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This work investigates an elliptic optimal control problem defined on uncertain domains and discretized by a fictitious domain finite element method and cut elements. Key ingredients of the study are to manage cases considering the usually…

Numerical Analysis · Mathematics 2022-04-06 Aikaterini Aretaki , Efthymios N. Karatzas

In this work, we consider an optimal control problem subject to a nonlinear PDE constraint and apply it to the regularized $p$-Laplace equation. To this end, a reduced unconstrained optimization problem in terms of the control variable is…

Numerical Analysis · Mathematics 2020-06-29 Bernhard Endtmayer , Ulrich Langer , Ira Neitzel , Winnifried Wollner , Thomas Wick

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

A general, variational approach to derive low-order reduced systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes the more classical notions of invariant or slow manifold when…

Dynamical Systems · Mathematics 2023-09-18 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

Many robotic sensor estimation problems can characterized in terms of nonlinear measurement systems. These systems are contaminated with noise and may be underdetermined from a single observation. In order to get reliable estimation…

Systems and Control · Computer Science 2013-04-11 Greg Hager , Max Mintz

This paper investigates the semi-discrete optimal transport (OT) problem with entropic regularization. We characterize the solution using a governing, well-posed ordinary differential equation (ODE). This naturally yields an algorithm to…

Numerical Analysis · Mathematics 2025-04-07 Luca Nenna , Daniyar Omarov , Brendan Pass

Ordinary differential equations (ODE) are widely used for modeling in Systems Biology. As most commonly only some of the kinetic parameters are measurable or precisely known, parameter estimation techniques are applied to parametrize the…

Quantitative Methods · Quantitative Biology 2016-01-19 Christoph Zimmer , Frank T. Bergmann , Sven Sahle

Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…

Machine Learning · Statistics 2023-12-08 Mohan Wu , Martin Lysy

Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

This paper introduces an Ordinary Differential Equation (ODE) notion for survival analysis. The ODE notion not only provides a unified modeling framework, but more importantly, also enables the development of a widely applicable, scalable,…

Methodology · Statistics 2021-12-07 Weijing Tang , Kevin He , Gongjun Xu , Ji Zhu

Neural ordinary differential equations (Neural ODEs) define continuous time dynamical systems with neural networks. The interest in their application for modelling has sparked recently, spanning hybrid system identification problems and…

Optimization and Control · Mathematics 2022-11-15 Ilya Orson Sandoval , Panagiotis Petsagkourakis , Ehecatl Antonio del Rio-Chanona

In this paper we make a survey on the so called randomization method, a recent methodology to study stochastic optimization problems. It allows to represent the value function of an optimal control problem by a suitable backward stochastic…

Optimization and Control · Mathematics 2025-06-12 Marco Fuhrman

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

Optimization and Control · Mathematics 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators suggests that formal uncertainty quantification can also be performed in this context. Competing statistical…

Other Statistics · Statistics 2019-09-24 Junyang Wang , Jon Cockayne , Chris J. Oates

This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…

Numerical Analysis · Mathematics 2016-11-29 Sara Pollock

We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

Numerical Analysis · Mathematics 2020-05-25 Woocheol Choi , Young-Pil Choi

Ordinary differential equation (ODE) is an important tool to study the dynamics of a system of biological and physical processes. A central question in ODE modeling is to infer the significance of individual regulatory effect of one signal…

Methodology · Statistics 2024-02-06 Xiaowu Dai , Lexin Li