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Analysis of large continuous-time stochastic systems is a computationally intensive task. In this work we focus on population models arising from chemical reaction networks (CRNs), which play a fundamental role in analysis and design of…

Systems and Control · Computer Science 2019-05-27 Milan Češka , Jan Křetínský

Numerical solution of the chemical master equation for stochastic reaction networks typically suffers from the state space explosion problem due to the curse of dimensionality and from stiffness due to multiple time scales. The dimension of…

Molecular Networks · Quantitative Biology 2019-07-25 Linar Mikeev , Werner Sandmann

This paper discusses a new method to solve definite integrals using artificial neural networks. The objective is to build a neural network that would be a novel alternative to pre-established numerical methods and with the help of a…

Machine Learning · Computer Science 2019-04-23 Satyasaran Changdar , Snehangshu Bhattacharjee

The light damping hypothesis is usually assumed in structural dynamics since dissipative forces are in general weak with respect to inertial and elastic forces. In this paper a novel numerical method of time integration based on the…

Numerical Analysis · Mathematics 2025-04-01 Mario Lázaro

Implicit-Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is partitioned into stiff and nonstiff processes with the goal of lower computational costs than a purely…

Numerical Analysis · Mathematics 2026-02-11 Alex C. Fish , Daniel R. Reynolds , Steven B. Roberts

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

In this paper, we introduce two parallel extragradient-proximal methods for solving split equilibrium problems. The algorithms combine the extragradient method, the proximal method and the hybrid (outer approximation) method. The weak and…

Optimization and Control · Mathematics 2015-11-10 Dang Van Hieu

In this paper, neural network approximation methods are developed for elliptic partial differential equations with multi-frequency solutions. Neural network work approximation methods have advantages over classical approaches in that they…

Numerical Analysis · Mathematics 2023-11-08 Deok-Kyu Jang , Hyea Hyun Kim , Kyungsoo Kim

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

Probability · Mathematics 2016-03-23 Araz Hashemi , Marcel Nunez , Petr Plechac , Dionisios G. Vlachos

A new class of implicit-explicit (IMEX) methods combined with a p-adaptive mixed finite element formulation is proposed to simulate the diffusion of reacting species. Hierarchical polynomial functions are used to construct an…

Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a…

Computational Physics · Physics 2018-08-16 Konduri Aditya , Diego A. Donzis

In this study, we investigate the Shallow Water Equations incorporating source terms accounting for Manning friction and a non-flat bottom topology. Our primary focus is on developing and validating numerical schemes that serve a dual…

Numerical Analysis · Mathematics 2023-10-24 Guanlan Huang , Sebastiano Boscarino , Tao Xiong

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the…

Numerical Analysis · Mathematics 2021-03-23 Francesca Scarabel , Odo Diekmann , Rossana Vermiglio

The aim of this work is to design implicit and semi-implicit high-order well-balanced finite-volume numerical methods for 1D systems of balance laws. The strategy introduced by two of the authors in a previous paper for explicit schemes…

Numerical Analysis · Mathematics 2022-08-31 Irene Gómez-Bueno , Sebastiano Boscarino , Manuel Jesús Castro , Carlos Parés , Giovanni Russo

Integration is indispensable, not only in mathematics, but also in a wide range of other fields. A deep learning method has recently been developed and shown to be capable of integrating mathematical functions that could not previously be…

Machine Learning · Computer Science 2022-05-10 Hazumi Kubota , Yuta Tokuoka , Takahiro G. Yamada , Akira Funahashi

The behavior of some stochastic chemical reaction networks is largely unaffected by slight inaccuracies in reaction rates. We formalize the robustness of state probabilities to reaction rate deviations, and describe a formal connection…

Computational Complexity · Computer Science 2009-01-28 David Soloveichik

Optimization is important in machine learning problems, and quasi-Newton methods have a reputation as the most efficient numerical schemes for smooth unconstrained optimization. In this paper, we consider the explicit superlinear…

Optimization and Control · Mathematics 2022-09-13 Dachao Lin , Haishan Ye , Zhihua Zhang

This paper presents a new strategy to deal with the excessive diffusion that standard finite volume methods for compressible Euler equations display in the limit of low Mach number. The strategy can be understood as using centered…

Numerical Analysis · Mathematics 2023-01-31 Wasilij Barsukow

This study concerns numerical methods for efficiently solving the Richards equation where different weak formulations and computational techniques are analyzed. The spatial discretizations are based on standard or mixed finite element…

Numerical Analysis · Mathematics 2021-05-12 Keita Sana , Beljadid Abdelaziz , Bourgault Yves