Related papers: Direct statistical simulation of low-order dynamo …
The direct sampling method (DSM) has been introduced for non-iterative imaging of small inhomogeneities and is known to be fast, robust, and effective for inverse scattering problems. However, to the best of our knowledge, a full analysis…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
Modern computational science and engineering applications are being improved by the advances in scientific machine learning. Data-driven methods such as Dynamic Mode Decomposition (DMD) can extract coherent structures from spatio-temporal…
Estimating the probabilities of rare failure events is a key challenge in the reliability analysis of physical systems. Subset simulation (SS) is a very popular adaptive Monte Carlo method for this problem. In SS, the small failure…
Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…
Dynamical systems theory has long provided a foundation for understanding evolving phenomena across scientific domains. Yet, the application of this theory to complex real-world systems remains challenging due to issues in mathematical…
This paper considers decentralized dynamic optimization problems where nodes of a network try to minimize a sequence of time-varying objective functions in a real-time scheme. At each time slot, nodes have access to different summands of an…
We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…
We introduce and investigate the asymptotic behaviour of the trajectories of a second order dynamical system with Tikhonov regularization for solving a monotone equation with single valued, monotone and continuous operator acting on a real…
This work studies the linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). Searching this approximation in a data-driven approach is formalised as attempting to solve a low-rank…
Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…
Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…
This study presents a sampling-based method to guarantee robust stability of general control systems with uncertainty. The method allows the system dynamics and controllers to be represented by various data-driven models, such as Gaussian…
Complex, temporally evolving phenomena, from climate to brain activity, are governed by dynamical systems (DS). DS reconstruction (DSR) seeks to infer generative surrogate models of these from observed data, reproducing their long-term…
We propose a new method for the problem of controlling linear dynamical systems under partial observation and adversarial disturbances. Our new algorithm, Double Spectral Control (DSC), matches the best known regret guarantees while…
Identifying differential operators from data is essential for the mathematical modeling of complex physical and biological systems where massive datasets are available. These operators must be stable for accurate predictions for dynamics…
Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints…
Distributed optimization has been widely used as one of the most efficient approaches for model training with massive samples. However, large-scale learning problems with both massive samples and high-dimensional features widely exist in…
In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…
The recently introduced non-iterative imaging method entitled \enquote{direct sampling method} (DSM) is known to be fast, robust, and effective for inverse scattering problems in the multi-static configuration but fails when applied to the…