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We consider a general class of nonsmooth optimal control problems with partial differential equation (PDE) constraints, which are very challenging due to its nonsmooth objective functionals and the resulting high-dimensional and…

Optimization and Control · Mathematics 2023-07-26 Yongcun Song , Xiaoming Yuan , Hangrui Yue

Neural ordinary differential equations (neural ODE) are powerful continuous-time machine learning models for depicting the behavior of complex dynamical systems, but their verification remains challenging due to limited reachability…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. This work shows that the classical Adam algorithm…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Abhinab Bhattacharjee , Andrey A. Popov , Arash Sarshar , Adrian Sandu

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf

We show that Neural Ordinary Differential Equations (ODEs) learn representations that preserve the topology of the input space and prove that this implies the existence of functions Neural ODEs cannot represent. To address these…

Machine Learning · Statistics 2019-10-29 Emilien Dupont , Arnaud Doucet , Yee Whye Teh

Recent works on optical flow estimation use neural networks to predict the flow field that maps positions of one image to positions of the other. These networks consist of a feature extractor, a correlation volume, and finally several…

Computer Vision and Pattern Recognition · Computer Science 2025-06-05 Leyla Mirvakhabova , Hong Cai , Jisoo Jeong , Hanno Ackermann , Farhad Zanjani , Fatih Porikli

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

This paper addresses the training of Neural Ordinary Differential Equations (neural ODEs), and in particular explores the interplay between numerical integration techniques, stability regions, step size, and initialization techniques. It is…

Machine Learning · Computer Science 2024-08-07 Theodor Westny , Arman Mohammadi , Daniel Jung , Erik Frisk

A Taylor method for solving an ordinary differential equation initial-value problem $\dot x = f(t,x)$, $x(t_0) = x_0$, computes the Taylor series (TS) of the solution at the current point, truncated to some order, and then advances to the…

Numerical Analysis · Mathematics 2025-03-28 Nedialko S. Nedialkov , John D. Pryce

Optimization-based solvers play a central role in a wide range of signal processing and communication tasks. However, their applicability in latency-sensitive systems is limited by the sequential nature of iterative methods and the high…

Signal Processing · Electrical Eng. & Systems 2026-03-12 Dvir Avrahami , Amit Milstein , Caroline Chaux , Tirza Routtenberg , Nir Shlezinger

In this article, we introduce a novel parallel-in-time solver for nonlinear ordinary differential equations (ODEs). We state the numerical solution of an ODE as a root-finding problem that we solve using Newton's method. The affine…

Numerical Analysis · Mathematics 2025-11-04 Casian Iacob , Hassan Razavi , Simo Särkkä

Mechanistic models with differential equations are a key component of scientific applications of machine learning. Inference in such models is usually computationally demanding, because it involves repeatedly solving the differential…

Machine Learning · Statistics 2022-07-06 Jonathan Schmidt , Nicholas Krämer , Philipp Hennig

With the immense computing power at our disposal, the numerical solution of partial differential equations (PDEs) is becoming a day-to-day task for modern computational scientists. However, the complexity of real-life problems is such that…

Numerical Analysis · Mathematics 2022-04-05 Mitja Jančič , Filip Strniša , Gregor Kosec

We study first-order optimization methods obtained by discretizing ordinary differential equations (ODEs) corresponding to Nesterov's accelerated gradient methods (NAGs) and Polyak's heavy-ball method. We consider three discretization…

Optimization and Control · Mathematics 2019-11-05 Bin Shi , Simon S. Du , Weijie J. Su , Michael I. Jordan

Iterative steady-state solvers are widely used in computational fluid dynamics. Unfortunately, it is difficult to obtain steady-state solution for unstable problem caused by physical instability and numerical instability. Optimization is a…

Computational Engineering, Finance, and Science · Computer Science 2023-11-21 Wenbo Cao , Yilang Liu , Xianglin Shan , Chuanqiang Gao , Weiwei Zhang

Neural networks have emerged as promising tools for solving partial differential equations (PDEs), particularly through the application of neural operators. Training neural operators typically requires a large amount of training data to…

Machine Learning · Computer Science 2025-01-27 Chaoyu Liu , Chris Budd , Carola-Bibiane Schönlieb

Despite the promise of scientific machine learning (SciML) in combining data-driven techniques with mechanistic modeling, existing approaches for incorporating hard constraints in neural differential equations (NDEs) face significant…

Machine Learning · Computer Science 2025-05-28 Avik Pal , Alan Edelman , Christopher Rackauckas

A concept of using Neural Ordinary Differential Equations(NODE) for Transfer Learning has been introduced. In this paper we use the EfficientNets to explore transfer learning on CIFAR-10 dataset. We use NODE for fine-tuning our model. Using…

Machine Learning · Computer Science 2020-01-22 Rajath S , Sumukh Aithal K , Natarajan Subramanyam

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Machine Learning · Computer Science 2020-06-11 Quentin Berthet , Mathieu Blondel , Olivier Teboul , Marco Cuturi , Jean-Philippe Vert , Francis Bach