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Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

Methodology · Statistics 2025-07-15 Wei Liu , Qingzhi Zhong

Mesh-based simulations play a key role when modeling complex physical systems that, in many disciplines across science and engineering, require the solution of parametrized time-dependent nonlinear partial differential equations (PDEs). In…

Numerical Analysis · Mathematics 2023-08-04 Nicola Rares Franco , Stefania Fresca , Filippo Tombari , Andrea Manzoni

Parametric partial differential equations (PDEs) serve as fundamental mathematical tools for modeling complex physical phenomena, yet repeated high-fidelity numerical simulations across parameter spaces remain computationally prohibitive.…

Machine Learning · Statistics 2026-04-08 Pucheng Tang , Hongqiao Wang , Wenzhou Lin , Qian Chen , Heng Yong

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…

Applications · Statistics 2008-09-01 Vladimir B. Bokov

Algebraic Multigrid (AMG) methods are often robust and effective solvers for solving the large and sparse linear systems that arise from discretized PDEs and other problems, relying on heuristic graph algorithms to achieve their…

Numerical Analysis · Mathematics 2023-08-23 Tareq Zaman , Nicolas Nytko , Ali Taghibakhshi , Scott MacLachlan , Luke Olson , Matthew West

POD-DL-ROMs have been recently proposed as an extremely versatile strategy to build accurate and reliable reduced order models (ROMs) for nonlinear parametrized partial differential equations, combining (i) a preliminary dimensionality…

Numerical Analysis · Mathematics 2023-05-09 Simone Brivio , Stefania Fresca , Nicola Rares Franco , Andrea Manzoni

This paper offers an approach to deal with parametrized nonlinear strongly coupled thermo-poroelasticity problems. The approach uses the LATIN-PGD method and extends previous work in multiphysics problems. Proper Generalized Decomposition…

Classical Physics · Physics 2025-08-28 Elise Foulatier , David Néron , François Louf , Pierre-Alain Boucard

Many applications in computational physics involve approximating problems with microstructure, characterized by multiple spatial scales in their data. However, these numerical solutions are often computationally expensive due to the need to…

Numerical Analysis · Mathematics 2023-09-15 Piermario Vitullo , Alessio Colombo , Nicola Rares Franco , Andrea Manzoni , Paolo Zunino

Probabilistic graphical models (PGMs) are widely used to discover latent structure in data, but their success hinges on selecting an appropriate model design. In practice, model specification is difficult and often requires iterative…

Machine Learning · Computer Science 2026-04-08 Kevin Zhang , Yixin Wang

Many engineering processes can be accurately modelled using partial differential equations (PDEs), but high dimensionality and non-convexity of the resulting systems pose limitations on their efficient optimisation. In this work, a model…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Panagiotis Petsagkourakis , Jie Li , Constantinos Theodoropoulos

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…

Machine Learning · Computer Science 2024-03-13 Soo Min Kwon , Zekai Zhang , Dogyoon Song , Laura Balzano , Qing Qu

Design optimization and uncertainty quantification, among other applications of industrial interest, require fast or multiple queries of some parametric model. The Proper Generalized Decomposition (PGD) provides a separable solution, a…

Numerical Analysis · Mathematics 2018-02-16 Pedro Diez , Sergio Zlotnik , Antonio Huerta

Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive…

Statistics Theory · Mathematics 2017-04-25 Bertrand Iooss , Amandine Marrel

Dynamic mode decomposition (DMD) is a powerful data-driven technique for construction of reduced-order models of complex dynamical systems. Multiple numerical tests have demonstrated the accuracy and efficiency of DMD, but mostly for…

Numerical Analysis · Mathematics 2021-07-28 Hannah Lu , Daniel M. Tartakovsky

The computational cost of parametric studies currently represents the major limitation to the application of simulation-based engineering techniques in a daily industrial environment. This work presents the first nonintrusive implementation…

Numerical Analysis · Mathematics 2020-02-05 Vasileios Tsiolakis , Matteo Giacomini , Ruben Sevilla , Carsten Othmer , Antonio Huerta

A method for model reduction in nonlinear ODE systems is demonstrated through computational examples. The method does not require an implicit separation of time-scales in the fine dynamics to be effective. From the computational standpoint,…

Mathematical Physics · Physics 2007-05-23 Aarti Sawant , Amit Acharya