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Numerical methods and hypoexponential approximations for gamma distributed delay differential equations

Abstract Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic gamma distributed DDEs have not previously been implemented. Modellers have therefore resorted to approximating the gamma distribution with an Erlang distribution and using the linear chain technique to derive an equivalent system of ordinary differential equations (ODEs). In this work, we address the lack of appropriate numerical tools for gamma distributed DDEs in two ways. First, we develop a functional continuous Runge–Kutta (FCRK) method to numerically integrate the gamma distributed DDE without resorting to Erlang approximation. We prove the fourth-order convergence of the FCRK method and perform numerical tests to demonstrate the accuracy of the new numerical method. Nevertheless, FCRK methods for infinite delay DDEs are not widely available in existing scientific software packages. As an alternative approach to solving gamma distributed DDEs, we also derive a hypoexponential approximation of the gamma distributed DDE. This hypoexponential approach is a more accurate approximation of the true gamma distributed DDE than the common Erlang approximation but, like the Erlang approximation, can be formulated as a system of ODEs and solved numerically using standard ODE software. Using our FCRK method to provide reference solutions, we show that the common Erlang approximation may produce solutions that are qualitatively different from the underlying gamma distributed DDE. However, the proposed hypoexponential approximations do not have this limitation. Finally, we apply our hypoexponential approximations to perform statistical inference on synthetic epidemiological data to illustrate the utility of the hypoexponential approximation.

97 MATHEMATICS AND COMPUTING↗

Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization

Obtaining lightweight and accurate approximations of discretized objective functional Hessians in inverse problems governed by partial differential equations (PDEs) is essential to make both deterministic and Bayesian statistical large-scale inverse problems computationally tractable. The cubic computational complexity of dense linear algebraic tasks, such as Cholesky factorization, that provide a means to sample Gaussian distributions and determine solutions of Newton linear systems is a computational bottleneck at large-scale. These tasks can be reduced to log-linear complexity by utilizing hierarchical off-diagonal low-rank (HODLR) matrix approximations. In this work, we show that a class of Hessians that arise from inverse problems governed by PDEs are well approximated by the HODLR matrix format. In particular, we study inverse problems governed by PDEs that model the instantaneous viscous flow of ice sheets. In these problems, we seek a spatially distributed basal sliding parameter field such that the flow predicted by the ice sheet model is consistent with ice sheet surface velocity observations. Here, we demonstrate the use of HODLR Hessian approximation to efficiently sample the Laplace approximation of the posterior distribution with covariance further approximated by HODLR matrix compression. Computational studies are performed which illustrate ice sheet problem regimes for which the Gauss–Newton data-misfit Hessian is more efficiently approximated by the HODLR matrix format than the low-rank (LR) format. We then demonstrate that HODLR approximations can be favorable, when compared to global LR approximations, for large-scale problems by studying the data-misfit Hessian associated with inverse problems governed by the first-order Stokes flow model on the Humboldt glacier and Greenland ice sheet.

97 MATHEMATICS AND COMPUTING↗

Noise-Resilient and Reduced Depth Approximate Adders for NISQ Quantum Computing

The "Noisy intermediate-scale quantum" NISQ machine era primarily focuses on mitigating noise, controlling errors, and executing high-fidelity operations, hence requiring shallow circuit depth and noise robustness. Approximate computing is a novel computing paradigm that produces imprecise results by relaxing the need for fully precise output for error-tolerant applications including multimedia, data mining, and image processing. We investigate how approximate computing can improve the noise resilience of quantum adder circuits in NISQ quantum computing. We propose five designs of approximate quantum adders to reduce depth while making them noise-resilient, in which three designs are with carryout, while two are without carryout. We have used novel design approaches that include approximating the Sum only from the inputs (pass-through designs) and having zero depth, as they need no quantum gates. The second design style uses a single CNOT gate to approximate the SUM with a constant depth of O(1). We performed our experimentation on IBM Qiskit on noise models including thermal, depolarizing, amplitude damping, phase damping, and bitflip: (i) Compared to exact quantum ripple carry adder without carryout the proposed approximate adders without carryout have improved fidelity ranging from 8.34% to 219.22%, and (ii) Compared to exact quantum ripple carry adder with carryout the proposed approximate adders with carryout have improved fidelity ranging from 8.23% to 371%. Further, the proposed approximate quantum adders are evaluated in terms of various error metrics.

