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The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

We consider the problem of explaining the predictions of an arbitrary blackbox model $f$: given query access to $f$ and an instance $x$, output a small set of $x$'s features that in conjunction essentially determines $f(x)$. We design an…

Machine Learning · Computer Science 2021-11-03 Guy Blanc , Jane Lange , Li-Yang Tan

Implicit inverse problems, in which noisy observations of a physical quantity are used to infer a nonlinear functional applied to an associated function, are inherently ill posed and often exhibit non uniqueness of solutions. Such problems…

Numerical Analysis · Mathematics 2025-05-27 Davide Parodi , Federico Benvenuto , Sara Garbarino , Michele Piana

Recently, a method to compute the implicit equation of a parametrized hypersurface has been developed by the authors. We address here some questions related to this method. First, we prove that the degree estimate for the stabilization of…

Commutative Algebra · Mathematics 2007-09-13 Laurent Buse , Marc Chardin , Jean-Pierre Jouanolou

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Machine Learning · Computer Science 2023-06-02 Dan Zhao

This work presents a non-intrusive model reduction method to learn low-dimensional models of dynamical systems with non-polynomial nonlinear terms that are spatially local and that are given in analytic form. In contrast to state-of-the-art…

Numerical Analysis · Mathematics 2020-10-28 Peter Benner , Pawan Goyal , Boris Kramer , Benjamin Peherstorfer , Karen Willcox

Interatomic potentials are essential to go beyond ab initio size limitations, but simulation results depend sensitively on potential parameters. Forward propagation of parameter variation is key for uncertainty quantification, whilst…

Materials Science · Physics 2024-07-16 Ivan Maliyov , Petr Grigorev , Thomas D Swinburne

The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

We study deterministic matrix completion problem, i.e., recovering a low-rank matrix from a few observed entries where the sampling set is chosen as the edge set of a Ramanujan graph. We first investigate projected gradient descent (PGD)…

Optimization and Control · Mathematics 2024-01-15 Hang Xu , Song Li , Junhong Lin

Computational problem certificates are additional data structures for each output, which can be used by a-possibly randomized-verification algorithm that proves the correctness of each output. In this paper, we give an algorithm that…

Symbolic Computation · Computer Science 2019-12-03 Jean-Guillaume Dumas , Erich Kaltofen , Emmanuel Thomé , Gilles Villard

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

We consider whether algorithmic choices in over-parameterized linear matrix factorization introduce implicit regularization. We focus on noiseless matrix sensing over rank-$r$ positive semi-definite (PSD) matrices in $\mathbb{R}^{n \times…

Machine Learning · Statistics 2019-09-16 Kelly Geyer , Anastasios Kyrillidis , Amir Kalev

This paper concerns a class of DC composite optimization problems which, as an extension of convex composite optimization problems and DC programs with nonsmooth components, often arises in robust factorization models of low-rank matrix…

Optimization and Control · Mathematics 2025-10-08 Ting Tao , Ruyu Liu , Shaohua Pan

We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing…

Machine Learning · Computer Science 2025-06-09 Zhitong Xu , Da Long , Yiming Xu , Guang Yang , Shandian Zhe , Houman Owhadi

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Machine Learning · Computer Science 2023-06-21 Shamsulhaq Basir

Traditional reduced order modeling techniques such as the reduced basis (RB) method (relying, e.g., on proper orthogonal decomposition (POD)) suffer from severe limitations when dealing with nonlinear time-dependent parametrized PDEs,…

Numerical Analysis · Mathematics 2020-01-14 Stefania Fresca , Luca Dede , Andrea Manzoni

In a previous work we developed a convex infinite dimensional linear programming (LP) approach to approximating the region of attraction (ROA) of polynomial dynamical systems subject to compact basic semialgebraic state constraints. Finite…

Optimization and Control · Mathematics 2012-10-12 Milan Korda , Didier Henrion , Colin N. Jones