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Inference for mechanistic models is challenging because of nonlinear interactions between model parameters and a lack of identifiability. Here we focus on a specific class of mechanistic models, which we term stable differential equations.…

Computation · Statistics 2017-12-13 Philip Maybank , Ingo Bojak , Richard G. Everitt

A novel finite element method for the approximation of Maxwell's equations over hybrid two-dimensional grids is studied. The choice of appropriate basis functions and numerical quadrature leads to diagonal mass matrices which allow for…

Numerical Analysis · Mathematics 2022-09-22 Herbert Egger , Bogdan Radu

Gradient-based hyperparameter optimization has earned a widespread popularity in the context of few-shot meta-learning, but remains broadly impractical for tasks with long horizons (many gradient steps), due to memory scaling and gradient…

Machine Learning · Computer Science 2021-10-01 Paul Micaelli , Amos Storkey

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

Inverse design of large-area metasurfaces can potentially exploit the full parameter space that such devices offer and achieve highly efficient multifunctional flat optical elements. However, since practically useful flat optics elements…

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

Riemannian accelerated gradient methods have been well studied for smooth optimization, typically treating geodesically convex and geodesically strongly convex cases separately. However, their extension to nonsmooth problems on manifolds…

Optimization and Control · Mathematics 2025-09-29 Shuailing Feng , Yuhang Jiang , Wen Huang , Shihui Ying

This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…

Machine Learning · Computer Science 2025-06-10 Baojun Che , Yifan Chen , Zhenghao Huan , Daniel Zhengyu Huang , Weijie Wang

We propose a novel a posteriori error estimator for the N\'ed\'elec finite element discretization of time-harmonic Maxwell's equations. After the approximation of the electric field is computed, we propose a fully localized algorithm to…

Numerical Analysis · Mathematics 2024-02-28 T. Chaumont-Frelet

Complementing a study which was published in this journal in 2005, we present explicit calculations of fields predicted by Maxwell's equations both in Lorenz and in Coulomb gauge. Analytic expressions are obtainable, when the source of the…

General Physics · Physics 2012-09-17 Wolfgang Engelhardt

In this paper, we consider Maxwell's equations in linear dispersive media described by a single-pole Lorentz model for electronic polarization. We study two classes of commonly used spatial discretizations: finite difference methods (FD)…

Numerical Analysis · Mathematics 2019-06-26 Yan Jiang , Puttha Sakkaplangkul , Vrushali A. Bokil , Yingda Cheng , Fengyan Li

We derive the discretized Maxwell's equations using the discrete variational derivative method (DVDM), calculate the evolution equation of the constraint, and confirm that the equation is satisfied at the discrete level. Numerical…

General Relativity and Quantum Cosmology · Physics 2016-10-27 Takuya Tsuchiya , Gen Yoneda

Although many 3D One-Way Wave-equation Migration (OWEM) methods exist for VTI media, most of them struggle either with the stability, the anisotropic noise or the computational cost. In this paper we present a new method based on a mixed…

In this paper, we analyse a proximal method based on the idea of forward-backward splitting for sampling from distributions with densities that are not necessarily smooth. In particular, we study the non-asymptotic properties of the…

Numerical Analysis · Mathematics 2022-01-25 Armin Eftekhari , Luis Vargas , Konstantinos Zygalakis

In this paper, we establish several local and global gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques.

Probability · Mathematics 2015-05-22 Ying Hu , Zhongmin Qian , Zichen Zhang

While backpropagation--reverse-mode automatic differentiation--has been extraordinarily successful in deep learning, it requires two passes (forward and backward) through the neural network and the storage of intermediate activations.…

Machine Learning · Computer Science 2025-11-06 Daniel Wang , Evan Markou , Dylan Campbell

Numerical discretization of the large-scale Maxwell's equations leads to an ill-conditioned linear system that is challenging to solve. The key requirement for successive solutions of this linear system is to choose an efficient solver. In…

Numerical Analysis · Mathematics 2023-01-31 Sahar Borzooei , Victorita Dolean , Pierre-Henri Tournier , Claire Migliaccio

Neural Ordinary Differential Equations (Neural ODEs) represent a significant breakthrough in deep learning, promising to bridge the gap between machine learning and the rich theoretical frameworks developed in various mathematical fields…

Machine Learning · Computer Science 2024-09-24 Jaouad Dabounou