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This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…

Optimization and Control · Mathematics 2021-11-02 Jin Won Kim , Prashant G. Mehta

Multi-stream sequential change detection involves simultaneously monitoring many streams of data and trying to detect when their distributions change, if at all. Here, we theoretically study multiple testing issues that arise from detecting…

Statistics Theory · Mathematics 2025-02-04 Sanjit Dandapanthula , Aaditya Ramdas

The problem of data contamination is now almost inevitable during the development of large language models (LLMs), with the training data commonly integrating those evaluation benchmarks even unintentionally. This problem subsequently makes…

Computation and Language · Computer Science 2025-09-19 Ruijie Hou , Yueyang Jiao , Hanxu Hu , Yingming Li , Wai Lam , Huajian Zhang , Hongyuan Lu

Inverse problems involving partial differential equations (PDEs) with discontinuous coefficients are fundamental challenges in modeling complex spatiotemporal systems with heterogeneous structures and uncertain dynamics. Traditional…

Machine Learning · Statistics 2025-10-17 Zhikun Zhang , Guanyu Pan , Xiangjun Wang , Yong Xu , Guangtao Zhang

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

Optimization and Control · Mathematics 2025-08-20 Gabriele Ciaramella , Michael Kartmann , Georg Müller

In this work, we focus on reduced order modeling (ROM) techniques for hyperbolic conservation laws with application in uncertainty quantification (UQ) and in conjunction with the well-known Monte Carlo sampling method. Because we are…

Numerical Analysis · Mathematics 2018-08-13 R. Crisovan , D. Torlo , R. Abgrall , S. Tokareva

We explore how neural differential equations (NDEs) may be trained on highly resolved fluid-dynamical models of unresolved scales providing an ideal framework for data-driven parameterizations in climate models. NDEs overcome some of the…

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

Methodology · Statistics 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

Numerical Analysis · Mathematics 2012-06-04 Edward J. Fuselier , Grady B. Wright

Systems of differential-algebraic equations (DAEs) represent a widespread formalism in the modeling of constrained mechanical systems and electrical networks. Due to the automatic, object-oriented generation of the equations of motion and…

Numerical Analysis · Mathematics 2015-08-31 Alessandro Castagnotto , Heiko K. F. Panzer , Klaus-Dieter Reinsch , Boris Lohmann

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

Numerical Analysis · Mathematics 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

Numerical Analysis · Mathematics 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

Quality Diversity (QD) has emerged as a powerful alternative optimization paradigm that aims at generating large and diverse collections of solutions, notably with its flagship algorithm MAP-ELITES (ME) which evolves solutions through…

Neural and Evolutionary Computing · Computer Science 2023-06-16 Thomas Pierrot , Arthur Flajolet

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

Computational Physics · Physics 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

Machine Learning · Computer Science 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

Machine Learning · Computer Science 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

The monitoring of water quality is a crucial part of environmental protection, and a large number of monitors are widely deployed to monitor water quality. Due to unavoidable factors such as data acquisition breakdowns, sensors and…

Machine Learning · Computer Science 2025-04-22 Xin Liao , Bing Yang , Tan Dongli , Cai Yu

Control in fluid environments is an important research area with numerous applications across various domains, including underwater robotics, aerospace engineering, and biomedical systems. However, in practice, control methods often face…

Machine Learning · Computer Science 2025-08-13 Haodong Feng , Peiyan Hu , Yue Wang , Dixia Fan

Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on…

Systems and Control · Electrical Eng. & Systems 2023-12-20 Saviz Mowlavi , Mouhacine Benosman

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…

Numerical Analysis · Mathematics 2013-02-28 Xiaobing Feng , Chiu-Yen Kao , Thomas Lewis
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