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Optimization problems with $L^1$-control cost functional subject to an elliptic partial differential equation (PDE) are considered. However, different from the finite dimensional $l^1$-regularization optimization, the resulting discretized…

Optimization and Control · Mathematics 2017-09-28 Xiaoliang Song , Bo Chen , Bo Yu

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

Statistics Theory · Mathematics 2008-04-29 Heng Lian

We give a new computational method to obtain symmetries of ordinary differential equations. The proposed approach appears as an extension of a recent algorithm to compute variational symmetries of optimal control problems [Comput. Methods…

Classical Analysis and ODEs · Mathematics 2009-11-13 Paulo D. F. Gouveia , Delfim F. M. Torres

Ordinary differential equations (ODEs) are foundational in modeling intricate dynamics across a gamut of scientific disciplines. Yet, a possibility to represent a single phenomenon through multiple ODE models, driven by different…

Methodology · Statistics 2023-09-01 Itai Dattner , Shota Gugushvili , Oleksandr Laskorunskyi

Optimal control problems naturally arise in many scientific applications where one wishes to steer a dynamical system from a certain initial state $\mathbf{x}_0$ to a desired target state $\mathbf{x}^*$ in finite time $T$. Recent advances…

Machine Learning · Computer Science 2022-09-20 Lucas Böttcher , Thomas Asikis

Reduced basis approximations of Optimal Control Problems (OCPs) governed by steady partial differential equations (PDEs) with random parametric inputs are analyzed and constructed. Such approximations are based on a Reduced Order Model,…

Numerical Analysis · Mathematics 2023-08-08 Giuseppe Carere , Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza , Rob Stevenson

The estimation of distributed parameters in partial differential equations (PDE) from measures of the solution of the PDE may lead to under-determination problems. The choice of a parameterization is a usual way of adding a-priori…

Numerical Analysis · Mathematics 2008-01-16 Hend Ben Ameur , François Clément , Pierre Weis , Guy Chavent

The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…

Numerical Analysis · Mathematics 2023-07-03 Alexander Hvatov , Tatiana Tikhonova

We consider the problem of parameter estimation in dynamic systems described by ordinary differential equations. A review of the existing literature emphasizes the need for deterministic global optimization methods due to the nonconvex…

Optimization and Control · Mathematics 2025-06-16 M. Fernández de Dios , Ángel M. González-Rueda , Julio R. Banga , Julio González-Díaz , David R. Penas

Training Neural Ordinary Differential Equations (ODEs) is often computationally expensive. Indeed, computing the forward pass of such models involves solving an ODE which can become arbitrarily complex during training. Recent works have…

Machine Learning · Computer Science 2020-11-03 Arnab Ghosh , Harkirat Singh Behl , Emilien Dupont , Philip H. S. Torr , Vinay Namboodiri

Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…

Statistics Theory · Mathematics 2014-03-05 Prithwish Bhaumik , Subhashis Ghosal

Appropriate time discretization is crucial for real-time applications of numerical optimal control, such as nonlinear model predictive control. However, if the discretization error strongly depends on the applied control input, meeting…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Filip Tronarp , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig , Melanie N. Zeilinger

We consider the problem of parameter estimation for a system of ordinary differential equations from noisy observations on a solution of the system. In case the system is nonlinear, as it typically is in practical applications, an analytic…

Statistics Theory · Mathematics 2012-07-27 Shota Gugushvili , Chris A. J. Klaassen

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

Differential equations are commonly used to model dynamical deterministic systems in applications. When statistical parameter estimation is required to calibrate theoretical models to data, classical statistical estimators are often…

Methodology · Statistics 2014-10-29 Nicolas J-B Brunel , Quentin Clairon , Florence d'Alche-Buc

We present a new approach for estimating parameters in rational ODE models from given (measured) time series data. In typical existing approaches, an initial guess for the parameter values is made from a given search interval. Then, in a…

Mathematical Software · Computer Science 2023-12-19 Oren Bassik , Yosef Berman , Soo Go , Hoon Hong , Ilia Ilmer , Alexey Ovchinnikov , Chris Rackauckas , Pedro Soto , Chee Yap

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

Optimization and Control · Mathematics 2024-12-13 Getachew K. Befekadu

In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of…

Optimization and Control · Mathematics 2018-10-02 Alessandro Alla , Bernard Haasdonk , Andreas Schmidt

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

We study model predictive control for singular differential-algebraic equations with higher index. This is a novelty when compared to the literature where only regular differential-algebraic equations with additional assumptions on the…

Optimization and Control · Mathematics 2022-02-08 Achim Ilchmann , Jonas Witschel , Karl Worthmann