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Calibration of large-scale differential equation models to observational or experimental data is a widespread challenge throughout applied sciences and engineering. A crucial bottleneck in state-of-the art calibration methods is the…

Optimization and Control · Mathematics 2021-02-23 Jon Cockayne , Andrew B. Duncan

In this paper, we focus on model reduction of biomolecular systems with multiple time-scales, modeled using the Linear Noise Approximation. Considering systems where the Linear Noise Approximation can be written in singular perturbation…

Dynamical Systems · Mathematics 2016-09-27 Narmada Herath , Domitilla Del Vecchio

In this paper we develop a new method for numerically approximating sensitivities in parameter-dependent ordinary differential equations (ODEs). Our approach, intended for situations where the standard forward and adjoint sensitivity…

Numerical Analysis · Mathematics 2024-07-12 Olivia Eriksson , Andrei Kramer , Federica Milinanni , Pierre Nyquist

In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first…

Molecular Networks · Quantitative Biology 2016-02-17 Georgios Arampatzis , Markos A. Katsoulakis , Yannis Pantazis

In this work we present new scalable, information theory-based variational methods for the efficient model reduction of high-dimensional deterministic and stochastic reaction networks. The proposed methodology combines, (a) information…

Numerical Analysis · Mathematics 2019-10-10 Markos A. Katsoulakis , Pedro Vilanova

A general, variational approach to derive low-order reduced systems for nonlinear systems subject to an autonomous forcing, is introduced. The approach is based on the concept of optimal parameterizing manifold (PM) that substitutes the…

Dynamical Systems · Mathematics 2020-01-08 Mickaël D. Chekroun , Honghu Liu , James C. McWilliams

Simulations are becoming ever more common as a tool for designing complex products. Sensitivity analysis techniques can be applied to these simulations to gain insight, or to reduce the complexity of the problem at hand. However, these…

Other Computer Science · Computer Science 2017-02-03 Tom Van Steenkiste , Joachim van der Herten , Ivo Couckuyt , Tom Dhaene

An approach to derive low-complexity models describing thermal radiation for the sake of simulating the behavior of electric arcs in switchgear systems is presented. The idea is to approximate the (high dimensional) full-order equations,…

Optimization and Control · Mathematics 2015-12-09 Lorenzo Fagiano , Rudolf Gati

Markov decision models (MDM) used in practical applications are most often less complex than the underlying `true' MDM. The reduction of model complexity is performed for several reasons. However, it is obviously of interest to know what…

Optimization and Control · Mathematics 2019-09-18 Patrick Kern , Axel Simroth , Henryk Zähle

Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…

Optimization and Control · Mathematics 2025-11-24 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

We introduce a minimization formulation for the determination of a finite-dimensional, time-dependent, orthonormal basis that captures directions of the phase space associated with transient instabilities. While these instabilities have…

Computational Physics · Physics 2016-04-27 Hessam Babaee , Themistoklis Sapsis

Sensitivity analysis of biochemical reactions aims at quantifying the dependence of the reaction dynamics on the reaction rates. The computation of the parameter sensitivities, however, poses many computational challenges when taking…

Molecular Networks · Quantitative Biology 2018-11-07 Vo Hong Thanh , Roberto Zunino , Corrado Priami

We propose to compute approximations to general invariant sets in dynamical systems by minimizing the distance between an appropriately selected finite set of points and its image under the dynamics. We demonstrate, through computational…

Dynamical Systems · Mathematics 2017-06-28 Oliver Junge , Ioannis G. Kevrekidis

In this paper, a computational resources-aware parameter adaptation method for visual-inertial navigation systems is proposed with the goal of enabling the improved deployment of such algorithms on computationally constrained systems. Such…

Robotics · Computer Science 2021-06-02 Pranay Mathur , Nikhil Khedekar , Kostas Alexis

We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…

Machine Learning · Computer Science 2023-01-18 Nikolaj Thams , Michael Oberst , David Sontag

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

Variational quantum circuits have arisen as an important method in quantum computing. A crucial step of it is parameter optimization, which is typically tackled through gradient-descent techniques. We advantageously explore instead the use…

Quantum Physics · Physics 2024-12-24 Vignesh Anantharamakrishnan , Márcio M. Taddei

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

This paper presents a concise overview of sensitivity-based methods for solving large-scale optimization problems in distributed fashion. The approach relies on sensitivities and primal decomposition to achieve coordination between the…

Optimization and Control · Mathematics 2025-12-10 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivity is the derivative of the solution to the equation with respect to…

Probability · Mathematics 2016-09-08 I. Bailleul , P. L. W. Man , M. Kraft