Publications

This paper provides an explicit formula for the approximate solution of the static London equations. These equations describe the currents and magnetic fields in a Type-I superconductor. We represent the magnetic field as a 2-form and the current as a 1-form, and assume that the superconducting material is contained in a bounded, connected set, Ω, with smooth boundary. The London penetration depth gives an estimate for the thickness of the layer near ∂Ω where the current is largely carried. In an earlier paper, we introduced a system of Fredholm integral equations of second kind, on ∂Ω, for solving the physically relevant scattering problems in this context. In real Type-I superconductors the penetration depth is very small, typically about 100nm, which often renders the integral equation approach computationally intractable. In this paper we provide an explicit formula for approximate solutions, with essentially optimal error estimates, as the penetration depth tends to zero. Our work makes extensive use of the Hodge decomposition of differential forms on manifolds with boundary, and thus evokes Kohn's work on the tangential Cauchy-Riemann equations.

In this note, we address some issues concerning the accurate pressure calculation of Coulomb systems with periodic boundary conditions. First, we prove that the formulas for the excess part of the pressure with Ewald summation also reduce to the ensemble average of one-third of the ratio between the potential energy and the volume so that the comments on our previous work in a recent paper by Onegin et al (2024 J. Phys. A: Math. Theor. 57 205002) are incorrect. Second, we demonstrate that in charge non-neutral systems, the pressure expression must be corrected to include interactions with the neutralizing background. This addresses the issues about pressure computation in LAMMPS raised in the paper by Onegin et al. Numerical experiments are performed to verify that the pressure obtained via Ewald summation with corrected terms agrees with the average pressure using thermodynamics for the non-neutral OCP system, and are independent of the splitting parameter in the Ewald summation.

Resolving continuous conformational heterogeneity in single-particle cryo-electron microscopy (cryo-EM) is a field in which new methods are now emerging regularly. Methods range from traditional statistical techniques to state-of-the-art neural network approaches. Such ongoing efforts continue to enhance the ability to explore and understand the continuous conformational variations in cryo-EM data. One of the first methods was the manifold embedding approach or ManifoldEM. However, comparing it with more recent methods has been challenging due to software availability and usability issues. In this work, we introduce a modern Python implementation that is user-friendly, orders of magnitude faster than its previous versions and designed with a developer-ready environment. This implementation allows a more thorough evaluation of the strengths and limitations of methods addressing continuous conformational heterogeneity in cryo-EM, paving the way for further community-driven improvements.

Resolving continuous conformational heterogeneity in single-particle cryo-electron microscopy (cryo-EM) is a field in which new methods are now emerging regularly. Methods range from traditional statistical techniques to state-of-the-art neural network approaches. Such ongoing efforts continue to enhance the ability to explore and understand the continuous conformational variations in cryo-EM data. One of the first methods was the manifold embedding approach or ManifoldEM. However, comparing it with more recent methods has been challenging due to software availability and usability issues. In this work, we introduce a modern Python implementation that is user-friendly, orders of magnitude faster than its previous versions and designed with a developer-ready environment. This implementation allows a more thorough evaluation of the strengths and limitations of methods addressing continuous conformational heterogeneity in cryo-EM, paving the way for further community-driven improvements.

Stokes flows with near-touching rigid particles induce near-singular lubrication forces under relative motion, making their accurate numerical treatment challenging. With the aim of controlling the accuracy with a computationally cheap method, we present a new technique that combines the method of fundamental solutions (MFS) with the method of images. For rigid spheres, we propose to represent the flow using Stokeslet proxy sources on interior spheres, augmented by lines of image sources adapted to each near-contact to resolve lubrication. Source strengths are found by a least-squares solve at contact-adapted boundary collocation nodes. We include extensive numerical tests, and validate against reference solutions from a well-resolved boundary integral formulation. With less than 60 additional image sources per particle per contact, we show controlled uniform accuracy to three relative digits in surface velocities, and up to five digits in particle forces and torques, for all separations down to a thousandth of the radius. In the special case of flows around fixed particles, the proxy sphere alone gives controlled accuracy. A one-body preconditioning strategy allows acceleration with the fast multipole method, hence close to linear scaling in the number of particles. This is demonstrated by solving problems of up to 2000 spheres on a workstation using only 700 proxy sources per particle.

