Search for: All records

Abstract We consider a stochastic electroconvection model describing the nonlinear evolution of a surface charge density in a two-dimensional fluid with additive stochastic forcing. We prove the existence and uniqueness of solutions, we define the corresponding Markov semigroup, and we study its Feller properties. When the noise forces enough modes in phase space, we obtain the uniqueness of the smooth invariant measure for the Markov transition kernels associated with the model. 

Abstract This work introduces a general framework for establishing the long time accuracy for approximations of Markovian dynamical systems on separable Banach spaces. Our results illuminate the role that a certain uniformity in Wasserstein contraction rates for the approximating dynamics bears on long time accuracy estimates. In particular, our approach yields weak consistency bounds on $${\mathbb{R}}^{+}$$ while providing a means to sidestepping a commonly occurring situation where certain higher order moment bounds are unavailable for the approximating dynamics. Additionally, to facilitate the analytical core of our approach, we develop a refinement of certain ‘weak Harris theorems’. This extension expands the scope of applicability of such Wasserstein contraction estimates to a variety of interesting stochastic partial differential equation examples involving weaker dissipation or stronger nonlinearity than would be covered by the existing literature. As a guiding and paradigmatic example, we apply our formalism to the stochastic 2D Navier–Stokes equations and to a semi-implicit in time and spectral Galerkin in space numerical approximation of this system. In the case of a numerical approximation, we establish quantitative estimates on the approximation of invariant measures as well as prove weak consistency on $${\mathbb{R}}^{+}$$. To develop these numerical analysis results, we provide a refinement of $$L^{2}_{x}$$ accuracy bounds in comparison to the existing literature, which are results of independent interest. 

Abstract Parallel Markov Chain Monte Carlo (pMCMC) algorithms generate clouds of proposals at each step to efficiently resolve a target probability distribution $$\mu $$. We build a rigorous foundational framework for pMCMC algorithms that situates these methods within a unified ‘extended phase space’ measure-theoretic formalism. Drawing on our recent work that provides a comprehensive theory for reversible single-proposal methods, we herein derive general criteria for multiproposal acceptance mechanisms that yield ergodic chains on general state spaces. Our formulation encompasses a variety of methodologies, including proposal cloud resampling and Hamiltonian methods, while providing a basis for the derivation of novel algorithms. In particular, we obtain a top-down picture for a class of methods arising from ‘conditionally independent’ proposal structures. As an immediate application of this formalism, we identify several new algorithms including a multiproposal version of the popular preconditioned Crank–Nicolson (pCN) sampler suitable for high- and infinite-dimensional target measures that are absolutely continuous with respect to a Gaussian base measure. To supplement the aforementioned theoretical results, we carry out a selection of numerical case studies that evaluate the efficacy of these novel algorithms. First, noting that the true potential of pMCMC algorithms arises from their natural parallelizability and the ease with which they map to modern high-performance computing architectures, we provide a limited parallelization study using TensorFlow and a graphics processing unit to scale pMCMC algorithms that leverage as many as 100k proposals at each step. Second, we use our multiproposal pCN algorithm (mpCN) to resolve a selection of problems in Bayesian statistical inversion for partial differential equations motivated by fluid measurement. These examples provide preliminary evidence of the efficacy of mpCN for high-dimensional target distributions featuring complex geometries and multimodal structures. 

Abstract We develop and implement a Bayesian approach for the estimation of the shape of a two dimensional annular domain enclosing a Stokes flow from sparse and noisy observations of the enclosed fluid. Our setup includes the case of direct observations of the flow field as well as the measurement of concentrations of a solute passively advected by and diffusing within the flow. Adopting a statistical approach provides estimates of uncertainty in the shape due both to the non-invertibility of the forward map and to error in the measurements. When the shape represents a design problem of attempting to match desired target outcomes, this ‘uncertainty’ can be interpreted as identifying remaining degrees of freedom available to the designer. We demonstrate the viability of our framework on three concrete test problems. These problems illustrate the promise of our framework for applications while providing a collection of test cases for recently developed Markov chain Monte Carlo algorithms designed to resolve infinite-dimensional statistical quantities. 

The continuous-time Markov chain (CTMC) is the mathematical workhorse of evolutionary biology. Learning CTMC model parameters using modern, gradient-based methods requires the derivative of the matrix exponential evaluated at the CTMC’s infinitesimal generator (rate) matrix. Motivated by the derivative’s extreme computational complexity as a function of state space cardinality, recent work demonstrates the surprising effectiveness of a naive, first-order approximation for a host of problems in computational biology. In response to this empirical success, we obtain rigorous deterministic and probabilistic bounds for the error accrued by the naive approximation and establish a “blessing of dimensionality” result that is universal for a large class of rate matrices with random entries. Finally, we apply the first-order approximation within surrogate-trajectory Hamiltonian Monte Carlo for the analysis of the early spread of Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) across 44 geographic regions that comprise a state space of unprecedented dimensionality for unstructured (flexible) CTMC models within evolutionary biology.