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A state-of-the-art deep domain decomposition method (D3M) based on the variational principle is proposed for partial differential equations (PDEs). The solution of PDEs can be formulated as the solution of a constrained optimization…

Machine Learning · Computer Science 2020-04-03 Ke Li , Kejun Tang , Tianfan Wu , Qifeng Liao

Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…

Machine Learning · Statistics 2022-02-03 Jack Kuipers , Polina Suter , Giusi Moffa

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…

Probability · Mathematics 2018-06-19 Dirk Blömker , Claudia Schillings , Philipp Wacker

We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…

Probability · Mathematics 2012-11-20 Gechun Liang , Terry Lyons , Zhongmin Qian

Lagrangian descriptors (LDs) based on the arc length of orbits previously demonstrated their utility in delineating structures governing the dynamics. Recently, a chaos indicator based on the second derivatives of the LDs, referred to as…

Chaotic Dynamics · Physics 2025-02-05 Alexandru Căliman , Jérôme Daquin , Anne-Sophie Libert

Ordinary differential equations (ODEs) are widely used to characterize the dynamics of complex systems in real applications. In this article, we propose a novel joint estimation approach for generalized sparse additive ODEs where…

Methodology · Statistics 2022-08-19 Nan Zhang , Muye Nanshan , Jiguo Cao

A new scheme to study the properties of finite nuclei is proposed based on the Dirac-Brueckner-Hartree-Fock (DBHF) approach starting from a bare nucleon-nucleon interaction. The relativistic structure of the nucleon self-energies in nuclear…

The combination of nonlinear FETI-DP (Dual Primal Finite Element Tearing and Interconnecting) and Quasi-Newton methods using a sequential quadratic programming (SQP) approach is considered. Nonlinear FETI-DP methods are parallel iterative…

Numerical Analysis · Mathematics 2025-08-18 Stephan Köhler , Oliver Rheinbach

The paper presents a two-dimensional geometrically nonlinear formulation of a beam element that can accommodate arbitrarily large rotations of cross sections. The formulation is based on the integrated form of equilibrium equations, which…

Numerical Analysis · Mathematics 2021-04-20 Milan Jirásek , Emma La Malfa Ribolla , Martin Horák

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

Consider a two-class classification problem where we observe samples $(X_i, Y_i)$ for i = 1, ..., n, $X_i \in R^p$ and $Y_i$ in {0, 1}. Given $Y_i = k$, $X_i$ is assumed to follow a multivariate normal distribution with mean $\mu_k \in R^k$…

Statistics Theory · Mathematics 2023-02-23 Wanjie Wang , Jingjing Wu , Zhigang Yao

The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…

Disordered Systems and Neural Networks · Physics 2019-08-22 Yohai Bar-Sinai , Stephan Hoyer , Jason Hickey , Michael P. Brenner

A butterfly-based direct combined-field integral equation (CFIE) solver for analyzing scattering from electrically large, perfect electrically conducting objects is presented. The proposed solver leverages the butterfly scheme to compress…

Numerical Analysis · Mathematics 2017-10-11 Han Guo , Yang Liu , Jun Hu , Eric Michielssen

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…

Numerical Analysis · Mathematics 2020-11-11 Jing Sun , Daxin Nie , Weihua Deng

The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…

Applications · Statistics 2017-02-07 Yong Huang , James L. Beck , Hui Li

Abstract differential-algebraic equations (ADAEs) of a semilinear type are studied. Theorems on the existence and uniqueness of solutions and the maximal interval of existence, on the global solvability of the ADAEs, the boundedness of…

Analysis of PDEs · Mathematics 2026-03-03 Maria Filipkovska

Differentiable forest is an ensemble of decision trees with full differentiability. Its simple tree structure is easy to use and explain. With full differentiability, it would be trained in the end-to-end learning framework with…

Machine Learning · Computer Science 2020-10-08 Yingshi Chen

In this work, we present a novel forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs). Motivated by the fact that differential deep learning can…

Numerical Analysis · Mathematics 2024-08-13 Lorenc Kapllani , Long Teng

This work deals with directional of arrival (DOA) estimation with a large antenna array. We first develop a novel signal model with a sparse system transfer matrix using an inverse discrete Fourier transform (DFT) operation, which leads to…

Signal Processing · Electrical Eng. & Systems 2023-09-04 Yiwen Mao , Dawei Gao , Qinghua Guo , Ming Jin

Identification of fractional order systems is considered from an algebraic point of view. It allows for a simultaneous estimation of model parameters and fractional (or integer) orders from input and output data. It is exact in that no…

Optimization and Control · Mathematics 2013-02-19 Nicole Gehring , Joachim Rudolph
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