Counterfactual reasoning from logged data has become increasingly important for many applications such as web advertising or healthcare. In this paper, we address the problem of counterfactual risk minimization (CRM) for learning a stochastic policy with continuous actions, whereas most existing work has focused on the discrete setting. Switching from discrete to continuous action spaces presents several difficulties as naive discretization strategies have been shown to perform poorly. To deal with this issue, we first introduce an effective contextual modelling strategy that learns a joint representation of contexts and actions based on positive definite kernels. Second, we empirically show that the optimization perspective of CRM is more important than previously thought, and we demonstrate the benefits of proximal point algorithms and differentiable estimators. Finally, we propose an evaluation protocol for offline policies in real-world logged systems, which is challenging since policies cannot be replayed on test data, and we release a new large-scale dataset along with multiple synthetic, yet realistic, evaluation setups.

We introduce an unsupervised classification framework that leverages a multiscale wavelet representation of time-series and apply it to stock price jumps. In line with previous work, we recover the fact that time-asymmetry of volatility is the major feature that separates exogenous, news-induced jumps from endogenously generated jumps. Local mean-reversion and trend are found to be two additional key features, allowing us to identify new classes of jumps. Using our wavelet-based representation, we investigate the endogenous or exogenous nature of cojumps, which occur when multiple stocks experience price jumps within the same minute. Perhaps surprisingly, our analysis suggests that a significant fraction of cojumps result from an endogenous contagion mechanism.

Multi-scale non-Gaussian time-series having stationary increments appear in a wide range of applications, particularly in finance and physics. We introduce stochastic models that capture intermittency phenomena such as crises or bursts of activity, time reversal asymmetries, and that can be estimated from a single realization of size N. Variations at multiple scales are separated with a wavelet transform. Non-Gaussian properties appear through dependencies of wavelet coefficients across scales. We define maximum entropy models from the joint correlation across time and scales of wavelet coefficients and their modulus. Diagonal matrix approximations are estimated with a wavelet representation of this joint correlation. The resulting diagonals define O(log3⁡N) moments that are called scattering spectra. A notion of wide-sense self-similarity is defined from the invariance of scattering spectra to scaling, which can be tested numerically on a single realization. We study the accuracy of maximum entropy scattering spectra models for fractional Brownian motions, Hawkes processes, multifractal random walks, as well as financial and turbulent time-series.

In this work, we introduce the No-Underrun Sampler (NURS), a locally-adaptive, gradient-free Markov chain Monte Carlo method that blends ideas from Hit-and-Run and the No-U-Turn Sampler. NURS dynamically adapts to the local scale of the target distribution without requiring gradient evaluations, making it especially suitable for applications where gradients are unavailable or costly. We establish key theoretical properties, including reversibility, formal connections to Hit-and-Run and Random Walk Metropolis, Wasserstein contraction comparable to Hit-and-Run in Gaussian targets, and bounds on the total variation distance between the transition kernels of Hit-and-Run and NURS. Empirical experiments, supported by theoretical insights, illustrate the ability of NURS to sample from Neal's funnel, a challenging multi-scale distribution from Bayesian hierarchical inference.

We present a new framework for the fast solution of inhomogeneous elliptic boundary value problems in domains with smooth boundaries. High-order solvers based on adaptive box codes or the fast Fourier transform can efficiently treat the volumetric inhomogeneity, but require care to be taken near the boundary to ensure that the volume data is globally smooth. We avoid function extension or cut-cell quadratures near the boundary by dividing the domain into two regions: a bulk region away from the boundary that is efficiently treated with a truncated free-space box code, and a variable-width boundary-conforming strip region that is treated with a spectral collocation method and accompanying fast direct solver. Particular solutions in each region are then combined with Laplace layer potentials to yield the global solution. The resulting solver has an optimal computational complexity of O(N) for an adaptive discretization with N degrees of freedom. With an efficient two-dimensional (2D) implementation we demonstrate adaptive resolution of volumetric data, boundary data, and geometric features across a wide range of length scales, to typically 10-digit accuracy. The cost of all boundary corrections remains small relative to that of the bulk box code. The extension to 3D is expected to be straightforward in many cases because the strip