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The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in stochastic sampling, physics, and ecology. We first propose…

Numerical Analysis · Mathematics 2025-11-18 Shan Huang , Xiaoyue Li

For long time the measurement of innovation has been in the forefront of policy makers' and researchers' agenda worldwide. Therefore, there is an ongoing debate about which indicators should be used to measure innovation. Recent approaches…

General Finance · Quantitative Finance 2019-05-31 Salvatore Corrente , Ana Garcia-Bernabeu , Salvatore Greco , Teemu Makkonen

In recent years, there has been a growing interest in data-driven evolutionary algorithms (DDEAs) employing surrogate models to approximate the objective functions with limited data. However, current DDEAs are primarily designed for…

Machine Learning · Computer Science 2025-12-10 Xian-Rong Zhang , Yue-Jiao Gong , Zhiguang Cao , Jun Zhang

In fisheries ecology, species abundance data are often collected by multiple surveys, each with unique characteristics. This article is motivated by a dataset of Atlantic sea scallop abundance records along the northeast coast of the United…

Applications · Statistics 2026-04-03 Quan Vu , Francis K. C. Hui , A. H. Welsh , Samuel Muller , Eva Cantoni , Christopher R. Haak

Astronomical time series from large-scale surveys like LSST are often irregularly sampled and incomplete, posing challenges for classification and anomaly detection. We introduce a new framework based on Neural Stochastic Delay Differential…

Machine Learning · Computer Science 2026-04-03 YongKyung Oh , Seungsu Kam , Dong-Young Lim , Sungil Kim

In many data classification problems, there is no linear relationship between an explanatory and the dependent variables. Instead, there may be ranges of the input variable for which the observed outcome is signficantly more or less likely.…

Machine Learning · Computer Science 2016-04-13 Mallory Sheth , Roy Welsch , Natasha Markuzon

We address the multi-satellite scheduling problem with limited observation capacities that arises from the need to observe a set of targets on the Earth's surface using imaging resources installed on a set of satellites. We define and…

Optimization and Control · Mathematics 2018-12-10 Xiaoyu Chen , Gerhard Reinelt , Guangming Dai , Andreas Spitz

For uncertainty propagation of highly complex and/or nonlinear problems, one must resort to sample-based non-intrusive approaches [1]. In such cases, minimizing the number of function evaluations required to evaluate the response surface is…

Numerical Analysis · Mathematics 2017-12-04 Anindya Bhaduri , Lori Graham-Brady

This paper analyzes the use of variable speed limits to optimize travel time reliability for commuters. The investigation focuses on a traffic corridor with a bottleneck subject to the capacity drop phenomenon. The optimization criterion is…

Optimization and Control · Mathematics 2025-09-16 Alexander Hammerl , Ravi Seshadri , Thomas Kjær Rasmussen , Otto Anker Nielsen

The energy consumption issue in distributed computing systems has become quite critical due to environmental concerns. In response to this, many energy-aware scheduling algorithms have been developed primarily by using the dynamic…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-06-12 Masnida Emami , Yashar Ghiasi , Nasrin Jaberi

Reconstructing high-resolution sea surface temperatures (SST) from staggered SST measurements is essential for weather forecasting and climate projections. However, when SST measurements are sparse, the resulting inferred SST fields are…

Atmospheric and Oceanic Physics · Physics 2026-01-30 Cassidy All , Kevin Ho , Maya Magnuski , Christopher Nicolaides , Louisa B. Ebby , Mohammad Farazmand

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

To cope with fast-fluctuating distributed energy resources (DERs) and uncontrolled loads, this paper formulates a time-varying optimization problem for distribution grids with DERs and develops a novel non-iterative algorithm to track the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 J. Wu , M. Liu , W. Lu , K. Xie , M. Xie

In this paper, a novel artificial intelligence-based cyber-attack detection model for smart grids is developed to stop data integrity cyber-attacks (DIAs) on the received load data by supervisory control and data acquisition (SCADA). In the…

Machine Learning · Computer Science 2023-12-15 Mojtaba Mohammadi , Arshia Aflaki , Abdollah Kavousifard , Mohsen Gitizadeh

A challenge for renewable and hybrid power systems is the dynamically stable integration of Renewable Energy Sources (RES). This paper specifically investigates the influence of intermittent RES and measurement delays from power electronic…

Physics and Society · Physics 2020-12-10 Sabine Auer , Tim Kittel

Deep Equilibrium Models (DEQs) have emerged as a powerful paradigm in deep learning, offering the ability to model infinite-depth networks with constant memory usage. However, DEQs incur significant inference latency due to the iterative…

Machine Learning · Computer Science 2026-02-04 Junchao Lin , Zenan Ling , Jingwen Xu , Robert C. Qiu

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

Cooperating interconnected microgrids with the Distribution System Operation (DSO) can lead to an improvement in terms of operation and reliability. This paper investigates the optimal operation and scheduling of interconnected microgrids…

Optimization and Control · Mathematics 2018-03-12 Morteza Dabbaghjamanesh , Shahab Mehraeen , Abdollah Kavousi Fard , Farzad Ferdowsi

Distributed ensemble learning (DEL) involves training multiple models at distributed learners, and then combining their predictions to improve performance. Existing related studies focus on DEL algorithm design and optimization but ignore…

Computer Science and Game Theory · Computer Science 2023-10-16 Chao Huang , Pengchao Han , Jianwei Huang

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock