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State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

We propose a novel numerical approach to compute the Pareto front in multivariate polynomial multi-objective optimization problems. When the objective functions and (equality) constraints are multivariate polynomials, the Pareto front,…

Optimization and Control · Mathematics 2026-04-06 Hans van Rooij , Christof Vermeersch , Marie Deferme , Bart De Moor

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

Probability · Mathematics 2014-01-10 Romuald Elie , Idris Kharroubi

Existing high-dimensional Bayesian optimization (BO) methods aim to overcome the curse of dimensionality by carefully encoding structural assumptions, from locality to sparsity to smoothness, into the optimization procedure. Surprisingly,…

Machine Learning · Computer Science 2026-04-10 Colin Doumont , Donney Fan , Natalie Maus , Jacob R. Gardner , Henry Moss , Geoff Pleiss

A body of work has been done to automate machine learning algorithm to highlight the importance of model choice. Automating the process of choosing the best forecasting model and its corresponding parameters can result to improve a wide…

Machine Learning · Computer Science 2021-09-02 Nadhir Hassen , Irina Rish

This paper presents a highly efficient method to obtain high-resolution, near-optimal 3D topologies optimized for minimum compliance on a standard PC. Using an implicit geometry description we derive a single-scale interpretation of optimal…

Computational Engineering, Finance, and Science · Computer Science 2020-04-22 Jeroen Groen , Florian Stutz , Niels Aage , J. Andreas Bærentzen , Ole Sigmund

Bayesian Optimization (BO) is a class of black-box, surrogate-based heuristics that can efficiently optimize problems that are expensive to evaluate, and hence admit only small evaluation budgets. BO is particularly popular for solving…

Machine Learning · Computer Science 2024-06-25 Maria Laura Santoni , Elena Raponi , Renato De Leone , Carola Doerr

Partial differential equations (PDEs) play a central role in describing many physical phenomena. Various scientific and engineering applications demand a versatile and differentiable PDE solver that can quickly generate solutions with…

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. PDEs and a free boundary problem…

Analysis of PDEs · Mathematics 2019-03-19 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

An automated framework is presented for the numerical solution of optimal control problems with PDEs as constraints, in both the stationary and instationary settings. The associated code can solve both linear and non-linear problems, and…

Numerical Analysis · Mathematics 2024-09-02 Santolo Leveque , James R. Maddison , John W. Pearson

This work considers a weighted POD-greedy method to estimate statistical outputs parabolic PDE problems with parametrized random data. The key idea of weighted reduced basis methods is to weight the parameter-dependent error estimate…

Numerical Analysis · Mathematics 2017-12-21 Christopher Spannring , Sebastian Ullmann , Jens Lang

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

In solving the variational problem, the key is to efficiently find the target function that minimizes or maximizes the specified functional. In this paper, by using the Pade approximant, we suggest a methods for the variational problem. By…

Numerical Analysis · Mathematics 2020-04-03 Chi-Chun Zhou , Yi Liu

We consider collocated wireless sensor networks, where each node has a Boolean measurement and the goal is to compute a given Boolean function of these measurements. We first consider the worst case setting and study optimal block…

Information Theory · Computer Science 2011-05-09 Hemant Kowshik , P. R. Kumar

Bayesian optimal design is considered for experiments where the response distribution depends on the solution to a system of non-linear ordinary differential equations. The motivation is an experiment to estimate parameters in the equations…

Methodology · Statistics 2019-05-02 Antony Overstall , David Woods , Ben Parker

This paper proposes a shape optimization algorithm based on the principles of Isogeometric Analysis (IGA) in which the parameterization of the geometry enters the problem formulation as an additional PDE-constraint. Inspired by the…

Numerical Analysis · Mathematics 2020-01-30 Jochen Hinz , Andrzej Jaeschke , Matthias Möller , Cornelis Vuik

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

The problem of solving partial differential equations (PDEs) can be formulated into a least-squares minimization problem, where neural networks are used to parametrize PDE solutions. A global minimizer corresponds to a neural network that…

Numerical Analysis · Mathematics 2020-12-14 Tao Luo , Haizhao Yang
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