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This paper proposes a statistically optimal approach for learning a function value using a confidence interval in a wide range of models, including general non-parametric estimation of an expected loss described as a stochastic programming…

Machine Learning · Statistics 2025-08-07 Arnab Ganguly , Tobias Sutter

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

Due to simplicity and strong stability guarantees, predictor feedback methods have stood as a popular approach for time delay systems since the 1950s. For time-varying delays, however, implementation requires computing a prediction horizon…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Luke Bhan , Miroslav Krstic , Yuanyuan Shi

Time-varying non-convex continuous-valued non-linear constrained optimization is a fundamental problem. We study conditions wherein a momentum-like regularising term allow for the tracking of local optima by considering an ordinary…

Optimization and Control · Mathematics 2019-09-18 Olivier Massicot , Jakub Marecek

We propose a novel framework for learning stabilizable nonlinear dynamical systems for continuous control tasks in robotics. The key contribution is a control-theoretic regularizer for dynamics fitting rooted in the notion of…

Optimization and Control · Mathematics 2019-08-01 Sumeet Singh , Spencer M. Richards , Vikas Sindhwani , Jean-Jacques E. Slotine , Marco Pavone

In this work, we study the inverse problem of identifying complex flocking dynamics in a domain cluttered with obstacles. We get inspiration from animal flocks moving in complex ways with capabilities far beyond what current robots can do.…

Systems and Control · Electrical Eng. & Systems 2023-05-22 Amoolya Tirumalai , Christos N. Mavridis , John S. Baras

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…

Machine Learning · Computer Science 2019-02-12 Moritz Hardt , Tengyu Ma , Benjamin Recht

Slow-fast dynamical systems, i.e., singularly or non-singularly perturbed dynamical systems possess slow invariant manifolds on which trajectories evolve slowly. Since the last century various methods have been developed for approximating…

Chaotic Dynamics · Physics 2021-06-30 Jean-Marc Ginoux

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

The goal of this paper is to make a strong point for the usage of dynamical models when using reinforcement learning (RL) for feedback control of dynamical systems governed by partial differential equations (PDEs). To breach the gap between…

Machine Learning · Computer Science 2023-03-14 Stefan Werner , Sebastian Peitz

We present a new microscopic ODE-based model for pedestrian dynamics: the Gradient Navigation Model. The model uses a superposition of gradients of distance functions to directly change the direction of the velocity vector. The velocity is…

Mathematical Physics · Physics 2014-06-11 Felix Dietrich , Gerta Köster

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…

Machine Learning · Computer Science 2018-02-21 Louis Faury , Flavian Vasile

Dissipative partial differential equations that exhibit chaotic dynamics tend to evolve to attractors that exist on finite-dimensional manifolds. We present a data-driven reduced order modeling method that capitalizes on this fact by…

Machine Learning · Computer Science 2022-07-20 Alec J. Linot , Michael D. Graham

We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…

Machine Learning · Computer Science 2023-06-02 G. Bruno De Luca , Alice Gatti , Eva Silverstein

We study the inverse problem of deducing the dynamical characteristics (such as the potential field) of large systems from kinematic observations. We show that, for a class of steady-state systems, the solution is unique even with…

Astrophysics · Physics 2008-11-14 Mikko Kaasalainen

This study introduces a training-free conditional diffusion model for learning unknown stochastic differential equations (SDEs) using data. The proposed approach addresses key challenges in computational efficiency and accuracy for modeling…

Machine Learning · Computer Science 2024-10-07 Yanfang Liu , Yuan Chen , Dongbin Xiu , Guannan Zhang

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

The celebrated Takens' embedding theorem provides a theoretical foundation for reconstructing the full state of a dynamical system from partial observations. However, the classical theorem assumes that the underlying system is deterministic…

Dynamical Systems · Mathematics 2025-11-07 Jonah Botvinick-Greenhouse , Maria Oprea , Romit Maulik , Yunan Yang

Neural ODE Processes approach the problem of meta-learning for dynamics using a latent variable model, which permits a flexible aggregation of contextual information. This flexibility is inherited from the Neural Process framework and…

Machine Learning · Computer Science 2021-04-30 Ben Day , Alexander Norcliffe , Jacob Moss , Pietro Liò
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