AbstractWe solve the Milne, constant-source, and albedo problems for isotropic scattering in a two-dimensional “Flatland” half-space via the Wiener–Hopf method. The Flatland H-function is derived a...
In the study of energy-dependent neutron transport in three-dimensional volumes with plane symmetry, @cite_0 presented a general family of solutions to the Milne problem using the method of singular eigenfunctions. When their variable- @math factor @math takes on the specific quantity (in our notation) @math , their energy-dependent 3D solution becomes equivalent to our monoenergetic Flatland solution. Thus, the Flatland @math -function has, if only inadvertently, been presented long ago.
@cite_0
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Abstract Mathematical equivalence is demonstrated between problems for a separable scattering kernel in energy-dependent neutron transport and for the uniform line-blanketing model of nongrey radiative transfer. As an example, the solution of the Milne problem is rederived by the method of singular eigenfunctions, with the application of orthogonality relations. The linear Boltzmann equation can be solved with separation of variables in one dimension, i.e., in three-dimensional space with planar symmetry. In this method, solutions are given by superpositions of eigenmodes which are sometimes called singular eigenfunctions. In this paper, we explore the singular-eigenfunction approach in flatland or two-dimensional space. We study the performance of a family of randomized parallel coordinate descent methods for minimizing the sum of a nonsmooth and separable convex functions. The problem class includes as a special case L1-regularized L1 regression and the minimization of the exponential loss ("AdaBoost problem"). We assume the input data defining the loss function is contained in a sparse @math matrix @math with at most @math nonzeros in each row. Our methods need @math iterations to find an approximate solution with high probability, where @math is the number of processors and @math for the fastest variant. The notation hides dependence on quantities such as the required accuracy and confidence levels and the distance of the starting iterate from an optimal point. Since @math is a decreasing function of @math , the method needs fewer iterations when more processors are used. Certain variants of our algorithms perform on average only @math arithmetic operations during a single iteration per processor and, because @math decreases when @math does, fewer iterations are needed for sparser problems. AbstractWe solve the Milne, constant-source, and albedo problems for isotropic scattering in a two-dimensional “Flatland” half-space via the Wiener–Hopf method. The Flatland H-function is derived a... We consider the behavior of the GMRES method for solving a linear system @math when @math is singular or nearly so, i.e., ill conditioned. The (near) singularity of @math may or may not affect the performance of GMRES, depending on the nature of the system and the initial approximate solution. For singular @math , we give conditions under which the GMRES iterates converge safely to a least-squares solution or to the pseudoinverse solution. These results also apply to any residual minimizing Krylov subspace method that is mathematically equivalent to GMRES. A practical procedure is outlined for efficiently and reliably detecting singularity or ill conditioning when it becomes a threat to the performance of GMRES. Wave maps are the simplest wave equations taking their values in a Riemannian manifold (M,g). Their Lagrangian is the same as for the scalar equation, the only difference being that lengths are measured with respect to the metric g. By Noether's theorem, symmetries of the Lagrangian imply conservation laws for wave maps, such as conservation of energy. In coordinates, wave maps are given by a system of semilinear wave equations. Over the past 20 years important methods have emerged which address the problem of local and global wellposedness of this system. Due to weak dispersive effects, wave maps defined on Minkowski spaces of low dimensions, such as @math , present particular technical difficulties. This class of wave maps has the additional important feature of being energy critical, which refers to the fact that the energy scales exactly like the equation. Around 2000 Daniel Tataru and Terence Tao, building on earlier work of Klainerman–Machedon, proved that smooth data of small energy lead to global smooth solutions for wave maps from 2+1 dimensions into target manifolds satisfying some natural conditions. In contrast, for large data, singularities may occur in finite time for @math as target. This monograph establishes that for @math as target the wave map evolution of any smooth data exists globally as a smooth function. While we restrict ourselves to the hyperbolic plane as target the implementation of the concentration-compactness method, the most challenging piece of this exposition, yields more detailed information on the solution. This monograph will be of interest to experts in nonlinear dispersive equations, in particular to those working on geometric evolution equations. We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy @math in the localized phase. Assume the density of states function is not too flat near @math . Restrict