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We present a new method for parameter identification of ODE system descriptions based on data measurements. Our method works by splitting the system into a number of subsystems and working on each of them separately, thereby being easily…

Computational Engineering, Finance, and Science · Computer Science 2012-08-21 Anastasis Georgoulas , Allan Clark , Andrea Ocone , Stephen Gilmore , Guido Sanguinetti

In this paper we introduce a procedure for identifying optimal methods in parametric families of numerical schemes for initial value problems in partial differential equations. The procedure maximizes accuracy by adaptively computing…

Numerical Analysis · Mathematics 2021-08-10 Gianluca Frasca-Caccia , Pranav Singh

Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…

Dynamical Systems · Mathematics 2021-10-27 Jonas Kneifl , Julian Hay , Jörg Fehr

Ordinary Differential Equations (ODEs) have recently gained a lot of attention in machine learning. However, the theoretical aspects, e.g., identifiability and asymptotic properties of statistical estimation are still obscure. This paper…

Machine Learning · Statistics 2024-06-04 Yuanyuan Wang , Wei Huang , Mingming Gong , Xi Geng , Tongliang Liu , Kun Zhang , Dacheng Tao

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

Numerical simulations of physical systems exhibit discrepancies arising from unmodeled physics and idealizations, as well as numerical approximation errors stemming from discretization and solver tolerances. This article reviews techniques…

Computational Physics · Physics 2026-01-23 Danny Smyl

Ordinary differential equations provide an attractive framework for modeling temporal dynamics in a variety of scientific settings. We show how consistent estimation for parameters in ODE models can be obtained by modifying a direct…

Applications · Statistics 2016-01-20 Sarah E. Holte

Method-of-lines discretizations are demanding test problems for stiff integration methods. However, for PDE problems with known analytic solution the presence of space discretization errors or the need to use codes to compute reference…

Numerical Analysis · Mathematics 2023-05-24 Jens Lang , Bernhard A. Schmitt

We present a novel framework for PDE-constrained $r$-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality…

Numerical Analysis · Mathematics 2025-07-03 Tzanio Kolev , Boyan Lazarov , Ketan Mittal , Mathias Schmidt , Vladimir Tomov

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

A popular approach to perform inference on a target parameter in the presence of nuisance parameters is to construct estimating equations that are orthogonal to the nuisance parameters, in the sense that their expected first derivative is…

Econometrics · Economics 2026-02-25 Stéphane Bonhomme , Koen Jochmans , Martin Weidner

We propose and analyze a posteriori error estimators for an optimal control problem that involves an elliptic partial differential equation as state equation and a control variable that enters the state equation as a coefficient; pointwise…

Optimization and Control · Mathematics 2022-03-31 Francisco Fuica , Enrique Otarola

To study the nonlinear properties of complex natural phenomena, the evolution of the quantity of interest can be often represented by systems of coupled nonlinear stochastic differential equations (SDEs). These SDEs typically contain…

Optimization and Control · Mathematics 2024-10-22 Jan Bartsch , Robert Denk , Stefan Volkwein

We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

Analysis of PDEs · Mathematics 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

This paper presents a new discretization error quantification method for the numerical integration of ordinary differential equations. The error is modelled by using the Wishart distribution, which enables us to capture the correlation…

Methodology · Statistics 2023-08-15 Naoki Marumo , Takeru Matsuda , Yuto Miyatake

Data-driven predictive control (DPC), using linear combinations of recorded trajectory data, has recently emerged as a popular alternative to traditional model predictive control (MPC). Without an explicitly enforced prediction model, the…

Systems and Control · Electrical Eng. & Systems 2025-03-31 Manuel Klädtke , Moritz Schulze Darup

In this paper we propose two nonlinear models for the control of anthracnose disease. The first is an ordinary differential equation (ODE) model which represents the within-host evolution of the disease. The second includes spatial…

Optimization and Control · Mathematics 2014-06-17 David Fotsa , Elvis Houpa , David Békollé , Christopher Thron , Michel Ndoumbé

In this work, we analyze Parametrized Advection-Dominated distributed Optimal Control Problems with random inputs in a Reduced Order Model (ROM) context. All the simulations are initially based on a finite element method (FEM)…

Numerical Analysis · Mathematics 2024-08-27 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza
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