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This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

Fractional diffusion equations have been an effective tool for modeling anomalous diffusion in complicated systems. However, traditional numerical methods require expensive computation cost and storage resources because of the memory effect…

Numerical Analysis · Mathematics 2022-11-23 Xiong-bin Yan , Zhi-Qin John Xu , Zheng Ma

This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…

Optimization and Control · Mathematics 2020-07-15 Jineng Ren , Jarvis Haupt

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Diffusion models have found phenomenal success as expressive priors for solving inverse problems, but their extension beyond natural images to more structured scientific domains remains limited. Motivated by applications in materials…

Computer Vision and Pattern Recognition · Computer Science 2024-10-08 Timofey Efimov , Harry Dong , Megna Shah , Jeff Simmons , Sean Donegan , Yuejie Chi

Sampling from a high-dimensional distribution is a fundamental task in statistics, engineering, and the sciences. A canonical approach is the Langevin Algorithm, i.e., the Markov chain for the discretized Langevin Diffusion. This is the…

Statistics Theory · Mathematics 2022-11-01 Jason M. Altschuler , Kunal Talwar

We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type, which is overly sensitive to errors. A remedy is to allow…

Optimization and Control · Mathematics 2021-12-20 Xuefeng Gao , Zuo Quan Xu , Xun Yu Zhou

The present works is focused on studying bifurcating solutions in compressible fluid dynamics. On one side, the physics of the problem is thoroughly investigated using high-fidelity simulations of the compressible Navier-Stokes equations…

Numerical Analysis · Mathematics 2022-12-21 Niccolò Tonicello , Andrea Lario , Gianluigi Rozza , Gianmarco Mengaldo

Under consideration are mathematical models of heat and mass transfer. We study inverse problems of recovering lower-order coefficients in a second order parabolic equation. The coefficients are representable in the form of a finite…

Analysis of PDEs · Mathematics 2024-12-23 S. G. Pyatkov , O. A. Soldatov

Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

Probability · Mathematics 2012-10-09 Jocelyne Bion-Nadal

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

Diffusion models have been firmly established as principled zero-shot solvers for linear and nonlinear inverse problems, owing to their powerful image prior and iterative sampling algorithm. These approaches often rely on Tweedie's formula,…

Machine Learning · Computer Science 2026-04-29 Jonathan Patsenker , Henry Li , Myeongseob Ko , Ruoxi Jia , Yuval Kluger

This paper aims to recover object materials from posed images captured under an unknown static lighting condition. Recent methods solve this task by optimizing material parameters through differentiable physically based rendering. However,…

Computer Vision and Pattern Recognition · Computer Science 2024-04-24 Xi Chen , Sida Peng , Dongchen Yang , Yuan Liu , Bowen Pan , Chengfei Lv , Xiaowei Zhou

Inverse design in science and engineering involves determining optimal design parameters that achieve desired performance outcomes, a process often hindered by the complexity and high dimensionality of design spaces, leading to significant…

Machine Learning · Computer Science 2025-02-24 Luka Grbcic , Juliane Müller , Wibe Albert de Jong

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

In this paper we introduce and analyse Langevin samplers that consist of perturbations of the standard underdamped Langevin dynamics. The perturbed dynamics is such that its invariant measure is the same as that of the unperturbed dynamics.…

Probability · Mathematics 2017-12-06 A. B. Duncan , N. Nuesken , G. A. Pavliotis

Under low-Reynolds-number conditions, dynamics of convection and diffusion are usually considered separately because their dominant spatial and temporal scales are different, but cooperative effects of convection and diffusion can cause…

Fluid Dynamics · Physics 2022-08-04 Yuki Koyano , Hiroyuki Kitahata

Optimal trajectory design is computationally expensive for nonlinear and high-dimensional dynamical systems. The challenge arises from the non-convex nature of the optimization problem with multiple local optima, which usually requires a…

Robotics · Computer Science 2024-10-07 Anjian Li , Zihan Ding , Adji Bousso Dieng , Ryne Beeson