it to some large cube @math . Consider now @math , a small energy interval centered at @math that asymptotically contains infintely many eigenvalues when the volume of the cube @math grows to infinity. We prove that, with probability one in the large volume limit, the eigenvalues of the random Hamiltonian restricted to the cube inside the interval are given by independent identically distributed random variables, up to an error of size an arbitrary power of the volume of the cube. As a consequence, we derive * uniform Poisson behavior of the locally unfolded eigenvalues, * a.s. Poisson behavior of the joint distibutions of the unfolded energies and unfolded localization centers in a large range of scales. * the distribution of the unfolded level spacings, locally and globally, * the distribution of the unfolded localization centers, locally and globally. The one-dimensional Schr "odinger equation with a periodic and symmetric potential is considered, under the assumption that the energy bands do not intersect. The Bloch waves, @math , and energy bands, @math , are studied as functions of the complex variable, @math . In the complex plane, they are branches of multivalued analytic and periodic functions, @math , and @math , with branch points, @math , off the real axis. A simple procedure is described for locating the branch points. Application is made to the power series and Fourier series developments of these functions. The analyticity and periodicity of @math has some consequences for the form of the Wannier functions. In particular, it is shown that for each band there exists one and only one Wannier function which is real, symmetric or antisymmetric under an appropriate reflection, and falling off exponentially with distance. The rate of falloff is determined by the distance of the branch points @math from the real axis. We consider the problem of selecting the best subset of exactly @math columns from an @math matrix @math . We present and analyze a novel two-stage algorithm that runs in @math time and returns as output an @math matrix @math consisting of exactly @math columns of @math . In the first (randomized) stage, the algorithm randomly selects @math columns according to a judiciously-chosen probability distribution that depends on information in the top- @math right singular subspace of @math . In the second (deterministic) stage, the algorithm applies a deterministic column-selection procedure to select and return exactly @math columns from the set of columns selected in the first stage. Let @math be the @math matrix containing those @math columns, let @math denote the projection matrix onto the span of those columns, and let @math denote the best rank- @math approximation to the matrix @math . Then, we prove that, with probability at least 0.8, @math This Frobenius norm bound is only a factor of @math worse than the best previously existing existential result and is roughly @math better than the best previous algorithmic result for the Frobenius norm version of this Column Subset Selection Problem (CSSP). We also prove that, with probability at least 0.8, @math This spectral norm bound is not directly comparable to the best previously existing bounds for the spectral norm version of this CSSP. Our bound depends on @math , whereas previous results depend on @math ; if these two quantities are comparable, then our bound is asymptotically worse by a @math factor. In the generalized Russian cards problem, the three players Alice, Bob and Cath draw @math a , b and @math c cards, respectively, from a deck of @math a + b + c cards. Players only know their own cards and what the deck of cards is. Alice and Bob are then required to communicate their hand of cards to each other by way of public messages. For a natural number @math k , the communication is said to be @math k -safe if Cath does not learn whether or not Alice holds any given set of at most @math k cards that are not Cath's, a notion originally introduced as weak @math k -security by Swanson and Stinson. An elegant solution by Atkinson views the cards as points in a finite projective plane. We propose a general solution in the spirit of Atkinson's, although based on finite vector spaces rather than projective planes, and call it the geometric protocol'. Given arbitrary @math c , k > 0 , this protocol gives an informative and @math k -safe solution to the generalized Russian cards problem for infinitely many values of @math ( a , b , c ) with @math b = O ( a c ) . This improves on the collection of parameters for which solutions are known. In particular, it is the first solution which guarantees @math k -safety when Cath has more than one card. We study nonlinear degenerate parabolic equations where the flux function @math does not depend Lipschitz continuously on the spatial location @math . By properly adapting the "doubling of variables" device due to Kružkov [25] and Carrillo [12], we prove a uniqueness result within the class of entropy solutions for the initial value problem. We also prove a result concerning the continuous dependence on the initial data and the flux function for degenerate parabolic equations with flux function of the form @math , where @math is a vector-valued function and @math is a scalar function. We consider @math -equivariant wave maps from @math of finite energy. We establish a classification of all degree one global solutions whose energies are less than three times the energy of the harmonic map @math . In particular, for each global energy solution of topological degree one, we show that the solution asymptotically decouples into a rescaled harmonic map plus a radiation term. Together with a companion article (Part I), where we consider the case of finite-time blow up, this gives a characterization of all @math -equivariant, degree @math wave maps in the energy regime @math . Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value functions, i.e., the problem @math minxEvfv(Ew[gw(x)]). In order to solve this stochastic composition problem, we propose a class of stochastic compositional gradient descent (SCGD) algorithms that can be viewed as stochastic versions of quasi-gradient method. SCGD update the solutions based on noisy sample gradients of @math fv,gw and use an auxiliary variable to track the unknown quantity @math Ewgw(x). We prove that the SCGD converge almost surely to an optimal solution for convex optimization problems, as long as such a solution exists. The convergence involves the interplay of two iterations with different time scales. For nonsmooth convex problems, the SCGD achieves a convergence rate of @math O(k-1 4) in the general case and @math O(k-2 3) in the strongly convex case, after taking k samples. For smooth convex problems, the SCGD can be accelerated to converge at a rate of @math O(k-2 7) in the general case and @math O(k-4 5) in the strongly convex case. For nonconvex problems, we prove that any limit point generated by SCGD is a stationary point, for which we also provide the convergence rate analysis. Indeed, the stochastic setting where one wants to optimize compositions of expected-value functions is very common in practice. The proposed SCGD methods find wide applications in learning, estimation, dynamic programming, etc. Given an @math matrix @math , its Schatten- @math norm, @math , is defined as @math , where @math is the @math -th largest singular value of @math . These norms have been studied in functional analysis in the context of non-commutative @math -spaces, and recently in data stream and linear sketching models of computation. Basic questions on the relations between these norms, such as their embeddability, are still open. Specifically, given a set of matrices @math , suppose we want to construct a linear map @math such that @math for each @math , where @math and @math , and further, @math for a given approximation factor @math and real number @math . Then how large do @math and @math need to be as a function of @math ? We nearly resolve this question for every @math , for the case where @math can be expressed as @math , where @math and @math are arbitrary matrices that are allowed to depend on @math , that is, @math can be implemented by left and right matrix multiplication. Namely, for every @math , we provide nearly matching upper and lower bounds on the size of @math and @math as a function of @math . Importantly, our upper bounds are oblivious , meaning that @math and @math do not depend on the @math , while our lower bounds hold even if @math and @math depend on the @math . As an application of our upper bounds, we answer a recent open question of about space-approximation trade-offs for the Schatten @math -norm, showing in a data stream it is possible to estimate the Schatten- @math norm up to a factor of @math using @math space. We show a new way to round vector solutions of semidefinite programming (SDP) hierarchies into integral solutions, based on a connection between these hierarchies and the spectrum of the input graph. We demonstrate the utility of our method by providing a new SDP-hierarchy based algorithm for constraint satisfaction problems with 2-variable constraints (2-CSP's). More concretely, we show for every 2-CSP instance I a rounding algorithm for r rounds of the Lasserre SDP hierarchy for I that obtains an integral solution that is at most worse than the relaxation's value (normalized to lie in [0,1]), as long as r > k ( ) ( ) ;, where k is the alphabet size of I, @math , and @math denotes the number of eigenvalues larger than @math in the normalized adjacency matrix of the constraint graph of @math . In the case that @math is a instance, the threshold @math is only a polynomial in @math , and is independent of the alphabet size. Also in this case, we can give a non-trivial bound on the number of rounds for instance. In particular our result yields an SDP-hierarchy based algorithm that matches the performance of the recent subexponential algorithm of Arora, Barak and Steurer (FOCS 2010) in the worst case, but runs faster on a natural family of instances, thus further restricting the set of possible hard instances for Khot's Unique Games Conjecture. Our algorithm actually requires less than the @math constraints specified by the @math level of the Lasserre hierarchy, and in some cases @math rounds of our program can be evaluated in time @math . In this paper we study the problem of minimizing the average of a large number ( @math ) of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a single full gradient and a random number of stochastic gradients is computed, following a geometric law. The total work needed for the method to output an @math -accurate solution in expectation, measured