Gaur, Bhaskar↗

High Performance Approximate Computing

This code repository contains the implementation of the "High-Performance Approximate Computing" (HPAC) toolkit. The toolkit allows you to approximate your own C/C++. The developer uses "pragma's" to annotate code regions as approximate. The compiler extensions lower these pragmas to either compiletime approximate techniques or runtime approximation techniques. At execution time, the implemented runtime system decides which annotated regions it should approximate. HPAC also provides a set of script utilities. The utilities perform a grid search within approximation parameters and performance. The user can analyze the raw data to identify optimal approximation techniques for the application.

Parasyris, Konstantinos↗

A Framework for Error-Bounded Approximate Computing, with an Application to Dot Products

Approximate computing techniques, which trade off the computation accuracy of an algorithm for better performance and energy efficiency, have been successful in reducing computation and power costs in several domains. However, error sensitive applications in high-performance computing are unable to benefit from existing approximate computing strategies that are not developed with guaranteed error bounds. While approximate computing techniques can be developed for individual high-performance computing applications by domain specialists, this often requires additional theoretical analysis and potentially extensive software modification. Hence, the development of low-level error-bounded approximate computing strategies that can be introduced into any high-performance computing application without requiring additional analysis or significant software alterations is desirable. In this paper, we provide a contribution in this direction by proposing a general framework for designing error-bounded approximate computing strategies and apply it to the dot product kernel to develop \bf qdot---an error-bounded approximate dot product kernel. Following the introduction of qdot, here we perform a theoretical analysis that yields a deterministic bound on the relative approximation error introduced by qdot. Empirical tests are performed to illustrate the tightness of the derived error bound and to demonstrate the effectiveness of qdot on a synthetic dataset, as well as two scientific benchmarks---the conjugate gradient (CG) and power methods. In some instances, using qdot for the dot products in CG can result in many components being quantized to half precision without increasing the iteration count required for convergence to the same solution as CG using a double precision dot product.

97 MATHEMATICS AND COMPUTING↗

Recognizability of Demographically Altered Computerized Facial Approximations in an Automated Facial Recognition Context for Potential Application in Unidentified Persons Data Repositories

This study examined the recognizability of demographically altered facial approximations for potential utility in unidentified persons tracking systems. Five computer-generated approximations were generated for each of 26 African male participants using the following demographic parameters: (i) African male (true demographics), (ii) African female, (iii) Caucasian male, (iv) Asian male, and (v) Hispanic male. Overall, 62% of the true demographic facial approximations for the 26 African male participants examined were matched to a corresponding life photo within the top 50 images of a candidate list generated from an automated blind search of an optimally standardized gallery of 6159 photographs. When the African male participants were processed as African females, the identification rate was 50%. In contrast, less congruent identification rates were observed when the African male participants were processed as Caucasian (42%), Asian (35%), and Hispanic (27%) males. The observed results suggest that approximations generated using the opposite sex may be operationally informative if sex is unknown. The performance of approximations generated using alternative ancestry assignments, however, was less congruent with the performance of the true demographic approximation (African male) and may not yield as operationally constructive data as sex-altered approximations.

59 BASIC BIOLOGICAL SCIENCES↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗

Direct Nonlinear Approximation for Security Region Boundary of Integrated Energy Systems: A Polynomial Chaos Expansion Solution

The strong interdependence of electricity, gas, and heating systems can facilitate fault propagation within integrated energy systems (IESs), posing significant challenges to secure operation. This paper proposes a polynomial chaos expansion (PCE)-based approximation method to accurately characterize the IES security region boundary (IES–SRB). By integrating the Karush-Kuhn-Tucker conditions with PCE theory, the IES-SRB approximation problem is reformulated as a set of nonlinear equations concerning the approximation coefficients. Using the Galerkin projection method, these equations are further transformed into a system of projection equations that govern the polynomial approximation coefficients in the IES-SRB approximation. To reduce computational complexity while maintaining high approximation accuracy, a piecewise polynomial approximation method is proposed. Numerical studies on the E39-G20-H6 and E118-G96-H52 IES test systems demonstrate that the proposed method can accurately and effectively construct IES security regions.

