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The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

A general, variational approach to derive low-order reduced systems for nonlinear systems subject to an autonomous forcing, is introduced. The approach is based on the concept of optimal parameterizing manifold (PM) that substitutes the…

Dynamical Systems · Mathematics 2020-01-08 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…

Numerical Analysis · Mathematics 2011-10-04 John D. Jakeman , Stephen G. Roberts

Signal decomposition and multiscale signal analysis provide many useful tools for time-frequency analysis. We proposed a random feature method for analyzing time-series data by constructing a sparse approximation to the spectrogram. The…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Nicholas Richardson , Hayden Schaeffer , Giang Tran

We report a multiscale approach of broad applicability to stochastic reconstruction of multiphase materials, including porous ones. The approach devised uses an optimization method, such as the simulated annealing (SA) and the so-called…

Materials Science · Physics 2018-11-13 R. Piasecki , W. Olchawa , D. Frączek , R. Wiśniowski

Bilevel optimization problems are receiving increasing attention in machine learning as they provide a natural framework for hyperparameter optimization and meta-learning. A key step to tackle these problems is the efficient computation of…

Machine Learning · Statistics 2025-05-20 Riccardo Grazzi , Massimiliano Pontil , Saverio Salzo

We investigate the physical role of various scale-similarity models in the stabilized mixed model [K. Abe, Int. J. Heat Fluid Flow, 39, 42 (2013); M. Inagaki and K. Abe, Int. J. Heat Fluid Flow, 64, 137 (2017)] and evaluate their…

Fluid Dynamics · Physics 2020-08-26 Kazuhiro Inagaki , Hiromichi Kobayashi

We present a first order scheme based on a staggered grid for the shallow water equations with topography in two space dimensions, which enjoys several properties: positivity of the water height, preservation of constant states, and weak…

Numerical Analysis · Mathematics 2019-06-27 Raphaèle Herbin , Jean-Claude Latché , Youssouf Nasseri , Nicolas Therme

We introduce a simple, stochastic, a-posteriori, turbulence closure model based on a reduced subgrid scale term. This subgrid scale term is tailor-made to capture the statistics of a small set of spatially-integrate quantities of interest…

Dynamical Systems · Mathematics 2024-11-08 Rik Hoekstra , Daan Crommelin , Wouter Edeling

This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…

Optimization and Control · Mathematics 2026-02-17 Patrick L. Combettes , Javier I. Madariaga

We propose a stochastic conditional gradient method (CGM) for minimizing convex finite-sum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or…

Machine Learning · Computer Science 2022-04-19 Gideon Dresdner , Maria-Luiza Vladarean , Gunnar Rätsch , Francesco Locatello , Volkan Cevher , Alp Yurtsever

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

The adoption of detailed mechanisms for chemical kinetics often poses two types of severe challenges: First, the number of degrees of freedom is large; and second, the dynamics is characterized by widely disparate time scales. As a result,…

Dynamical Systems · Mathematics 2025-10-01 Eliodoro Chiavazzo , C. William Gear , Carmeline J. Dsilva , Neta Rabin , Ioannis G. Kevrekidis

Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…

Optimization and Control · Mathematics 2013-07-10 Christopher G. Jesudason

This work aims at generating a model of the ocean surface and its dynamics from one or more video cameras. The idea is to model wave patterns from video as a first step towards a larger system of photogrammetric monitoring of marine…

Computer Vision and Pattern Recognition · Computer Science 2013-10-01 Mauro de Amorim , Ricardo Fabbri , Lucia Maria dos Santos Pinto , Francisco Duarte Moura Neto

A Skeleton-stabilized ImmersoGeometric Analysis technique is proposed for incompressible viscous flow problems with moderate Reynolds number. The proposed formulation fits within the framework of the finite cell method, where essential…

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard…

Numerical Analysis · Mathematics 2022-09-07 Brittany A Erickson , Jeremy E Kozdon , Tobias W Harvey

This paper investigates the parabolic scaling limit of a damped stochastic wave map from the real line into the two-dimensional sphere, perturbed by multiplicative Gaussian noise of co-normal type. We prove that under this rescaling, the…

Probability · Mathematics 2025-07-29 Sandra Cerrai , Mengzi Xie

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

Fluid Dynamics · Physics 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope