scholarly journals An unbalanced optimal transport splitting scheme for general advection-reaction-diffusion problems

2019 ◽  
Vol 25 ◽  
pp. 8 ◽  
Author(s):  
Thomas Gallouët ◽  
Maxime Laborde ◽  
Léonard Monsaingeon
Keyword(s):  
Optimal Transport ◽  
Diffusion Processes ◽  
Reaction Diffusion ◽  
Wasserstein Distance ◽  
Diffusion Problem ◽  
Constructive Method ◽  
Interacting Species ◽  
General Scalar ◽  
Minimizing Movements ◽  
Rao Distance

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric setting. We use a constructive method, alternating minimizing movements for the Wasserstein distance and for the Fisher-Rao distance, and prove existence of weak solutions for general scalar reaction-diffusion-advection equations. We extend the approach to systems of multiple interacting species, and also consider an application to a very degenerate diffusion problem involving a Gamma-limit. Moreover, some numerical simulations are included.

279 WACSAW: A Statistical and Individually Adaptive Method to Determine Sleep and Wakefulness from Activity

SLEEP ◽  
2021 ◽  
Vol 44 (Supplement_2) ◽  
pp. A111-A112
Author(s):  
Austin Vandegriffe ◽  
V A Samaranayake ◽  
Matthew Thimgan
Keyword(s):  
Time Series ◽  
Optimal Transport ◽  
Activity Patterns ◽  
Adaptive Method ◽  
Wasserstein Distance ◽  
Activity Data ◽  
Commercial Grade ◽  
Movement Data ◽  
The Difference ◽  
Levene Test

Abstract Introduction Technological innovations have broadened the type and amount of activity data that can be captured in the home and under normal living conditions. Yet, converting naturalistic activity patterns into sleep and wakefulness states has remained a challenge. Despite the successes of current algorithms, they do not fill all actigraphy needs. We have developed a novel statistical approach to determine sleep and wakefulness times, called the Wasserstein Algorithm for Classifying Sleep and Wakefulness (WACSAW), and validated the algorithm in a small cohort of healthy participants. Methods WACSAW functional routines: 1) Conversion of the triaxial movement data into a univariate time series; 2) Construction of a Wasserstein weighted sum (WSS) time series by measuring the Wasserstein distance between equidistant distributions of movement data before and after the time-point of interest; 3) Segmenting the time series by identifying changepoints based on the behavior of the WSS series; 4) Merging segments deemed similar by the Levene test; 5) Comparing segments by optimal transport methodology to determine the difference from a flat, invariant distribution at zero. The resulting histogram can be used to determine sleep and wakefulness parameters around a threshold determined for each individual based on histogram properties. To validate the algorithm, participants wore the GENEActiv and a commercial grade actigraphy watch for 48 hours. The accuracy of WACSAW was compared to a detailed activity log and benchmarked against the results of the output from commercial wrist actigraph. Results WACSAW performed with an average accuracy, sensitivity, and specificity of >95% compared to detailed activity logs in 10 healthy-sleeping individuals of mixed sexes and ages. We then compared WACSAW’s performance against a common wrist-worn, commercial sleep monitor. WACSAW outperformed the commercial grade system in each participant compared to activity logs and the variability between subjects was cut substantially. Conclusion The performance of WACSAW demonstrates good results in a small test cohort. In addition, WACSAW is 1) open-source, 2) individually adaptive, 3) indicates individual reliability, 4) based on the activity data stream, and 5) requires little human intervention. WACSAW is worthy of validating against polysomnography and in patients with sleep disorders to determine its overall effectiveness. Support (if any):

scholarly journals Reduced basis approximations of the solutions to spectral fractional diffusion problems

2020 ◽  
Vol 28 (3) ◽  
pp. 147-160
Author(s):  
Andrea Bonito ◽  
Diane Guignard ◽  
Ashley R. Zhang
Keyword(s):  
Computational Cost ◽  
Fractional Power ◽  
Reaction Diffusion ◽  
Fractional Diffusion ◽  
Diffusion Problem ◽  
Quadrature Point ◽  
Reduced Basis ◽  
Fast Evaluation ◽  
Bottle Neck ◽  
Diffusion Problems

AbstractWe consider the numerical approximation of the spectral fractional diffusion problem based on the so called Balakrishnan representation. The latter consists of an improper integral approximated via quadratures. At each quadrature point, a reaction–diffusion problem must be approximated and is the method bottle neck. In this work, we propose to reduce the computational cost using a reduced basis strategy allowing for a fast evaluation of the reaction–diffusion problems. The reduced basis does not depend on the fractional power s for 0 < smin ⩽ s ⩽ smax < 1. It is built offline once for all and used online irrespectively of the fractional power. We analyze the reduced basis strategy and show its exponential convergence. The analytical results are illustrated with insightful numerical experiments.