Wu, Chenghao [Northeast Electric Power University]↗

On the Approximability of Random-Hypergraph MAX-3-XORSAT Problems with Quantum Algorithms

Constraint satisfaction problems are an important area of computer science. Many of these problems are in the complexity class NP which is exponentially hard for all known methods, both for worst cases and often typical. Fundamentally, the lack of any guided local minimum escape method ensures the hardness of both exact and approximate optimization classically, but the intuitive mechanism for approximation hardness in quantum algorithms based on Hamiltonian time evolution is poorly understood. We explore this question using the prototypically hard MAX-3-XORSAT problem class. We conclude that the mechanisms for quantum exact and approximation hardness are fundamentally distinct. We qualitatively identify why traditional methods such as quantum adiabatic optimization are not good approximation algorithms. We propose a new spectral folding optimization method that does not suffer from these issues and study it analytically and numerically. We consider random rank-3 hypergraphs including extremal planted solution instances, where the ground state satisfies an anomalously high fraction of constraints compared to truly random problems. We show that, if we define the energy to be $E = N_{unsat}-N_{sat}$, then spectrally folded quantum optimization will return states with energy $E \leq A E_{GS}$ (where $E_{GS}$ is the ground state energy) in polynomial time, where conservatively, $A \simeq 0.6$. We thoroughly benchmark variations of spectrally folded quantum optimization for random classically approximation-hard (planted solution) instances in simulation, and find performance consistent with this prediction. We do not claim that this approximation guarantee holds for all possible hypergraphs, though our algorithm's mechanism can likely generalize widely. These results suggest that quantum computers are more powerful for approximate optimization than had been previously assumed.

Kapit, Eliot↗

Practical algorithms for multivariate rational approximation

We present two approaches for computing rational approximations to multivariate functions, motivated by their effectiveness as surrogate models for high-energy physics (HEP) applications. Our first approach builds on the Stieltjes process to efficiently and robustly compute the coefficients of the rational approximation. Our second approach is based on an optimization formulation that allows us to include structural constraints on the rational approximation (in particular, constraints demanding the absence of singularities), resulting in a semi-infinite optimization problem that we solve using an outer approximation approach. We present results for synthetic and real-life HEP data, and we compare the approximation quality of our approaches with that of traditional polynomial approximations.

97 MATHEMATICS AND COMPUTING↗

Piecewise linear approximation with minimum number of linear segments and minimum error: A fast approach to tighten and warm start the hierarchical mixed integer formulation

In several areas of economics and engineering, it is often necessary to fit discrete data points or approximate nonlinear functions with continuous functions. Piecewise linear (PWL) functions are a convenient way to achieve this. PWL functions can be modeled in mathematical problems using only linear and integer variables. Moreover, there is a computational benefit in using PWL functions that have the least possible number of segments. This work proposes a novel hierarchical mixed integer linear programming (MILP) formulation that identifies a continuous PWL approximation with minimum number of linear segments for a given target maximum error. The proposed MILP formulation also identifies the solution with the least maximum error among the solutions with minimum number of segments. Then, this work proposes a fast iterative algorithm that identifies non necessarily continuous PWL approximations by solving O(S log N) linear programming (LP) problems, where N is the number of data points and S is the minimum number of segments in the non necessarily continuous case. This work demonstrates that tight bounds for the MILP problem can be derived from these approximations. Next, a fast algorithm is introduced to transform a non necessarily continuous PWL approximation into a continuous one. Finally, the tight bounds and the continuous PWL approximations are used to tighten and warm start the MILP problem. The tightened formulation is shown in experimental results to be more efficient, especially for large data sets, with a solution time that is up to two orders of magnitude less than the existing literature.

97 MATHEMATICS AND COMPUTING↗

Multi-angle quantum approximate optimization algorithm

The quantum approximate optimization algorithm (QAOA) generates an approximate solution to combinatorial optimization problems using a variational ansatz circuit defined by parameterized layers of quantum evolution. In theory, the approximation improves with increasing ansatz depth but gate noise and circuit complexity undermine performance in practice. Here, we investigate a multi-angle ansatz for QAOA that reduces circuit depth and improves the approximation ratio by increasing the number of classical parameters. Even though the number of parameters increases, our results indicate that good parameters can be found in polynomial time for a test dataset we consider. This new ansatz gives a 33% increase in the approximation ratio for an infinite family of MaxCut instances over QAOA. The optimal performance is lower bounded by the conventional ansatz, and we present empirical results for graphs on eight vertices that one layer of the multi-angle anstaz is comparable to three layers of the traditional ansatz on MaxCut problems. Similarly, multi-angle QAOA yields a higher approximation ratio than QAOA at the same depth on a collection of MaxCut instances on fifty and one-hundred vertex graphs. Many of the optimized parameters are found to be zero, so their associated gates can be removed from the circuit, further decreasing the circuit depth. These results indicate that multi-angle QAOA requires shallower circuits to solve problems than QAOA, making it more viable for near-term intermediate-scale quantum devices.

