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Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

Solving parametric Partial Differential Equations (PDEs) for a broad range of parameters is a critical challenge in scientific computing. To this end, neural operators, which \textcolor{black}{predicts the PDE solution with variable PDE…

Numerical Analysis · Mathematics 2024-11-14 Weiheng Zhong , Hadi Meidani

We present a data-driven learning approach for unknown nonautonomous dynamical systems with time-dependent inputs based on dynamic mode decomposition (DMD). To circumvent the difficulty of approximating the time-dependent Koopman operators…

Numerical Analysis · Mathematics 2023-06-28 Hannah Lu , Daniel M. Tartakovsky

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

Machine Learning · Computer Science 2022-08-29 Xunbi A. Ji , Gabor Orosz

Smooth dynamics interrupted by discontinuities are known as hybrid systems and arise commonly in nature. Latent ODEs allow for powerful representation of irregularly sampled time series but are not designed to capture trajectories arising…

Machine Learning · Computer Science 2021-06-11 Ruian Shi , Quaid Morris

Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…

Dynamical Systems · Mathematics 2021-10-27 Jonas Kneifl , Julian Hay , Jörg Fehr

The aim of this paper is to discuss potential advances in PET kinetic models and direct reconstruction of kinetic parameters. As a prominent example we focus on a typical task in perfusion imaging and derive a system of…

Optimization and Control · Mathematics 2014-11-20 Louise Reips , Martin Burger , Ralf Engbers

Longitudinal biomedical data are often characterized by a sparse time grid and individual-specific development patterns. Specifically, in epidemiological cohort studies and clinical registries we are facing the question of what can be…

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

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

Numerical Analysis · Mathematics 2026-04-27 Dawid Kotowski , Mario Ohlberger

In this paper an adaptive state observer and parameter identification algorithm for a linear time-varying system are developed under condition that the state matrix of the system contains unknown time-varying parameters of a known form. The…

Systems and Control · Electrical Eng. & Systems 2024-02-22 Olga Kozachek , Nikolay Nikolaev , Olga Slita , Alexey Bobtsov

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

In networked dynamical systems, inferring governing parameters is crucial for predicting nodal dynamics, such as gene expression levels, species abundance, or population density. While many parameter estimation techniques rely on…

Adaptation and Self-Organizing Systems · Physics 2025-03-25 Yanna Ding , Malik Magdon-Ismail , Jianxi Gao

In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…

Numerical Analysis · Mathematics 2021-08-04 Fredy Vides

In this work, we address the challenge of efficiently modeling dynamical systems in process engineering. We use reduced-order model learning, specifically operator inference. This is a non-intrusive, data-driven method for learning…

Numerical Analysis · Mathematics 2024-07-31 Ion Victor Gosea , Luisa Peterson , Pawan Goyal , Jens Bremer , Kai Sundmacher , Peter Benner

We present an algorithm to learn the relevant latent variables of a large-scale discretized physical system and predict its time evolution using thermodynamically-consistent deep neural networks. Our method relies on sparse autoencoders,…

Computational Engineering, Finance, and Science · Computer Science 2021-03-25 Quercus Hernandez , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto

This contribution presents a parameter identification methodology for the accurate and fast estimation of model parameters in a pseudo-two-dimensional (P2D) battery model. The methodology consists of three key elements. First, the data for…

Systems and Control · Electrical Eng. & Systems 2025-07-21 L. D. Couto , K. Haghverdi , F. Guo , K. Trad , G. Mulder

Steering a system towards a desired target in a very short amount of time is challenging from a computational standpoint. Indeed, the intrinsically iterative nature of optimal control problems requires multiple simulations of the physical…

Optimization and Control · Mathematics 2025-05-16 Matteo Tomasetto , Andrea Manzoni , Francesco Braghin

The parameter identifiability problem for a dynamical system is to determine whether the parameters of the system can be found from data for the outputs of the system. Verifying whether the parameters are identifiable is a necessary first…

Systems and Control · Electrical Eng. & Systems 2025-06-11 Alexey Ovchinnikov , Anand Pillay , Gleb Pogudin , Thomas Scanlon