runge-Kutta schemes is developed, and schemes of third to fifth order explicitly constructed. Numerical simulations are provided illustrating the theoretical findings concerning the convergence rate of the introduced methods as well as their performance in comparison with other Jacobian-free integrators.

Some results on derangement polynomials

We study moments of the difference $D_n(x)-x^n n! {\rm e}^{-1/x}$ concerning derangement polynomials $D_n(x)$. For the first moment, we obtain an explicit formula in terms of the exponential integral function and we show that it is always negative for $x>0$. For the higher moments, we obtain a multiple integral representation of the order of the moment under computation.

Exploiting Kronecker structure in exponential integrators: Fast approximation of the action of [formula omitted]-functions of matrices via quadrature

In this article, we propose an algorithm for approximating the action of φ−functions of matrices against vectors, which is a key operation in exponential time integrators. In particular, we consider matrices with Kronecker sum structure, which arise from problems admitting a tensor product representation. The method is based on quadrature approximations of the integral form of the φ−functions combined with a scaling and modified squaring method. Owing to the Kronecker sum representation, only actions of 1D matrix exponentials are needed at each quadrature node and assembly of the full matrix can be avoided. Additionally, we derive a priori bounds for the quadrature error, which show that, as expected by classical theory, the rate of convergence of our method is supergeometric. Guided by our analysis, we construct a fast and robust method for estimating the optimal scaling factor and number of quadrature nodes that minimizes the total cost for a prescribed error tolerance. We investigate the performance of our algorithm by solving several linear and semilinear time-dependent problems in 2D and 3D. The results show that our method is accurate and orders of magnitude faster than the current state-of-the-art.

Numerical solutions of the time‐dependent Schrödinger equation with position‐dependent effective mass

AbstractNumerical solution of the time‐dependent Schrödinger equation with a position‐dependent effective mass is challenging to compute due to the presence of the non‐constant effective mass. To tackle the problem we present operator splitting‐based numerical methods. The wavefunction will be propagated either by the Krylov subspace method‐based exponential integration or by an asymptotic Green's function‐based time propagator. For the former, the wavefunction is given by a matrix exponential whose associated matrix–vector product can be approximated by the Krylov subspace method; and for the latter, the wavefunction is propagated by an integral with retarded Green's function that is approximated asymptotically. The methods have complexity per step with appropriate algebraic manipulations and fast Fourier transform, where is the number of spatial points. Numerical experiments are presented to demonstrate the accuracy, efficiency, and stability of the methods.

A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We obtain a necessary and sufficient condition for the convergence of the derivative martingale of such a process to a non-trivial limit in terms of $(\sigma^2,a,\Lambda)$. This extends previously known results on branching Brownian motions and branching random walks. To obtain this result, we rely on the spinal decomposition and establish a novel zero-one law on the perpetual integrals of centred L\'evy processes conditioned to stay positive.

The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations

In this paper, we study the numerical method for approximating the random periodic solution of semilinear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating infinite-dimensional objects. We first show the existence and uniqueness of the random periodic solution to the equation as the limit of the pull-back flows of the equation, and observe that its mild form is well defined in the intersection of a family of decreasing Hilbert spaces. Then, we propose a Galerkin-type exponential integrator scheme and establish its convergence rate of the strong error to the mild solution, where the order of convergence directly depends on the space (among the family of Hilbert spaces) for the initial point to live. We finally conclude with a best order of convergence that is arbitrarily close to 0.5.

An Application of Elastic-Net Regularized Linear Inverse Problem in Seismic Data Inversion

In exploration geophysics, seismic impedance is a physical characteristic parameter of underground formations. It can mark rock characteristics and help stratigraphic analysis. Hence, seismic data inversion for impedance is a key technology in oil and gas reservoir prediction. To invert impedance from seismic data, one can perform reflectivity series inversion first. Then, under a simple exponential integration transformation, the inverted reflectivity series can give the final inverted impedance. The quality of the inverted reflectivity series directly affects the quality of impedance. Sparse-spike inversion is the most common method to obtain reflectivity series with high resolution. It adopts a sparse regularization to impose sparsity on the inverted reflectivity series. However, the high resolution of sparse-spike-like reflectivity series is obtained at the cost of sacrificing small reflectivity. This is the inherent problem of sparse regularization. In fact, the reflectivity series from the actual impedance well log is not strictly sparse. It contains not only the sparse major large reflectivity, but also small reflectivity between major reflectivity. That is to say, the large reflectivity is sparse, but the small reflectivity is dense. To combat this issue, we adopt elastic-net regularization to replace sparse regularization in seismic impedance inversion. The elastic net is a hybrid regularization that combines sparse regularization and dense regularization. The proposed inversion method was performed on a synthetic seismic trace, which is created from an actual well log. Then, a real seismic data profile was used to test the practice application. The inversion results showed that it provides an effective new alternative method to invert impedance.

Plurisubharmonic functions and real submanifolds of [formula omitted

We give an estimate for the volume of an analytic variety (or more generally the mass of a positive closed current) close to a real submanifold M. Applications are given to the Hausdorff measure of the intersection of the variety with M and the exponential integrability of plurisubharmonic functions on M.

Error estimates for a splitting integrator for abstract semilinear boundary coupled systems

Abstract We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components that describe the coupling and the dynamics in the abstract bulk- and surface-spaces, and treats the nonlinear terms similarly to an exponential integrator. The convergence proof is based on estimates for a recursive formulation of the error, using the parabolic smoothing property of analytic semigroups, and a careful comparison of the exact and approximate flows. This analysis also requires a deep understanding of the effects of the Dirichlet operator (the abstract version of the harmonic extension operator), which is essential for the stable coupling in our method. Numerical experiments, including problems with dynamic boundary conditions, reporting on convergence rates are presented.

Extensive novel waves evolution of three-dimensional Yu–Toda–Sasa–Fukuyama equation compatible with plasma and electromagnetic applications

There is no doubt that the investigation of the interaction and propagation of plasma and electromagnetic waves play an important role in understanding these phenomena. The three-dimensional Yu–Toda–Sasa–Fukuyama equation (YTSFE) is a competent mathematical model of waves in plasma, electromagnetics, or fluids. An optimal system of infinitesimal symmetries is constructed to discover extensive and astonishingly exact solutions to the YTSFE. The outstanding solutions include periodic, polynomials, fractional, logarithmic, exponential, hyperbolic, exponential integral, Airy and complex functions. These solutions are significant because they help understand how plasma and electromagnetic applications work at different boundary or initial conditions.