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Numerical inverse Laplace transforms are used to analyze the transient response of non-ideal transmission lines to a voltage step. We find that the detailed shape of the transient response is sensitive conductor losses, but insensitive to…
Machine learning (ML) tools such as encoder-decoder convolutional neural networks (CNN) can represent incredibly complex nonlinear functions which map between combinations of images and scalars. For example, CNNs can be used to map…
This paper develops an adaptive proximal alternating direction method of multipliers (ADMM) for solving linearly constrained, composite optimization problems under the assumption that the smooth component of the objective is weakly convex,…
A class of quasilinear singularly perturbed boundary value problems with a turning point of attractive type is considered. The problems are solved numerically by a finite-difference scheme on a special discretization mesh which is dense…
Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…
A model hierarchy that is based on the one-dimensional isothermal Euler equations of fluid dynamics is used for the simulation and optimisation of gas flow through a pipeline network. Adaptive refinement strategies have the aim of bringing…
Mixed atomistic and continuum methods offer the possibility of carrying out simulations of material properties at both larger length scales and longer times than direct atomistic calculations. The quasi-continuum method links atomistic and…
We propose an optimization approach to design cost-effective electrical power transmission networks. That is, we aim to select both the network structure and the line conductances (line sizes) so as to optimize the trade-off between network…
We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…
This paper presents an analysis of the orientation selectivity properties of idealized models of complex cells in terms of affine quasi quadrature measures, which combine the responses of idealized models of simple cells in terms of affine…
In this work we propose an adaptive multilevel version of subset simulation to estimate the probability of rare events for complex physical systems. Given a sequence of nested failure domains of increasing size, the rare event probability…
We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…
We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…
This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for…
This work introduces an adaptive mesh refinement technique for hierarchical hybrid grids with the goal to reach scalability and maintain excellent performance on massively parallel computer systems. On the block structured hierarchical…
An adaptive refinement strategy, based on an equilibrated flux a posteriori error estimator, is proposed in the context of defeaturing problems. Defeaturing consists of removing features from complex domains to simplify mesh generation and…
We consider inference in models defined by approximate moment conditions. We show that near-optimal confidence intervals (CIs) can be formed by taking a generalized method of moments (GMM) estimator, and adding and subtracting the standard…
In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…
We consider stochastic zero-order optimization problems, which arise in settings from simulation optimization to reinforcement learning. We propose an adaptive sampling quasi-Newton method where we estimate the gradients of a stochastic…
This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…