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We propose in this paper a data driven state estimation scheme for generating nonlinear reduced models for parametric families of PDEs, directly providing data-to-state maps, represented in terms of Deep Neural Networks. A major constituent…

Numerical Analysis · Mathematics 2022-07-20 Wolfgang Dahmen , Min Wang , Zhu Wang

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

Recently, there was a substantial progress in the problem of sampling recovery on function classes with mixed smoothness. Mostly, it has been done by proving new and sometimes optimal upper bounds for both linear sampling recovery and for…

Numerical Analysis · Mathematics 2025-05-29 A. Gasnikov , V. Temlyakov

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Machine Learning · Statistics 2021-11-24 Jarrad Courts , Adrian Wills , Thomas B. Schön

Choosing a nonlinear state estimator for an application often involves a trade-off between local optimality (such as provided by an extended Kalman filter) and (almost-/semi-) global asymptotic stability (such as provided by a constructive…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Pieter van Goor , Robert Mahony

This paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear…

Numerical Analysis · Mathematics 2025-06-06 Daozhe Lin , Qiang Du

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

Decentralized state estimation in a communication-constrained sensor network is considered. The exchanged estimates are dimension-reduced to reduce the communication load using a linear mapping to a lower-dimensional space. The mean squared…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Robin Forsling , Fredrik Gustafsson , Zoran Sjanic , Gustaf Hendeby

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin

A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…

Analysis of PDEs · Mathematics 2013-10-16 Mickael D. Chekroun , Honghu Liu , Shouhong Wang

In this paper, we consider model order reduction (MOR) methods for problems with slowly decaying Kolmogorov $n$-widths as, e.g., certain wave-like or transport-dominated problems. To overcome this Kolmogorov barrier within MOR, nonlinear…

Numerical Analysis · Mathematics 2025-01-08 Silke Glas , Benjamin Unger

The estimation of regression parameters in one dimensional broken stick models is a research area of statistics with an extensive literature. We are interested in extending such models by aiming to recover two or more intersecting…

Methodology · Statistics 2025-03-11 Georg Hahn , Moulinath Banerjee , Bodhisattva Sen

The identification of states and parameters from noisy measurements of a dynamical system is of great practical significance and has received a lot of attention. Classically, this problem is expressed as optimization over a class of models.…

The paper introduces a very simple and fast computation method for high-dimensional integrals to solve high-dimensional Kolmogorov partial differential equations (PDEs). The new machine learning-based method is obtained by solving a…

Numerical Analysis · Mathematics 2021-02-12 Riu Naito , Toshihiro Yamada

We consider the problem of optimal recovery of an element $u$ of a Hilbert space $\mathcal{H}$ from $m$ measurements obtained through known linear functionals on $\mathcal{H}$. Problems of this type are well studied \cite{MRW} under an…

Numerical Analysis · Mathematics 2015-06-17 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

We present a novel framework for learning cost-efficient latent representations in problems with high-dimensional state spaces through nonlinear dimension reduction. By enriching linear state approximations with low-order polynomial terms…

Numerical Analysis · Mathematics 2026-05-27 Rudy Geelen , Laura Balzano , Karen Willcox

Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…

Numerical Analysis · Mathematics 2026-03-27 Lijie Ji , Sabrina Rashid , Yanlai Chen , Zhu Wang

Optimization techniques play a crucial role in estimating parameters and state information for nonlinear systems. However, some critical aspects of these problems have received little attention in previous research. In this paper, we…

Optimization and Control · Mathematics 2023-06-02 Kaushal Kumar

Dimensionality reduction is essential in simulation-based shape design, where high-dimensional parameterizations hinder optimization, surrogate modeling, and systematic design-space exploration. Parametric Model Embedding (PME) addresses…

Computational Engineering, Finance, and Science · Computer Science 2026-05-13 Andrea Serani , Giorgio Palma , Matteo Diez