scholarly journals All adapted topologies are equal

2020 ◽  
Vol 178 (3-4) ◽  
pp. 1125-1172
Author(s):  
Julio Backhoff-Veraguas ◽  
Daniel Bartl ◽  
Mathias Beiglböck ◽  
Manu Eder
Keyword(s):  
Stochastic Processes ◽  
Weak Topology ◽  
Equilibrium Problems ◽  
Diffusion Processes ◽  
Temporal Structure ◽  
Wasserstein Distance ◽  
Optimal Stopping Problems ◽  
Reward Functions ◽  
Nested Distance ◽  
The Stability

Abstract A number of researchers have introduced topological structures on the set of laws of stochastic processes. A unifying goal of these authors is to strengthen the usual weak topology in order to adequately capture the temporal structure of stochastic processes. Aldous defines an extended weak topology based on the weak convergence of prediction processes. In the economic literature, Hellwig introduced the information topology to study the stability of equilibrium problems. Bion–Nadal and Talay introduce a version of the Wasserstein distance between the laws of diffusion processes. Pflug and Pichler consider the nested distance (and the weak nested topology) to obtain continuity of stochastic multistage programming problems. These distances can be seen as a symmetrization of Lassalle’s causal transport problem, but there are also further natural ways to derive a topology from causal transport. Our main result is that all of these seemingly independent approaches define the same topology in finite discrete time. Moreover we show that this ‘weak adapted topology’ is characterized as the coarsest topology that guarantees continuity of optimal stopping problems for continuous bounded reward functions.

scholarly journals Functional A Posteriori Error Control for Conforming Mixed Approximations of Coercive Problems with Lower Order Terms

2016 ◽  
Vol 16 (4) ◽  
pp. 609-631 ◽  
Author(s):  
Immanuel Anjam ◽  
Dirk Pauly
Keyword(s):  
Error Control ◽  
A Posteriori Error Estimates ◽  
Reaction Diffusion ◽  
Posteriori Error ◽  
Diffusion Problem ◽  
Mixed Formulation ◽  
A Posteriori ◽  
A Posteriori Error ◽  
Linear Partial Differential Equations ◽  
Primal And Dual

AbstractThe results of this contribution are derived in the framework of functional type a posteriori error estimates. The error is measured in a combined norm which takes into account both the primal and dual variables denoted by x and y, respectively. Our first main result is an error equality for all equations of the class ${\mathrm{A}^{*}\mathrm{A}x+x=f}$ or in mixed formulation ${\mathrm{A}^{*}y+x=f}$, ${\mathrm{A}x=y}$, where the exact solution $(x,y)$ is in $D(\mathrm{A})\times D(\mathrm{A}^{*})$. Here ${\mathrm{A}}$ is a linear, densely defined and closed (usually a differential) operator and ${\mathrm{A}^{*}}$ its adjoint. In this paper we deal with very conforming mixed approximations, i.e., we assume that the approximation ${(\tilde{x},\tilde{y})}$ belongs to ${D(\mathrm{A})\times D(\mathrm{A}^{*})}$. In order to obtain the exact global error value of this approximation one only needs the problem data and the mixed approximation itself, i.e., we have the equality$\lvert x-\tilde{x}\rvert^{2}+\lvert\mathrm{A}(x-\tilde{x})\rvert^{2}+\lvert y-% \tilde{y}\rvert^{2}+\lvert\mathrm{A}^{*}(y-\tilde{y})\rvert^{2}=\mathcal{M}(% \tilde{x},\tilde{y}),$where ${\mathcal{M}(\tilde{x},\tilde{y}):=\lvert f-\tilde{x}-\mathrm{A}^{*}\tilde{y}% \rvert^{2}+\lvert\tilde{y}-\mathrm{A}\tilde{x}\rvert^{2}}$ contains only known data. Our second main result is an error estimate for all equations of the class ${\mathrm{A}^{*}\mathrm{A}x+ix=f}$ or in mixed formulation ${\mathrm{A}^{*}y+ix=f}$, ${\mathrm{A}x=y}$, where i is the imaginary unit. For this problem we have the two-sided estimate$\frac{\sqrt{2}}{\sqrt{2}+1}\mathcal{M}_{i}(\tilde{x},\tilde{y})\leq\lvert x-% \tilde{x}\rvert^{2}+\lvert\mathrm{A}(x-\tilde{x})\rvert^{2}+\lvert y-\tilde{y}% \rvert^{2}+\lvert\mathrm{A}^{*}(y-\tilde{y})\rvert^{2}\leq\frac{\sqrt{2}}{% \sqrt{2}-1}\mathcal{M}_{i}(\tilde{x},\tilde{y}),$where ${\mathcal{M}_{i}(\tilde{x},\tilde{y}):=\lvert f-i\tilde{x}-\mathrm{A}^{*}% \tilde{y}\rvert^{2}+\lvert\tilde{y}-\mathrm{A}\tilde{x}\rvert^{2}}$ contains only known data. We will point out a motivation for the study of the latter problems by time discretizations or time-harmonic ansatz of linear partial differential equations and we will present an extensive list of applications including the reaction-diffusion problem and the eddy current problem.

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