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We address the problem of parameter estimation in models of systems biology from noisy observations. The models we consider are characterized by simultaneous deterministic nonlinear differential equations whose parameters are either taken…

Machine Learning · Statistics 2017-05-01 Xin Liu , Mahesan Niranjan

This paper presents an efficient method for extracting the second-order sensitivities from a system of implicit nonlinear equations on upcoming graphical processing units (GPU) dominated computer systems. We design a custom automatic…

Under consideration are the construction and properties of some special class of second other tangent sets on using the technique of nonstandard analysis.

Functional Analysis · Mathematics 2020-09-03 S. S. Kutateladze

The nonlinear response of stochastic models obeying a master equation is calculated up to fifth-order in the external field thus extending the third-order results obtained earlier (G. Diezemann, Phys. Rev. E{\bf 85}, 051502 (2012)). For…

Soft Condensed Matter · Physics 2017-08-30 Gregor Diezemann

This work presents an optimization framework for tailoring the nonlinear dynamic response of lightly damped mechanical systems using Spectral Submanifold (SSM) reduction. We derive the SSM-based backbone curve and its sensitivity with…

Optimization and Control · Mathematics 2025-12-23 Matteo Pozzi , Jacopo Marconi , Shobhit Jain , Mingwu Li , Francesco Braghin

In one calculation, adjoint sensitivity analysis provides the gradient of a quantity of interest with respect to all system's parameters. Conventionally, adjoint solvers need to be implemented by differentiating computational models, which…

Machine Learning · Computer Science 2024-04-19 Defne E. Ozan , Luca Magri

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

We treat the optimal linear filtering problem for a sum of two second order uncorrelated generalized stochastic processes. This is an operator equation involving covariance operators. We study both the wide-sense stationary case and the…

Functional Analysis · Mathematics 2025-04-28 Patrik Wahlberg

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

We develop a sensitivity function for the design of electron optics using an adjoint approach based on a form of reciprocity implicit in Hamilton's equations of motion. The sensitivity function, which is computed with a small number of…

Accelerator Physics · Physics 2018-07-24 Thomas M. Antonsen , David Chernin , John Petillo

A new class of methods is introduced for solving the Kohn-Sham equations of density functional theory, based on constructing a mapping dynamically between the Kohn-Sham system and an auxiliary system. The resulting auxiliary density…

Materials Science · Physics 2015-03-05 P. J. Hasnip , M. I. J. Probert

Nonlinear thermoelastic systems play a crucial role in understanding thermal conductivity, stresses, elasticity, and temperature interactions. This research focuses on finding solutions to these systems in their fractional forms, which is a…

Analysis of PDEs · Mathematics 2025-01-13 Qasim Khan

In this work, we propose a generalized, second-order, nonstandard finite difference (NSFD) method for non-autonomous dynamical systems. The proposed method combines the NSFD framework with a new non-local approximation of the right-hand…

Numerical Analysis · Mathematics 2025-10-07 Manh Tuan Hoang , Matthias Ehrhardt

We restrict our attention to space-time point pattern data for which we have a single realisation within a finite region. Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process. In…

Statistics Theory · Mathematics 2013-04-29 Edith Gabriel

A suboptimal active disturbance rejection controller (S-ADRC) is proposed for second-order systems with unknown time-varying nonlinear dynamics. The output-feedback controller guarantees a global convergence to the vicinity of an optimal…

Optimization and Control · Mathematics 2022-06-22 Amir Shakouri , M. Reza Emami

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

We present a new software system PETSc TSAdjoint for first-order and second-order adjoint sensitivity analysis of time-dependent nonlinear differential equations. The derivative calculation in PETSc TSAdjoint is essentially a high-level…

Mathematical Software · Computer Science 2021-10-28 Hong Zhang , Emil M. Constantinescu , Barry F. Smith

This paper considers fault estimation in nonlinear fractional order systems in observer form. For this aim, a step by step second order sliding mode observer is used. By means of a fractional inequality, the stability of the observer…

Optimization and Control · Mathematics 2017-06-13 Seyed Mohammad Moein Mousavi , Amin Ramezani

We propose a systemic method of applying the auxiliary systems of original equations to find the high order nonlocal symmetries of nonlinear evolution equation. In order to validate the effectiveness of the method, some examples are…

Exactly Solvable and Integrable Systems · Physics 2012-12-27 Xiangpeng Xin , Yong Chen