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Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…

Machine Learning · Statistics 2019-02-28 Xiaoyu Li , Francesco Orabona

In regression, conformal prediction is a general methodology to construct prediction intervals in a distribution-free manner. Although conformal prediction guarantees strong statistical property for predictive inference, its inherent…

Statistics Theory · Mathematics 2016-12-01 Wenyu Chen , Zhaokai Wang , Wooseok Ha , Rina Foygel Barber

In many applications, gradient evaluations are inherently approximate, motivating the development of optimization methods that remain reliable under inexact first-order information. A common strategy in this context is adaptive evaluation,…

Optimization and Control · Mathematics 2025-10-21 Humberto Gimenes Macedo , Luís Felipe Bueno

We propose a new method of adaptive piecewise approximation based on Sinc points for ordinary differential equations. The adaptive method is a piecewise collocation method which utilizes Poly-Sinc interpolation to reach a preset level of…

Numerical Analysis · Mathematics 2022-09-29 Omar Khalil , Hany El-Sharkawy , Maha Youssef , Gerd Baumann

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

A mathematical model of the circadian dynamics in the form of Van der Pol equation with an external force as a control is investigated. The combination of backstepping method and differential-topological techniques based on the Poincare's…

Systems and Control · Computer Science 2013-10-10 Myroslav Sparavalo

The adaptive BDDC method is extended to the selection of face constraints in three dimensions. A new implementation of the BDDC method is presented based on a global formulation without an explicit coarse problem, with massive parallelism…

Numerical Analysis · Mathematics 2013-11-12 Jan Mandel , Bedřich Sousedík , Jakub Šístek

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

Numerical Analysis · Mathematics 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris

In this paper we introduce adaptive time step control for simulation of evolution of ice sheets. The discretization error in the approximations is estimated using "Milne's device" by comparing the result from two different methods in a…

Computational Physics · Physics 2019-08-30 Gong Cheng , Per Lötstedt , Lina von Sydow

The time dependent experimental data are always collected at discrete grids with respect to the time t. The step size h of such a grid is always separated from zero by a certain positive number. The same is true for all computations, which…

Mathematical Physics · Physics 2024-07-02 Michael V. Klibanov

This chapter deals with the stabilization of a class of linear time-varying parabolic partial differential equations employing receding horizon control (RHC). Here, RHC is finite-dimensional, i.e., it enters as a time-depending linear…

Optimization and Control · Mathematics 2024-01-18 Behzad Azmi , Jan Rohleff , Stefan Volkwein

This article proposes a Model Reference Adaptive Control (MRAC) strategy to achieve fixed-time convergence of parameter estimation and tracking errors for unknown linear time-invariant systems, without relying on the persistence of…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Chayan Kumar Paul , Krishanu Nath , Indra Narayan Kar , Denis Efimov , Rosane Ushirobira

This paper presents a semi-implicit spectral deferred correction (SDC) method for incompressible Navier-Stokes problems with variable viscosity and time-dependent boundary conditions. The proposed method integrates elements of velocity- and…

Numerical Analysis · Mathematics 2020-10-28 Jörg Stiller

Adaptive Finite Element Method (adaptivity) is known to be an effective numerical tool for some ill-posed problems. The key advantage of the adaptivity is the image improvement with local mesh refinements. A rigorous proof of this property…

Mathematical Physics · Physics 2012-10-30 Larisa Beilina , Michael V. Klibanov

A defect-deferred correction method, increasing both temporal and spatial accuracy, for fluid-fluid interaction problem with nonlinear interface condition is considered by geometric averaging of the previous two-time levels. In the defect…

Numerical Analysis · Mathematics 2020-06-02 Mustafa Aggul , Songül Kaya

This paper presents a novel attention-based algorithm for achieving adaptive computation called DACT, which, unlike existing ones, is end-to-end differentiable. Our method can be used in conjunction with many networks; in particular, we…

Artificial Intelligence · Computer Science 2020-05-25 Cristobal Eyzaguirre , Alvaro Soto

In this paper we consider the difference-of-convex (DC) programming problems, whose objective function is the difference of two convex functions. The classical DC Algorithm (DCA) is well-known for solving this kind of problems, which…

Optimization and Control · Mathematics 2022-04-27 Yu You , Yi-Shuai Niu

The performance of standard stochastic approximation implementations can vary significantly based on the choice of the steplength sequence, and in general, little guidance is provided about good choices. Motivated by this gap, in the first…

Optimization and Control · Mathematics 2015-03-19 Farzad Yousefian , Angelia Nedić , Uday V. Shanbhag

This paper seeks to address how to solve non-smooth convex and strongly convex optimization problems with functional constraints. The introduced Mirror Descent (MD) method with adaptive stepsizes is shown to have a better convergence rate…

Optimization and Control · Mathematics 2017-05-08 Anastasia Bayandina

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao