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The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

This paper analyzes the implications of simplified pipeline gas flow models for integrated energy system planning. A case study of an integrated power-hydrogen expansion planning problem shows that simplifying pressure-flow relationships…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Thomas Klatzer , Yannick Werner , Sonja Wogrin

Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter,…

Machine Learning · Computer Science 2019-09-13 Rohan Anil , Vineet Gupta , Tomer Koren , Yoram Singer

In under-balanced drilling, the bottom-hole pressure is kept below pore pressure, causing pressure dependent influx of reservoir gas into the wellbore that makes the system unstable at low drawdowns. In this paper we propose a feedback…

Optimization and Control · Mathematics 2021-12-09 Timm Strecker , Ulf Jakob F. Aarsnes

While flow optimization has been extensively studied in the continuum regime, its extension to rarefied gas flows remains less explored. Here, based on the Boltzmann model equation, an adjoint topology optimization method is employed to…

Fluid Dynamics · Physics 2025-10-17 Ruifeng Yuan , Lei Wu

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving…

Computer Vision and Pattern Recognition · Computer Science 2025-02-13 Zander W. Blasingame , Chen Liu

This paper demonstrates a refined approach to solving dynamic optimization problems for underactuated marine surface vessels. To this end the differential flatness of a mathematical model assuming full actuation is exploited to derive an…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Max Lutz , Thomas Meurer

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…

Analysis of PDEs · Mathematics 2008-02-26 R. M. Colombo , G. Guerra , M. Herty , V. Sachers

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

The minimization of operation costs for natural gas transport networks is studied. Based on a recently developed model hierarchy ranging from detailed models of instationary partial differential equations with temperature dependence to…

Optimization and Control · Mathematics 2017-12-08 Volker Mehrmann , Martin Schmidt , Jeroen J. Stolwijk

Surface matching usually provides significant deformations that can lead to structural failure due to the lack of physical policy. In this context, partial surface matching of non-linear deformable bodies is crucial in engineering to govern…

Artificial Intelligence · Computer Science 2023-03-17 Alban Odot , Guillaume Mestdagh , Yannick Privat , Stéphane Cotin

Forecasting production reliably and anticipating changes in the behavior of rock-fluid systems are the main challenges in petroleum reservoir engineering. This project proposes to deal with this problem through a data-driven approach and…

Machine Learning · Computer Science 2025-08-27 Mateus A. Fernandes , Michael M. Furlanetti , Eduardo Gildin , Marcio A. Sampaio

We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…

Methodology · Statistics 2025-10-31 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper introduces a methodology designed to augment the inverse design optimization process in scenarios constrained by limited compute, through the strategic synergy of multi-fidelity evaluations, machine learning models, and…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

We consider a stochastic system whose uncontrolled state dynamics are modelled by a general one-dimensional It\^{o} diffusion. The control effort that can be applied to this system takes the form that is associated with the so-called…

Probability · Mathematics 2007-11-15 Andrew J. F. Jack , Timothy C. Johnson , Mihail Zervos

Tasks in which rewards depend upon past information not available in the current observation set can only be solved by agents that are equipped with short-term memory. Usual choices for memory modules include trainable recurrent hidden…

Machine Learning · Computer Science 2024-12-18 Kevin McKee

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

In this paper the utility optimization problem for a general insurance model is studied. The reserve process of the insurance company is described by a stochastic differential equation driven by a Brownian motion and a Poisson random…

Probability · Mathematics 2009-09-01 Yuping Liu , Jin Ma

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi