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We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

For partial differential equations (PDEs) that have $n\geq2$ independent variables and a symmetry algebra of dimension at least $n-1$, an explicit algorithmic method is presented for finding all symmetry-invariant conservation laws that…

Mathematical Physics · Physics 2024-07-02 Stephen C. Anco , Mariluz Gandarias

Stochastic partial differential equations (SPDEs) are ubiquitous in engineering and computational sciences. The stochasticity arises as a consequence of uncertainty in input parameters, constitutive relations, initial/boundary conditions,…

Data Analysis, Statistics and Probability · Physics 2020-01-29 Sharmila Karumuri , Rohit Tripathy , Ilias Bilionis , Jitesh Panchal

Reconstructing PDE solutions from sparse observations is a core challenge in scientific computing. We present FM4PDE, a flow-matching generative framework that learns the joint distribution of PDE coefficients (or initial states) and…

Machine Learning · Statistics 2026-05-26 Xifeng Zhang , Jin Zhao

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

Numerical Analysis · Mathematics 2014-06-27 Paul Tupper , Xin Yang

We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…

Numerical Analysis · Mathematics 2016-04-19 Claude Le Bris , Frederic Legoll

Modeling physical phenomena like heat transport and diffusion is crucially dependent on the numerical solution of partial differential equations (PDEs). A PDE solver finds the solution given coefficients and a boundary condition, whereas an…

Graphics · Computer Science 2022-08-04 Ekrem Fatih Yılmazer , Delio Vicini , Wenzel Jakob

This paper considers the low-observability state estimation problem in power distribution networks and develops a decentralized state estimation algorithm leveraging the matrix completion methodology. Matrix completion has been shown to be…

Optimization and Control · Mathematics 2019-10-14 April Sagan , Yajing Liu , Andrey Bernstein

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

In this article, we propose a non-parametric Bayesian level-set method for simultaneous reconstruction of two different piecewise constant coefficients in an elliptic partial differential equation. We show that the Bayesian formulation of…

Applications · Statistics 2025-05-28 Anuj Abhishek , Thilo Strauss , Taufiquar Khan

A new numerical method to solve an inverse source problem for the radiative transfer equation involving the absorption and scattering terms, with incomplete data, is proposed. No restrictive assumption on those absorption and scattering…

Numerical Analysis · Mathematics 2019-04-02 Alexey V. Smirnov , Michael V. Klibanov , Loc H. Nguyen

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…

Numerical Analysis · Mathematics 2018-04-13 Ferran Vidal-Codina , Ngoc-Cuong Nguyen , Mike B. Giles , Jaime Peraire

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Quantitative Methods · Quantitative Biology 2009-11-13 Liang Qiao , Radek Erban , C. T. Kelley , Ioannis G. Kevrekidis

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…

Optimization and Control · Mathematics 2020-06-08 Ethan N. Evans , Marcus A. Pereira , George I. Boutselis , Evangelos A. Theodorou

We introduce two data completion algorithms for the limited-aperture problems in inverse acoustic scattering. Both completion algorithms are independent of the topological and physical properties of the unknown scatterers. The main idea is…

Analysis of PDEs · Mathematics 2022-09-07 Fangfang Dou , Xiaodong Liu , Shixu Meng , Bo Zhang

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq