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Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…
Combining direct computations with invariance arguments, Taylor's constitutive equation for an emulsion can be extrapolated to high shear rates. We show that the resulting expression is consistent with the rigorous limits of small drop…
A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…
Purpose: To improve on the original form of Fat DESPOT, a multiparametric mapping technique that returns the fat- and water-specific estimates of $R_1$ ($R_{1f}$, $R_{1w}$), $R_2^*$ , and proton density fat fraction (PDFF) by upgrading the…
Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…
The Numerical Flow Iteration (NuFI) method has recently been proposed as a memory-slim solution method for the Vlasov--Poisson system. It stores the temporal evolution of the electric field, instead of the distribution functions, and…
Considering the natural ventilation, the thermal behavior of buildings can be described by a linear time varying model. In this paper, we describe an implementation of model reduction of linear time varying systems. We show the consequences…
Signal processing applications use sinusoidal modelling for speech synthesis, speech coding, and audio coding. Estimation of the model parameters involves non-linear optimisation methods, which can be very costly for real-time applications.…
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…
In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…
The tangent plane scheme is a time-marching scheme for the numerical solution of the nonlinear parabolic Landau-Lifshitz-Gilbert equation (LLG), which describes the time evolution of ferromagnetic configurations. Exploiting the geometric…
We present a new method for real-time physics-based simulation supporting many different types of hyperelastic materials. Previous methods such as Position Based or Projective Dynamics are fast, but support only limited selection of…
Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization…
Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…
This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…
We propose a sparse grids based adaptive noise reduction strategy for electrostatic particle-in-cell (PIC) simulations. Our approach is based on the key idea of relying on sparse grids instead of a regular grid in order to increase the…
The WT scheme, a piecewise polynomial force interpolation scheme with time-step dependency, is proposed in this paper for relativistic particle-in-cell (PIC) simulations. The WT scheme removes the lowest order numerical Cherenkov…
Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…
We analyze a semi-explicit time discretization scheme of first order for poro\-elasticity with nonlinear permeability provided that the elasticity model and the flow equation are only weakly coupled. The approach leads to a decoupling of…