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This work provides the first finite-time convergence guarantees for linearly constrained stochastic bilevel optimization using only first-order methods, requiring solely gradient information without any Hessian computations or second-order…

Optimization and Control · Mathematics 2025-11-18 Cac Phan , Kai Wang

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

Incorporating the concept of order parameter of the mean-field theory into the simulated annealing method, we presented a new optimization algorithm, the guided simulated annealing method. In this method mean-field order parameters are…

Statistical Mechanics · Physics 2009-11-10 C. I. Chou , R. S. Han , S. P. Li , T. K. Lee

We present a two-level preconditioner for solving linear systems arising from the discretization of the elliptic, linear-elastic deformation equation, in displacement unknowns, over domains that have arbitrary geometric and topological…

Numerical Analysis · Mathematics 2025-09-25 Sabit Mahmood Khan , Yashar Mehmani

Classical model order reduction (MOR) for parametric problems may become computationally inefficient due to large sizes of the required projection bases, especially for problems with slowly decaying Kolmogorov n-widths. Additionally,…

Numerical Analysis · Mathematics 2024-05-21 Robin Herkert , Patrick Buchfink , Bernard Haasdonk

By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

We present a suboptimal control design algorithm for a family of continuous-time parameter-dependent linear systems that are composed of interconnected subsystems. We are interested in designing the controller for each subsystem such that…

Optimization and Control · Mathematics 2013-07-24 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

In this work, we present the novel mathematical framework of latent dynamics models (LDMs) for reduced order modeling of parameterized nonlinear time-dependent PDEs. Our framework casts this latter task as a nonlinear dimensionality…

Numerical Analysis · Mathematics 2024-12-02 Nicola Farenga , Stefania Fresca , Simone Brivio , Andrea Manzoni

In this contribution we present a new modeling and simulation framework for parametrized Lithium-ion battery cells. We first derive a new continuum model for a rather general intercalation battery cell on the basis of non-equilibrium…

Numerical Analysis · Mathematics 2021-10-13 M. Landstorfer , M. Ohlberger , S. Rave , M. Tacke

This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few additional risk factors that describe liquidity properties of…

Trading and Market Microstructure · Quantitative Finance 2010-06-24 Pekka Malo , Teemu Pennanen

In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

Learning to optimize (L2O) is an emerging approach that leverages machine learning to develop optimization methods, aiming at reducing the laborious iterations of hand engineering. It automates the design of an optimization method based on…

Optimization and Control · Mathematics 2021-07-05 Tianlong Chen , Xiaohan Chen , Wuyang Chen , Howard Heaton , Jialin Liu , Zhangyang Wang , Wotao Yin

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy

This work presents, analyzes and tests stabilized space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of space-time tracking parabolic optimal control problems with the standard…

Numerical Analysis · Mathematics 2021-03-03 Ulrich Langer , Andreas Schafelner

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…

Numerical Analysis · Mathematics 2023-07-10 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…

Numerical Analysis · Mathematics 2025-11-04 Matteo Giacomini , Antonio Huerta

Despite the importance of sparsity in many large-scale applications, there are few methods for distributed optimization of sparsity-inducing objectives. In this paper, we present a communication-efficient framework for L1-regularized…

Machine Learning · Computer Science 2016-06-06 Virginia Smith , Simone Forte , Michael I. Jordan , Martin Jaggi

We introduce a computationally efficient and accurate reduced order modelling approach for the optimization of spatiotemporally chaotic systems. The proposed method combines quantized local reduced order modelling with adjoint-based…

Chaotic Dynamics · Physics 2026-04-10 Defne E. Ozan , Antonio Colanera , Luca Magri

We propose a novel model reduction approach for the approximation of non linear hyperbolic equations in the scalar and the system cases. The approach relies on an offline computation of a dictionary of solutions together with an online…

Numerical Analysis · Mathematics 2016-03-09 Remi Abgrall , David Amsallem , Roxana Crisonovan

Simulation of quantum dynamics is a grand challenge of computational physics. In this work we investigate methods for reducing the demands of such simulation by identifying reduced-order models for dynamics generated by parameterized…

Quantum Physics · Physics 2014-12-15 Akshat Kumar , Mohan Sarovar
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