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This paper presents an algorithm for the simulation of Hawkes-type processes where the intensity is expressed in terms of a continuous-time autoregressive moving average model. We identify upper bounds for both the univariate and the…

Computation · Statistics 2025-06-10 Lorenzo Mercuri , Andrea Perchiazzo , Edit Rroji

In this paper we present the SPICE approach for sparse parameter estimation in a framework that unifies it with other hyperparameter-free methods, namely LIKES, SLIM and IAA. Specifically, we show how the latter methods can be interpreted…

Statistics Theory · Mathematics 2015-05-12 Petre Stoica , Dave Zachariah , Jian Li

Port-Hamiltonian systems (pHS) allow for a structure-preserving modeling of dynamical systems. Coupling pHS via linear relations between input and output defines an overall pHS, which is structure preserving. However, in multiphysics…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Peter Zaspel , Michael Günther

We present a method of discrete modeling and analysis of multilevel dynamics of complex large-scale hierarchical dynamic systems subject to external dynamic control mechanism. Architectural model of information system supporting simulation…

Computational Engineering, Finance, and Science · Computer Science 2008-09-23 Armen Bagdasaryan

The discrete class algorithm presented in this paper is an efficient simulation tool for stochastic processes governed by a reasonably small set of transition rates. The algorithm is presented, its performance compared to prevailing methods…

Computational Physics · Physics 2008-02-03 Hans E. Plesser , Dietmar Wendt

Conventional deep learning (DL) model compression and scaling methods focus on altering the model's components, impacting the results across all samples uniformly. However, since samples vary in difficulty, a dynamic model that adapts…

Machine Learning · Computer Science 2025-05-09 Qingyuan Wang , Barry Cardiff , Antoine Frappé , Benoit Larras , Deepu John

Benchmarks for competition-style reasoning have advanced evaluation in mathematics and programming, yet physics remains comparatively explored. Most existing physics benchmarks evaluate only final answers, which fail to capture reasoning…

Machine Learning · Computer Science 2025-11-03 Wanjia Zhao , Qinwei Ma , Jingzhe Shi , Shirley Wu , Jiaqi Han , Yijia Xiao , Si-Yuan Chen , Xiao Luo , Ludwig Schmidt , James Zou

We consider the problem of inferring the causal structure from observational data, especially when the structure is sparse. This type of problem is usually formulated as an inference of a directed acyclic graph (DAG) model. The linear…

Machine Learning · Statistics 2025-08-21 Kazuharu Harada , Hironori Fujisawa

Complex industrial processes such as the drying of combustible biomass can be modeled with computational fluid dynamics simulations. Due to their complexity, it is not straightforward to use these models for the analysis of system…

Optimization and Control · Mathematics 2020-03-30 Marc Oliver Berner , Viktor Scherer , Martin Mönnigmann

Evaluating the reliability of intelligent physical systems against rare safety-critical events poses a huge testing burden for real-world applications. Simulation provides a useful platform to evaluate the extremal risks of these systems…

Machine Learning · Computer Science 2021-03-09 Mansur Arief , Zhiyuan Huang , Guru Koushik Senthil Kumar , Yuanlu Bai , Shengyi He , Wenhao Ding , Henry Lam , Ding Zhao

In the field of numerical approximation, specialists considering highly complex problems have recently proposed various ways to simplify their underlying problems. In this field, depending on the problem they were tackling and the community…

Numerical Analysis · Mathematics 2013-05-23 Mario Bebendorf , Yvon Maday , Benjamin Stamm

This paper presents a comprehensive review of the design of experiments used in the surrogate models. In particular, this study demonstrates the necessity of the design of experiment schemes for the Physics-Informed Neural Network (PINN),…

Machine Learning · Statistics 2022-02-15 Sourav Das , Solomon Tesfamariam

In chemical and manufacturing processes, unit failures due to equipment degradation can lead to process downtime and significant costs. In this context, finding an optimal maintenance strategy to ensure good unit health while avoiding…

Optimization and Control · Mathematics 2019-01-25 Johannes Wiebe , Inês Cecílio , Ruth Misener

Thermodynamic and flash equilibrium calculations are the cornerstones of simulation process calculations. The iterative approach, a widely used nonlinear problem-solving technique, relies on derivative calculations throughout the procedure…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Shaoyi Yang

Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

The fracture simulation of random particle reinforced composite structures remains a challenge. Current techniques either assumed a homogeneous model, ignoring the microstructure characteristics of composite structures, or considered a…

Numerical Analysis · Mathematics 2022-12-23 Zihao Yang , Shaoqi Zheng , Shangkun Shen , Fei Han

Simulation is useful for the evaluation of a Master Production/distribution Schedule (MPS). Also, the goal of this paper is the study of the design of a simulation model by reducing its complexity. According to theory of constraints, we…

Neural and Evolutionary Computing · Computer Science 2009-06-11 Philippe Thomas , André Thomas

Elimination of unknowns in a system of differential equations is often required when analysing (possibly nonlinear) dynamical systems models, where only a subset of variables are observable. One such analysis, identifiability, often relies…

Algebraic Geometry · Mathematics 2022-11-28 Ruiwen Dong , Christian Goodbrake , Heather A Harrington , Gleb Pogudin

Sequential directional importance sampling (SDIS) is an efficient adaptive simulation method for estimating failure probabilities. It expresses the failure probability as the product of a group of integrals that are easy to estimate,…

Methodology · Statistics 2024-10-31 Kai Chenga , Iason Papaioannou , Daniel Straub

The joint prediction of continuous fields and statistical estimation of the underlying discrete parameters is a common problem for many physical systems, governed by PDEs. Hitherto, it has been separately addressed by employing operator…

Machine Learning · Computer Science 2024-11-06 Levi E. Lingsch , Dana Grund , Siddhartha Mishra , Georgios Kissas