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We introduce a machine-learning framework to learn the hyperparameter sequence of first-order methods (e.g., the step sizes in gradient descent) to quickly solve parametric convex optimization problems. Our computational architecture…

Optimization and Control · Mathematics 2024-12-23 Rajiv Sambharya , Bartolomeo Stellato

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

In this paper, we study least-squares finite element methods (LSFEM) for general second-order elliptic equations with nonconforming finite element approximations. The equation may be indefinite. For the two-field potential-flux div LSFEM…

Numerical Analysis · Mathematics 2022-05-06 Yuxiang Liang , Shun Zhang

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

Finite-time coherent sets represent minimally mixing objects in general nonlinear dynamics, and are spatially mobile features that are the most predictable in the medium term. When the dynamical system is subjected to small parameter…

Dynamical Systems · Mathematics 2021-04-14 Fadi Antown , Gary Froyland , Oliver Junge

We study the inverse problem of parameter identification in non-coercive variational problems that commonly appear in applied models. We examine the differentiability of the set-valued parameter-to-solution map by using the first-order and…

Optimization and Control · Mathematics 2018-08-08 Christian Clason , Akhtar A. Khan , Miguel Sama , Christiane Tammer

The nonlinear dynamics of a system with periodic structure can be analyzed using a square matrix. We show that because the special property of the square matrix constructed for nonlinear dynamics, we can reduce the dimension of the matrix…

Classical Physics · Physics 2018-09-11 Li Hua Yu

We propose a discontinuous least squares finite element method for solving the Helmholtz equation. The method is based on the L2 norm least squares functional with the weak imposition of the continuity across the interior faces as well as…

Numerical Analysis · Mathematics 2021-05-06 Ruo Li , Qicheng Liu , Fanyi Yang

The identification of a linear system model from data has wide applications in control theory. The existing work that provides finite sample guarantees for linear system identification typically uses data from a single long system…

Machine Learning · Statistics 2025-05-09 Lei Xin , Baike She , Qi Dou , George Chiu , Shreyas Sundaram

We extend our two-scale neural-network method for scalar singularly perturbed problems with one small parameter to dynamical systems with multiple small parameters. To accommodate multiple small parameters, we use a single effective scale…

Numerical Analysis · Mathematics 2026-05-05 Qiao Zhuang , Taorui Wang , Rita Wanjiku , Majid Bani-Yaghoub , Zhongqiang Zhang

An in-domain finite dimensional controller for a class of distributed parameter systems on a one-dimensional spatial domain formulated under the port-Hamiltonian framework is presented. Based on [25] where positive feedback and a late…

Optimization and Control · Mathematics 2023-02-06 Ning Liu , Yongxin Wu , Yann Le Gorrec , Laurent Lefevre , Hector Ramirez

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

In this article, we study the linear time-invariant state-feedback controller design problem for distributed systems. We follow the recently developed system level synthesis (SLS) approach and impose locality structure on the resulting…

Systems and Control · Electrical Eng. & Systems 2022-01-11 Emily Jensen , Bassam Bamieh

We consider the linear and quadratic higher order terms associated to the response of the statistical properties of a dynamical system to suitable small perturbations. These terms are related to the first and second derivative of the…

Dynamical Systems · Mathematics 2020-02-12 Stefano Galatolo , Julien Sedro

Compressed sensing is a signal processing method that acquires data directly in a compressed form. This allows one to make less measurements than what was considered necessary to record a signal, enabling faster or more precise measurement…

Statistical Mechanics · Physics 2012-08-20 Florent Krzakala , Marc Mézard , François Sausset , Yifan Sun , Lenka Zdeborová

A hybrid model for biomedical time series comprising a continuous second-order linear time-invariant system driven by an input sequence of positively weighted Dirac delta-functions is considered. The problem of the joint estimation of the…

Systems and Control · Electrical Eng. & Systems 2022-07-05 Håkan Runvik , Alexander Medvedev

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

A distributed adaptive algorithm is proposed to solve a node-specific parameter estimation problem where nodes are interested in estimating parameters of local interest, parameters of common interest to a subset of nodes and parameters of…

Computers and Society · Computer Science 2023-07-19 Jorge Plata-Chaves , Nikola Bogdanovic , Kostas Berberidis

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

An optimisation scheme is developed to accurately represent the sub-grid scale forcing of a high dimensional chaotic ocean system. Using a simple parameterisation scheme, the velocity components of a 30km resolution shallow water ocean…

Atmospheric and Oceanic Physics · Physics 2015-05-20 Fenwick C. Cooper , Laure Zanna