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Designing dynamically feasible trajectories for rigid bodies is a fundamental problem in robotics. Although direct trajectory optimization is widely applied to solve this problem, inappropriate parameterizations of rigid body dynamics often…
Riemannian optimization is a principled framework for solving optimization problems where the desired optimum is constrained to a smooth manifold $\mathcal{M}$. Algorithms designed in this framework usually require some geometrical…
We analyze convergence of gradient-descent methods on Riemannian manifolds. In particular, we study randomization of Riemannian gradient algorithms for minimizing smooth cost functions (of Morse-Bott type). We prove that randomized gradient…
We present a fast method for nonlinear data-driven model reduction of dynamical systems onto their slowest nonresonant spectral submanifolds (SSMs). We use observed data to locate a low-dimensional, attracting slow SSM and compute a…
Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…
This study develops identification methods for linear continuous-time symmetric systems, such as electrical network systems, multi-agent network systems, and temperature dynamics in buildings. To this end, we formulate three system…
Obtaining solutions to Optimal Transportation (OT) problems is typically intractable when the marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d.…
Ordinary differential equations (ODEs), via their induced flow maps, provide a powerful framework to parameterize invertible transformations for the purpose of representing complex probability distributions. While such models have achieved…
Constrained motion planning is a common but challenging problem in robotic manipulation. In recent years, data-driven constrained motion planning algorithms have shown impressive planning speed and success rate. Among them, the latent…
In this paper, we consider the problem of computing the nearest stable matrix to an unstable one. We propose new algorithms to solve this problem based on a reformulation using linear dissipative Hamiltonian systems: we show that a matrix…
We study the learning of numerical algorithms for scientific computing, which combines mathematically driven, handcrafted design of general algorithm structure with a data-driven adaptation to specific classes of tasks. This represents a…
We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary…
We present an adaptive algorithm for effectively solving rough differential equations (RDEs) using the log-ODE method. The algorithm is based on an error representation formula that accurately describes the contribution of local errors to…
Direct search methods represent a robust and reliable class of algorithms for solving black-box optimization problems. In this paper, we explore the application of those strategies to Riemannian optimization, wherein minimization is to be…
We explore in detail a method to solve ordinary differential equations using feedforward neural networks. We prove a specific loss function, which does not require knowledge of the exact solution, to be a suitable standard metric to…
In this paper, we provide faster algorithms for computing various fundamental quantities associated with random walks on a directed graph, including the stationary distribution, personalized PageRank vectors, hitting times, and escape…
Riemannian optimization is concerned with problems, where the independent variable lies on a smooth manifold. There is a number of problems from numerical linear algebra that fall into this category, where the manifold is usually specified…
We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…
How to build an accurate reduced order model (ROM) for multidimensional time dependent partial differential equations (PDEs) is quite open. In this paper, we propose a new ROM for linear parabolic PDEs. We prove that our new method can be…
Despite the advancements in learning governing differential equations from observations of dynamical systems, data-driven methods are often unaware of fundamental physical laws, such as frame invariance. As a result, these algorithms may…