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Many applications, such as optimization, uncertainty quantification and inverse problems, require repeatedly performing simulations of large-dimensional physical systems for different choices of parameters. This can be prohibitively…

Machine Learning · Computer Science 2023-12-18 Benedikt Brantner , Michael Kraus

A method for the nonintrusive and structure-preserving model reduction of canonical and noncanonical Hamiltonian systems is presented. Based on the idea of operator inference, this technique is provably convergent and reduces to a…

Machine Learning · Computer Science 2023-06-27 Anthony Gruber , Irina Tezaur

Model reduction of high-dimensional dynamical systems alleviates computational burdens faced in various tasks from design optimization to model predictive control. One popular model reduction approach is based on projecting the governing…

Dynamical Systems · Mathematics 2018-08-24 Francisco J. Gonzalez , Maciej Balajewicz

This paper addresses the issue of structure-preserving discretization of open distributed-parameter systems with Hamiltonian dynamics. Employing the formalism of discrete exterior calculus, we introduce a simplicial Dirac structure as a…

Mathematical Physics · Physics 2012-02-28 Marko Seslija , Arjan van der Schaft , Jacquelien M. A. Scherpen

In this paper, we discuss a novel model reduction framework for generalized linear systems. The transfer functions of these systems are assumed to have a special structure, e.g., coming from second-order linear systems and time-delay…

Numerical Analysis · Mathematics 2019-10-31 Peter Benner , Pawan Goyal , Igor Pontes Duff

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…

Optimization and Control · Mathematics 2019-12-05 Xiaokai Chang , Sanyang Liu , Jianchao Bai , Jun Yang

We propose a parametric sampling strategy for the reduction of large-scale PDE systems with multidimensional input parametric spaces by leveraging models of different fidelity. The design of this methodology allows a user to adaptively…

Numerical Analysis · Mathematics 2023-01-24 Manisha Chetry , Domenico Borzacchiello , Lucas Lestandi , Luisa Rocha Da Silva

Contraction analysis establishes exponential incremental convergence of a nonlinear system by solving a linear matrix inequality for a contraction metric, and has become a standard resource for solving problems in nonlinear control and…

Dynamical Systems · Mathematics 2026-03-03 Winfried Lohmiller , Jean-Jacques Slotine

Deep Neural Networks (DNNs) training can be difficult due to vanishing and exploding gradients during weight optimization through backpropagation. To address this problem, we propose a general class of Hamiltonian DNNs (H-DNNs) that stem…

Machine Learning · Computer Science 2023-01-02 Clara Lucía Galimberti , Luca Furieri , Liang Xu , Giancarlo Ferrari-Trecate

Training deep neural networks (DNNs) can be difficult due to the occurrence of vanishing/exploding gradients during weight optimization. To avoid this problem, we propose a class of DNNs stemming from the time discretization of Hamiltonian…

Machine Learning · Computer Science 2021-04-28 Clara L. Galimberti , Liang Xu , Giancarlo Ferrari Trecate

Gradient compression is of growing interests for solving constrained optimization problems including compressed sensing, noisy recovery and matrix completion under limited communication resources and storage costs. Convergence analysis of…

Optimization and Control · Mathematics 2024-10-30 Zhaoyue Xia , Jun Du , Chunxiao Jiang , H. Vincent Poor , Yong Ren

We propose a class of very simple modifications of gradient descent and stochastic gradient descent. We show that when applied to a large variety of machine learning problems, ranging from logistic regression to deep neural nets, the…

Machine Learning · Computer Science 2019-04-30 Stanley Osher , Bao Wang , Penghang Yin , Xiyang Luo , Farzin Barekat , Minh Pham , Alex Lin

In this note, we consider port-Hamiltonian structures in numerical optimal control of ordinary differential equations. By introducing a novel class of nonlinear monotone port-Hamiltonian (pH) systems, we show that the primal-dual gradient…

Optimization and Control · Mathematics 2024-12-17 Hannes Gernandt , Manuel Schaller

We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…

Probability · Mathematics 2018-02-20 Vincent Lemaire

A decomposition principle for nonlinear dynamic compartmental systems is introduced in the present paper. This theory is based on the mutually exclusive and exhaustive, analytical and dynamic, novel system and subsystem partitioning…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

We propose a hybrid physics-informed machine learning framework to approximate invariant manifolds (IMs) of discrete-time dynamical systems driven by exogenous autonomous dynamics (exosystems). Such systems appear in applications ranging…

Recently, there has been an increasing interest in modelling and computation of physical systems with neural networks. Hamiltonian systems are an elegant and compact formalism in classical mechanics, where the dynamics is fully determined…

Numerical Analysis · Mathematics 2022-06-28 Elena Celledoni , Andrea Leone , Davide Murari , Brynjulf Owren

Gradient descent algorithms have been used in countless applications since the inception of Newton's method. The explosion in the number of applications of neural networks has re-energized efforts in recent years to improve the standard…

Machine Learning · Computer Science 2020-10-30 Chad Kelterborn , Marcin Mazur , Bogdan V. Petrenko

Manifold learning techniques seek to discover structure-preserving mappings of high-dimensional data into low-dimensional spaces. While the new sets of coordinates specified by these mappings can closely parameterize the data, they are…

Numerical Analysis · Computer Science 2019-05-22 Samuel E. Otto , Clarence W. Rowley

We study the numerical solution of a Cahn-Hilliard/Allen-Cahn system with strong coupling through state and gradient dependent non-diagonal mobility matrices. A fully discrete approximation scheme in space and time is proposed which…

Numerical Analysis · Mathematics 2024-08-02 Aaron Brunk , Herbert Egger , Oliver Habrich
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