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Linear reduced-order modeling (ROM) is widely used for efficient simulation of deformation dynamics, but its accuracy is often limited by the fixed linearization of the reduced mapping. We propose a new adaptive strategy for linear ROM that…
We propose a numerical integrator for determining low-rank approximations to solutions of large-scale matrix differential equations. The considered differential equations are semilinear and stiff. Our method consists of first splitting the…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
This paper is concerned with adaptive mesh refinement strategies for the spatial discretization of parabolic problems with dynamic boundary conditions. This includes the characterization of inf-sup stable discretization schemes for a…
Analytic and optimization methods for solving inverse kinematics (IK) problems have been deeply studied throughout the history of robotics. The two strategies have complementary strengths and weaknesses, but developing a unified approach to…
The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in…
We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…
We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…
A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…
In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…
The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. An energetic variational approach has been studied in a recent work [6], in which the trajectory equation is obtained, and a few first order accurate…
Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…
This paper deals with the compensation of nonlinearities in dynamical systems using nonlinear polynomial autoregressive models with exogenous inputs (NARX). The compensation approach is formulated for static and dynamical contexts, as well…
Large statically indeterminate truss and frame structures exhibit complex load-bearing behavior, and redundancy matrices are helpful for their analysis and design. Depending on the task, the full redundancy matrix or only its diagonal…
Explicit discretizations of stochastic differential equations often encounter instability when the coefficients are not globally Lipschitz. The truncated schemes and tamed schemes have been proposed to handle this difficulty, but truncated…
Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…
We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the iteration scheme of an algorithm to construct a perturbed…
In this paper, an evolutionary-based sparse regression algorithm is proposed and applied onto experimental data collected from a Duffing oscillator setup and numerical simulation data. Our purpose is to identify the Coulomb friction terms…
In this paper, we present a sharp analysis for a class of alternating projected gradient descent algorithms which are used to solve the covariate adjusted precision matrix estimation problem in the high-dimensional setting. We demonstrate…