97 MATHEMATICS AND COMPUTING↗

Exact relationships between the GW approximation and equation-of-motion coupled-cluster theories through the quasi-boson formalism

We describe the relationship between the GW approximation and various equation-of-motion (EOM) coupled-cluster (CC) theories. We demonstrate the exact equivalence of the G0W0 approximation and the propagator theory for an electron–boson problem in a particular excitation basis. From there, we establish equivalence within the quasi-boson picture to the IP+EA-EOM unitary CC propagator. We analyze the incomplete description of screening provided by the standard similarity-transformed IP+EA-EOM-CC and the recently introduced G0W0 Tamm–Dancoff approximation. We further consider the approximate decoupling of IP and EA sectors in EOM-CC treatments and devise the analogous particle–hole decoupling approach for the G0W0 approximation. Finally, we numerically demonstrate the exact relationships and magnitude of the approximations in the calculations of a set of molecular ionization potentials and electron affinities.

Chemistry↗

Approximate symmetries of guiding-centre motion

In a strong, inhomogeneous magnetic field, charged particle dynamics may be studied in the guiding-centre approximation, which is known to be Hamiltonian. When the magnetic field is quasisymmetric, the first-order guiding-centre (FGC) Hamiltonian structure admits a continuous symmetry, and therefore a conserved quantity in addition to the energy. Since the FGC system is only an approximation, it is also interesting to consider approximate symmetries of the guiding-centre Hamiltonian structure. We find that any approximate spatial symmetry coincides with quasisymmetry to leading order. For approximate phase-space symmetries, we derive weaker conditions than quasisymmetry. The latter include 'weak quasisymmetry' as a subcase, recently proposed by Rodríguez et al. Our results, however, show that weak quasisymmetry is necessarily non-spatial at first order. Finally, we demonstrate that if the magnetic field is constrained to satisfy magnetohydrostatic force balance then an approximate symmetry must agree with quasisymmetry to leading order.

97 MATHEMATICS AND COMPUTING↗

Cross sections for neutron-induced reactions from surrogate data: Reexamining the Weisskopf-Ewing approximation for ( n , n ' ) and ( n , 2 n ) reactions

Background: Modeling nuclear reaction networks for nuclear science applications and for simulations of astrophysical environments relies on cross section data for a vast number of reactions, many of which have never been measured. Cross sections for neutron-induced reactions on unstable nuclei are particularly scarce, since they are the most difficult to measure. Consequently, we must rely on theoretical predictions or indirect measurements to obtain the requisite reaction data. For compound nuclear reactions, the surrogate reaction method can be used to determine many cross sections of interest. Purpose: Earlier work has demonstrated that cross sections for neutron-induced fission and radiative neutron capture can be determined from a combination of surrogate reaction data and theory. For the fission case, it was shown that the Weisskopf-Ewing approximation, which significantly simplifies the implementation of the surrogate method, can be employed. Capture cross sections cannot be obtained, and require a detailed description of the surrogate reaction process. Here, we examine the validity of the Weisskopf-Ewing approximation for determining unknown (n, n') and (n, 2n) cross sections from surrogate data. Methods: Using statistical reaction calculations with realistic parametrizations, we investigate first whether the assumptions underlying the Weisskopf-Ewing approximation are valid for (n, n') and (n, 2n) reactions on representative target nuclei. We then produce simulated surrogate reaction data and assess the impact of applying the Weisskopf-Ewing approximation when extracting (n, n') and (n, 2n) cross sections in situations where the approximation is not strictly justified. Results: We find that peak cross sections can be estimated using the Weisskopf-Ewing approximation, but the shape of the (n, n') and (n, 2n) cross sections, especially for low neutron energies, cannot be reliably determined without accounting for the angular-momentum differences between the neutron-induced and surrogate reaction. Conclusions: To obtain reliable (n, n') and (n, 2n) cross sections from surrogate reaction data, a detailed description of the surrogate reaction mechanisms is required. To do so for the compound-nucleus energies and decay channels relevant to these reactions, it becomes necessary to extend current modeling capabilities.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Opening band gaps of low-dimensional materials at the meta-GGA level of density functional approximations