in the number of passes over data, or equivalently, in units equivalent to the computation of a single gradient of the loss, is @math , where @math is the condition number. This is achieved by running the method for @math epochs, with a single gradient evaluation and @math stochastic gradient evaluations in each. The SVRG method of Johnson and Zhang arises as a special case. If our method is limited to a single epoch only, it needs to evaluate at most @math stochastic gradients. In contrast, SVRG requires @math stochastic gradients. To illustrate our theoretical results, S2GD only needs the workload equivalent to about 2.1 full gradient evaluations to find an @math -accurate solution for a problem with @math and @math . We consider a discrete elliptic equation with random coefficients @math , which (to fix ideas) are identically distributed and independent from grid point to grid point @math . On scales large w. r. t. the grid size (i. e. unity), the solution operator is known to behave like the solution operator of a (continuous) elliptic equation with constant deterministic coefficients. These symmetric ''homogenized'' coefficients @math are characterized by @math where the random field @math is the unique stationary solution of the ''corrector problem'' @math and @math denotes the ensemble average. It is known (''by ergodicity'') that the above ensemble average of the energy density @math , which is a stationary random field, can be recovered by a system average. We quantify this by proving that the variance of a spatial average of @math on length scales @math is estimated as follows: @math where the averaging function (i. e. @math , @math ) has to be smooth in the sense that @math . In two space dimensions (i. e. @math ), there is a logarithmic correction. In other words, smooth averages of the energy density @math behave like as if @math would be independent from grid point to grid point (which it is not for @math ). This result is of practical significance, since it allows to estimate the error when numerically computing @math . This paper considers stochastic optimization problems whose objective functions involve powers of random variables. For example, consider the classic Stochastic lp Load Balancing Problem (SLBp): There are @math machines and @math jobs, and known independent random variables @math decribe the load incurred on machine @math if we assign job @math to it. The goal is to assign each jobs to machines in order to minimize the expected @math -norm of the total load on the machines. While convex relaxations represent one of the most powerful algorithmic tools, in problems such as SLBp the main difficulty is to capture the objective function in a way that only depends on each random variable separately. We show how to capture @math -power-type objectives in such separable way by using the @math -function method, introduced by Lata a to relate the moment of sums of random variables to the individual marginals. We show how this quickly leads to a constant-factor approximation for very general subset selection problem with @math -moment objective. Moreover, we give a constant-factor approximation for SLBp, improving on the recent @math -approximation of [, SODA 18]. Here the application of the method is much more involved. In particular, we need to sharply connect the expected @math -norm of a random vector with the @math -moments of its marginals (machine loads), taking into account simultaneously the different scales of the loads that are incurred by an unknown assignment. We prove a homological mirror symmetry equivalence between an @math -brane category for the pair of pants, computed as a wrapped microlocal sheaf category, and a @math -brane category for a mirror LG model, understood as a category of matrix factorizations. The equivalence improves upon prior results in two ways: it intertwines evident affine Weyl group symmetries on both sides, and it exhibits the relation of wrapped microlocal sheaves along different types of Lagrangian skeleta for the same hypersurface. The equivalence proceeds through the construction of a combinatorial realization of the @math -model via arboreal singularities. The constructions here represent the start of a program to generalize to higher dimensions many of the structures which have appeared in topological approaches to Fukaya categories of surfaces. In cryo-electron microscopy, the three-dimensional (3D) electric potentials of an ensemble of molecules are projected along arbitrary viewing directions to yield noisy two-dimensional images. The volume maps representing these potentials typically exhibit a great deal of structural variability, which is described by their 3D covariance matrix. Typically, this covariance matrix is approximately low rank and can be used to cluster the volumes or estimate the intrinsic geometry of the conformation space. We formulate the estimation of this covariance matrix as a linear inverse problem, yielding a consistent least-squares estimator. For @math images of size @math -by- @math pixels, we propose an algorithm for calculating this covariance estimator with computational complexity @math , where the condition number @math is empirically in the range 10--200. Its efficiency relies on the observation that the normal equations are equivalent to a deconvolution problem in six dimensions....