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Related papers: A non-intrusive neural-network based BFGS algorith…

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This work derives a residual-based a posteriori error estimator for reduced models learned with non-intrusive model reduction from data of high-dimensional systems governed by linear parabolic partial differential equations with control…

Numerical Analysis · Mathematics 2020-05-13 Wayne Isaac Tan Uy , Benjamin Peherstorfer

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…

Methodology · Statistics 2024-06-11 Cheng-Han Yu , Meng Li , Colin Noe , Simon Fischer-Baum , Marina Vannucci

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

We learn parameterized nonlinear elasticity on curved surfaces using a physics-informed neural network that enforces governing equations and boundary conditions directly through the loss function, enabling a single trained model to…

Biological Physics · Physics 2026-04-15 Yankang Liu , Ke Zhang , Maziar Raissi , Roya Zandi

Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…

Dynamical Systems · Mathematics 2024-05-15 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

The Bayesian update step poses significant computational challenges in high-dimensional nonlinear estimation. While log-homotopy particle flow filters offer an alternative to stochastic sampling, existing formulations usually yield stiff…

Machine Learning · Computer Science 2026-05-14 Domonkos Csuzdi , Tamás Bécsi , Olivér Törő

Stochastic kinetic models are ubiquitous in physics, yet inferring their parameters from experimental data remains challenging. In deterministic models, parameter inference often relies on gradients, as they can be obtained efficiently…

Computational Physics · Physics 2026-04-03 Ludwig Burger , Annalena Kofler , Lukas Heinrich , Ulrich Gerland

On-line estimation plays an important role in process control and monitoring. Obtaining a theoretical solution to the simultaneous state-parameter estimation problem for non-linear stochastic systems involves solving complex…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

In this article, we introduce and analyze a deep learning based approximation algorithm for SPDEs. Our approach employs neural networks to approximate the solutions of SPDEs along given realizations of the driving noise process. If applied…

Numerical Analysis · Mathematics 2025-10-21 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Many modern large-scale machine learning problems benefit from decentralized and stochastic optimization. Recent works have shown that utilizing both decentralized computing and local stochastic gradient estimates can outperform…

Optimization and Control · Mathematics 2020-11-06 Haoran Sun , Songtao Lu , Mingyi Hong

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

This paper presents adaptive observers for online state and parameter estimation of a class of nonlinear systems motivated by biophysical models of neuronal circuits. We first present a linear-in-the-parameters design that solves a…

Systems and Control · Electrical Eng. & Systems 2024-02-19 Thiago B. Burghi , Rodolphe Sepulchre

Recently deep learning surrogates and neural operators have shown promise in solving partial differential equations (PDEs). However, they often require a large amount of training data and are limited to bounded domains. In this work, we…

Machine Learning · Computer Science 2023-08-25 Zhiwei Fang , Sifan Wang , Paris Perdikaris

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

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

Nonlinear differential equations (DEs) are used in a wide range of scientific problems to model complex dynamic systems. The differential equations often contain unknown parameters that are of scientific interest, which have to be estimated…

Computation · Statistics 2021-09-07 Shijia Wang , Shufei Ge , Renny Doig , Liangliang Wang

One of the main challenges in solving time-dependent partial differential equations is to develop computationally efficient solvers that are accurate and stable. Here, we introduce a graph neural network approach to finding efficient PDE…

Machine Learning · Computer Science 2022-04-19 Pourya Pilva , Ahmad Zareei