Jonathan C. Mattingly

Gabriel Chuang, Gregory Herschlag, Jonathan C. Mattingly

When auditing a redistricting plan, a persuasive method is to compare the plan with an ensemble of neutrally drawn redistricting plans. Ensembles are generated via algorithms that sample distributions on balanced graph partitions. To audit the partisan difference between the ensemble and a given plan, one must ensure that the non-partisan criteria are matched so that we may conclude that partisan differences come from bias rather than, for example, levels of compactness or differences in community preservation. Certain sampling algorithms allow one to explicitly state the policy-based probability distribution on plans, however, these algorithms have shown poor mixing times for large graphs (i.e. redistricting spaces) for all but a few specialized measures. In this work, we generate a multiscale parallel tempering approach that makes local moves at each scale. The local moves allow us to adopt a wide variety of policy-based measures. We examine our method in the state of Connecticut and succeed at achieving fast mixing on a policy-based distribution that has never before been sampled at this scale. Our algorithm shows promise to expand to a significantly wider class of measures that will (i) allow for more principled and situation-based comparisons and (ii) probe for the typical partisan impact that policy can have on redistricting.

David F. Anderson, Jonathan C. Mattingly

We present a numerical method for the approximation of solutions for the class of stochastic differential equations driven by Brownian motions which induce stochastic variation in fixed directions. This class of equations arises naturally in the study of population processes and chemical reaction kinetics. We show that the method constructs paths that are second order accurate in the weak sense. The method is simpler than many second order methods in that it neither requires the construction of iterated Ito integrals nor the evaluation of any derivatives. The method consists of two steps. In the first an explicit Euler step is used to take a fractional step. This fractional point is then combined with the initial point to obtain a higher order, trapezoidal like, approximation. The higher order of accuracy stems from the fact that both the drift and the quadratic variation of the underlying SDE are approximated to second order.

Jonathan C. Mattingly, Andrew M. Stuart, M. V. Tretyakov

Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical method converges to that of the SDE. The error analysis is based on using an associated Poisson equation for the underlying SDE. The main advantage of this approach is its simplicity and universality. It works equally well for a range of explicit and implicit schemes including those with simple simulation of random variables, and for hypoelliptic SDEs. To simplify the exposition, we consider only the case where the state space of the SDE is a torus and we study only smooth test functions. However we anticipate that the approach can be applied more widely. An analogy between our approach and Stein's method is indicated. Some practical implications of the results are discussed.