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Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Model reduction of high-dimensional dynamical systems alleviates computational burdens faced in various tasks from design optimization to model predictive control. One popular model reduction approach is based on projecting the governing…

Dynamical Systems · Mathematics 2018-08-24 Francisco J. Gonzalez , Maciej Balajewicz

Differentiable programming is revolutionizing computational science by enabling automatic differentiation (AD) of numerical simulations. While first-order gradients are well-established, second-order derivatives (Hessians) for implicit…

Computational Engineering, Finance, and Science · Computer Science 2025-05-20 Tianju Xue

We propose a non-intrusive, Autoencoder-based framework for reduced-order modeling in continuum mechanics. Our method integrates three stages: (i) an unsupervised Autoencoder compresses high-dimensional finite element solutions into a…

Computational Engineering, Finance, and Science · Computer Science 2025-09-03 Jannick Kehls , Ellen Kuhl , Tim Brepols , Kevin Linka , Hagen Holthusen

This work concerns control-oriented and structure-preserving learning of low-dimensional approximations of high-dimensional physical systems, with a focus on mechanical systems. We investigate the integration of neural autoencoders in model…

Machine Learning · Computer Science 2023-12-12 Marco Lepri , Davide Bacciu , Cosimo Della Santina

Unsteady fluid systems are nonlinear high-dimensional dynamical systems that may exhibit multiple complex phenomena both in time and space. Reduced Order Modeling (ROM) of fluid flows has been an active research topic in the recent decade…

Fluid Dynamics · Physics 2020-10-05 Hamidreza Eivazi , Hadi Veisi , Mohammad Hossein Naderi , Vahid Esfahanian

Real-time simulation of elastic structures is essential in many applications, from computer-guided surgical interventions to interactive design in mechanical engineering. The Finite Element Method is often used as the numerical method of…

Machine Learning · Computer Science 2021-09-21 Alban Odot , Ryadh Haferssas , Stéphane Cotin

In analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…

Computational Engineering, Finance, and Science · Computer Science 2021-09-24 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

Differentiable simulators provide an avenue for closing the sim-to-real gap by enabling the use of efficient, gradient-based optimization algorithms to find the simulation parameters that best fit the observed sensor readings. Nonetheless,…

Robotics · Computer Science 2021-05-21 Eric Heiden , David Millard , Erwin Coumans , Yizhou Sheng , Gaurav S. Sukhatme

Recently developed reduced-order modeling techniques aim to approximate nonlinear dynamical systems on low-dimensional manifolds learned from data. This is an effective approach for modeling dynamics in a post-transient regime where the…

Dynamical Systems · Mathematics 2023-09-27 Samuel E. Otto , Gregory R. Macchio , Clarence W. Rowley

Intelligent biological systems are characterized by their embodiment in a complex environment and the intimate interplay between their nervous systems and the nonlinear mechanical properties of their bodies. This coordination, in which the…

Machine Learning · Computer Science 2023-02-02 Deniz Oktay , Mehran Mirramezani , Eder Medina , Ryan P. Adams

Model reduction for fluid flow simulation continues to be of great interest across a number of scientific and engineering fields. In a previous work [arXiv:2104.13962], we explored the use of Neural Ordinary Differential Equations (NODE) as…

Machine Learning · Computer Science 2021-07-07 Sourav Dutta , Peter Rivera-Casillas , Orie M. Cecil , Matthew W. Farthing , Emma Perracchione , Mario Putti

By incorporating physical consistency as inductive bias, deep neural networks display increased generalization capabilities and data efficiency in learning nonlinear dynamic models. However, the complexity of these models generally…

Machine Learning · Computer Science 2025-03-03 Katharina Friedl , Noémie Jaquier , Jens Lundell , Tamim Asfour , Danica Kragic

Training deep neural networks consumes increasing computational resource shares in many compute centers. Often, a brute force approach to obtain hyperparameter values is employed. Our goal is (1) to enhance this by enabling second-order…

Machine Learning · Computer Science 2022-08-04 Severin Reiz , Tobias Neckel , Hans-Joachim Bungartz

Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…

Numerical Analysis · Mathematics 2025-09-09 Daili Sheng , Minghui Song , Xiang Peng , Xuanqi Dong

Physics-constrained data-driven computing is an emerging computational paradigm that allows simulation of complex materials directly based on material database and bypass the classical constitutive model construction. However, it remains…

Numerical Analysis · Mathematics 2022-09-12 Xiaolong He , Qizhi He , Jiun-Shyan Chen

Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…

Machine Learning · Computer Science 2026-05-22 Alexander Tyurin

Direct numerical simulation of hierarchical materials via homogenization-based concurrent multiscale models poses critical challenges for 3D large scale engineering applications, as the computation of highly nonlinear and path-dependent…

Computational Engineering, Finance, and Science · Computer Science 2022-12-29 Shiguang Deng

Many applications, such as optimization, uncertainty quantification and inverse problems, require repeatedly performing simulations of large-dimensional physical systems for different choices of parameters. This can be prohibitively…

Machine Learning · Computer Science 2023-12-18 Benedikt Brantner , Michael Kraus

This script offers an implementation-oriented introduction to deep learning methods for solving and estimating high-dimensional dynamic stochastic models in economics and finance. Its starting point is the curse of dimensionality:…

General Economics · Economics 2026-05-15 Simon Scheidegger
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