Related papers: Stabilized weighted reduced basis methods for para…
We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for convex optimization given their edge over stochastic gradient…
Randomized benchmarking (RB) protocols are standard tools for characterizing quantum devices. Prior analyses of RB protocols have not provided a complete method for analyzing realistic data, resulting in a variety of ad-hoc methods. The…
This paper investigates an issue of distributed fusion estimation under network-induced complexity and stochastic parameter uncertainties. First, a novel signal selection method based on event-trigger is developed to handle network-induced…
We propose an efficient probabilistic method to solve a deterministic problem -- we present a randomized optimization approach that drastically reduces the enormous computational cost of optimizing designs under many load cases for both…
We perform an error analysis of a fully discretised Streamline Upwind Petrov Galerkin Dynamical Low Rank (SUPG-DLR) method for random time-dependent advection-dominated problems. The time integration scheme has a splitting-like nature,…
This paper presents a hybrid optimization methodology for parameter estimation of reactive transport systems. Using reduced-order advection-diffusion-reaction (ADR) models, the computational requirements of global optimization with dynamic…
The instability of embedding spaces across model retraining cycles presents significant challenges to downstream applications using user or item embeddings derived from recommendation systems as input features. This paper introduces a novel…
Reinforcement learning is commonly associated with training of reward-maximizing (or cost-minimizing) agents, in other words, controllers. It can be applied in model-free or model-based fashion, using a priori or online collected system…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…
We propose a novel framework of generalised Petrov-Galerkin Dynamical Low Rank Approximations (DLR) in the context of random PDEs. It builds on the standard Dynamical Low Rank Approximations in their Dynamically Orthogonal formulation. It…
In this paper we present a reduced basis method which yields structure-preservation and a tight a posteriori error bound for the simulation of the damped wave equations on networks. The error bound is based on the exponential decay of the…
We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state…
We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…
In this contribution, we are concerned with parameter optimization problems that are constrained by multiscale PDE state equations. As an efficient numerical solution approach for such problems, we introduce and analyze a new relaxed and…
This article presents stability and convergence analyses of subgrid multiscale stabilized finite element formulation of non-Newtonian power-law fluid flow model strongly coupled with variable coefficients Advection-Diffusion-Reaction…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…