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We propose a method to compute an approximation of the moments of a discrete-time stochastic polynomial system. We use the Carleman linearization technique to transform this finite-dimensional polynomial system into an infinite-dimensional…

Systems and Control · Electrical Eng. & Systems 2021-02-25 Sasinee Pruekprasert , Toru Takisaka , Clovis Eberhart , Ahmet Cetinkaya , Jérémy Dubut

In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…

Numerical Analysis · Mathematics 2019-09-23 Roland Pulch , Akil Narayan

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

Edge-exchangeable probabilistic network models generate edges as an i.i.d.~sequence from a discrete measure, providing a simple means for statistical inference of latent network properties. The measure is often constructed using the…

Statistics Theory · Mathematics 2021-09-15 Xinglong Li , Trevor Campbell

We present a novel set of rigorous and computationally efficient topology-based complexity notions that exhibit a strong correlation with the generalization gap in modern deep neural networks (DNNs). DNNs show remarkable generalization…

Machine Learning · Computer Science 2024-12-17 Rayna Andreeva , Benjamin Dupuis , Rik Sarkar , Tolga Birdal , Umut Şimşekli

Numerical models based on partial differential equations (PDE), or integro-differential equations, are ubiquitous in engineering and science, making it possible to understand or design systems for which physical experiments would be…

Computational Physics · Physics 2021-04-02 Julien Bect , Souleymane Zio , Guillaume Perrin , Claire Cannamela , Emmanuel Vazquez

The encoding of lattice gauge theories onto quantum computers requires a discretization of the gauge field's Hilbert space on each link, which presents errors with respect to the Kogut--Susskind limit. In the electric basis, Hilbert space…

Parabolic partial differential equations (PDEs) are widely used in the mathematical modeling of natural phenomena and man made complex systems. In particular, parabolic PDEs are a fundamental tool to determine fair prices of financial…

Numerical Analysis · Mathematics 2020-10-05 Martin Hutzenthaler , Arnulf Jentzen , Philippe von Wurstemberger

We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…

Machine Learning · Computer Science 2024-01-23 Matan Schliserman , Uri Sherman , Tomer Koren

An accurate approximation of solutions to elliptic problems in infinite domains is challenging from a computational point of view. This is due to the need to replace the infinite domain with a sufficiently large and bounded computational…

Numerical Analysis · Mathematics 2024-10-22 Doghonay Arjmand , Filip Marttala

Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics…

Optimization and Control · Mathematics 2018-11-27 Simon Becker , Carsten Hartmann

We investigate the behavior of integral formulations of variable coefficient elliptic partial differential equations (PDEs) in the presence of steep internal layers. In one dimension, the equations that arise can be solved analytically and…

Numerical Analysis · Mathematics 2013-05-31 Travis Askham , Leslie Greengard

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

Computational Physics · Physics 2019-12-11 Juan B. Pedro , Juan Maroñas , Roberto Paredes

Effectively measuring and modeling the reliability of a trained model is essential to the real-world deployment of monocular depth estimation (MDE) models. However, the intrinsic ill-posedness and ordinal-sensitive nature of MDE pose major…

Computer Vision and Pattern Recognition · Computer Science 2023-07-20 Mochu Xiang , Jing Zhang , Nick Barnes , Yuchao Dai

This paper focuses on understanding how the generalization error scales with the amount of the training data for deep neural networks (DNNs). Existing techniques in statistical learning require computation of capacity measures, such as VC…

Machine Learning · Computer Science 2021-05-06 Devansh Bisla , Apoorva Nandini Saridena , Anna Choromanska

We present the Deep Picard Iteration (DPI) method, a new deep learning approach for solving high-dimensional partial differential equations (PDEs). The core innovation of DPI lies in its use of Picard iteration to reformulate the typically…

Numerical Analysis · Mathematics 2025-07-08 Jiequn Han , Wei Hu , Jihao Long , Yue Zhao

Reduced numerical precision is a common technique to reduce computational cost in many Deep Neural Networks (DNNs). While it has been observed that DNNs are resilient to small errors and noise, no general result exists that is capable of…

Machine Learning · Statistics 2018-05-04 Zhaoqi Li , Yu Ma , Catalina Vajiac , Yunkai Zhang

A highly anticipated use of quantum computers is the simulation of complex quantum systems including molecules and other many-body systems. One promising method involves directly applying a linear combination of unitaries (LCU) to…

Quantum Physics · Physics 2022-02-02 Richard Meister , Simon C. Benjamin , Earl T. Campbell

We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…

Numerical Analysis · Mathematics 2025-11-13 Théophile Chaumont-Frelet , Gregor Gantner

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart