Related papers: Minimum Flow Steepest Descent Approach for Nonline…
Currently existing energy-stable parametric finite element methods for surface diffusion flow and other flows are usually limited to first-order accuracy in time. Designing a high-order algorithm for geometric flows that can also be…
In recent years, Rectified flow (RF) has gained considerable popularity largely due to its generation efficiency and state-of-the-art performance. In this paper, we investigate the degree to which RF automatically adapts to the intrinsic…
In the context of binary classification of trajectories generated by time-homogeneous stochastic differential equations, we consider a mixture of two diffusion processes characterized by a stochastic differential equation (SDE) whose drift…
We develop an immersed-boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a…
In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…
Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a partial differential…
In this note, we discuss a poorly known alternative boundary condition to the usual Neumann or `stress-free' boundary condition typically used to weaken boundary layers when diffusion is present but very small. These `diffusion-free'…
We consider a class of optimal control problems for measure-valued nonlinear transport equations describing traffic flow problems on networks. The objective isto minimise/maximise macroscopic quantities, such as traffic volume or average…
Recent advances in generative models have shown promise in generating behavior plans for long-horizon, sparse reward tasks. While these approaches have achieved promising results, they often lack a principled framework for hierarchical…
In this paper, we propose an interior-point method for linearly constrained optimization problems (possibly nonconvex). The method - which we call the Hessian barrier algorithm (HBA) - combines a forward Euler discretization of Hessian…
A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is also…
Two-phase flow of two Newtonian incompressible viscous fluids with a soluble surfactant and different densities of the fluids can be modeled within the diffuse interface approach. We consider a Navier-Stokes/Cahn-Hilliard type system…
In this paper we study optimal stopping problems for nonlinear Markov processes driven by a McKean-Vlasov SDE and aim at solving them numerically by Monte Carlo. To this end we propose a novel regression algorithm based on the corresponding…
We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.
This letter proposes a sparse diffusion steepest-descent algorithm for one bit compressed sensing in wireless sensor networks. The approach exploits the diffusion strategy from distributed learning in the one bit compressed sensing…
This paper introduces a novel adaptive framework for processing dynamic flow signals over simplicial complexes, extending classical least-mean-squares (LMS) methods to high-order topological domains. Building on discrete Hodge theory, we…
We perform a convergence analysis of a discrete-in-time minimization scheme approximating a finite dimensional singularly perturbed gradient flow. We allow for different scalings between the viscosity parameter $\varepsilon$ and the time…
We present a method for solving the transshipment problem - also known as uncapacitated minimum cost flow - up to a multiplicative error of $1 + \varepsilon$ in undirected graphs with non-negative edge weights using a tailored gradient…
We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…
Reaction-advection-diffusion equations, in periodic settings and with general type nonlinearities, admit a threshold known as the minimal speed of propagation. The minimal speed does not have an accessible formula when the nonlinearity is…