The quasiparticle band structure can be properly described by Hedin's GW approximation (GW), at a high computational cost. For band gaps, semilocal density functionals up to the generalized gradient approximation (GGA) level cannot compete with the accuracy of hybrid-based approximations or GW. Meta-GGA density functionals with a strong dependence on the kinetic energy density ingredient can potentially give wider band gaps compared with GGAs. The recent TASK meta-GGA density functional from Aschebrock and Kümmel [ Phys. Rev. Research 1 , 033082 (2019) ], is constructed with an enhanced nonlocality in the generalized Kohn-Sham scheme and therefore harbors great opportunities for band gap prediction. Although this approximation was found to yield excellent band gaps of bulk solids, this accuracy cannot be straightforwardly transferred to low-dimensional materials. Additionally, the reduced screening of these materials results in larger band gaps compared with their bulk counterparts, as an additional barrier to overcome. In this paper we demonstrate how the alteration of this functional affects the band gaps of monolayers and nanoribbons and present accurate band gaps competing with the revised Heyd-Scuseria-Ernzerhof (HSE06) approximation. In order to achieve this goal, we have modified the TASK functional (a) by changing the tight upper bound for one- or two-electron systems ( h X 0 ) from 1.174 to 1.29 and (b) by changing the limit of the interpolation function f X ( α → ∞ ) of the TASK functional that interpolates the exchange enhancement factor F X ( s , α ) from α = 0 to 1. The resulting modified TASK (mTASK) was tested for various materials from three dimensions to two dimensions to one dimension (nanoribbons) and was compared with the results of the higher-level hybrid functional HSE06 or with the G 0 W 0 approximation within many-body perturbation theory. We find that mTASK systematically improves the band gaps and band structures of two-dimensional (2D) and 1D systems, without significantly affecting the accuracy of the original TASK for the bulk 3D materials, when compared with the Perdew-Burke-Ernzerhof (PBE) GGA and the strongly constrained and appropriately normed (SCAN) meta-GGA. We further demonstrate the applicability of mTASK by assessing the band structures of transition metal dichalcogenide nanoribbons with respect to various bending curvatures.

36 MATERIALS SCIENCE↗

Quapprox: A Framework for Benchmarking the Approximability of Variational Quantum Circuit

Most of the existing quantum neural network models, such as variational quantum circuits (VQCs), are limited in their ability to explore the non-linear relationships in input data. This gradually becomes the main obstacle for it to tackle realistic applications, such as natural language processing, medical image processing, and wireless communications. Recently, there have emerged research efforts that enable VQCs to perform non-linear operations. However, it is still unclear on the approximability of a given VQC (i.e., the order of non-linearity that can be handled by a specified design). In response to this issue, we developed an automated tool designed to benchmark the approximation of a given VQC. The proposed tool will generate a set of synthetic datasets with different orders of non-linearity and train the given VQC on these datasets to estimate their approximability. Our experiments benchmark VQCs with different designs, where we know their theoretic approximability. We then show that the proposed tool can precisely estimate the approximability, which is consistent with the theoretic value, indicating that the proposed tool can be used for benchmarking the approximability of a given quantum circuit for learning tasks.

artificial intelligence↗

An Investigation into the Approximations Used in Wave Packet Molecular Dynamics for the Study of Warm Dense Matter

Wave packet molecular dynamics (WPMD) has recently received a lot of attention as a computationally fast tool with which to study dynamical processes in warm dense matter beyond the Born–Oppenheimer approximation. These techniques, typically, employ many approximations to achieve computational efficiency while implementing semi-empirical scaling parameters to retain accuracy. We investigated three of the main approximations ubiquitous to WPMD: a restricted basis set, approximations to exchange, and the lack of correlation. We examined each of these approximations in regard to atomic and molecular hydrogen in addition to a dense hydrogen plasma. We found that the biggest improvement to WPMD comes from combining a two-Gaussian basis with a semi-empirical correction based on the valence-bond wave function. A single parameter scales this correction to match experimental pressures of dense hydrogen. Ultimately, we found that semi-empirical scaling parameters are necessary to correct for the main approximations in WPMD. However, reducing the scaling parameters for more ab-initio terms gives more accurate results and displays the underlying physics more readily.

Angermeier, William A. (ORCID:0000000177161564)↗