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This paper is concerned with probabilistic techniques for forecasting dynamical systems described by partial differential equations (such as, for example, the Navier-Stokes equations). In particular, it is investigating and comparing…

Machine Learning · Computer Science 2025-11-07 Hans Harder , Abhijeet Vishwasrao , Luca Guastoni , Ricardo Vinuesa , Sebastian Peitz

Modelling, parameter identification, and simulation play an important role in systems biology. Usually, the goal is to determine parameter values that minimise the difference between experimental measurement values and model predictions in…

Mathematical Software · Computer Science 2013-04-10 Thomas Dierkes , Susanna Röblitz , Moritz Wade , Peter Deuflhard

In recent years, significant advances have been made in the design and analysis of fully dynamic maximal matching algorithms. However, these theoretical results have received very little attention from the practical perspective. Few of the…

Data Structures and Algorithms · Computer Science 2020-04-21 Monika Henzinger , Shahbaz Khan , Richard Paul , Christian Schulz

Nonlinear regression is a useful statistical tool, relating observed data and a nonlinear function of unknown parameters. When the parameter-dependent nonlinear function is computationally intensive, a straightforward regression analysis by…

Applications · Statistics 2009-01-26 Dorin Drignei , Chris E. Forest , Doug Nychka

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

Machine Learning · Computer Science 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

Estimation of model parameters in a dynamic system can be significantly improved with the choice of experimental trajectory. For general, nonlinear dynamic systems, finding globally "best" trajectories is typically not feasible; however,…

Robotics · Computer Science 2017-09-12 Andrew D. Wilson , Jarvis A. Schultz , Todd D. Murphey

We establish global Gaussian estimates for the Green's matrix of divergence form, second order parabolic systems in a cylindrical domain under the assumption that weak solutions of the system vanishing on a portion of the boundary satisfy a…

Analysis of PDEs · Mathematics 2012-01-12 Sungwon Cho , Hongjie Dong , Seick Kim

This work explores a novel approach for adaptive, differentiable parametrization of large-scale non-stationary random fields. Coupled with any gradient-based algorithm, the method can be applied to variety of optimization problems,…

Optimization and Control · Mathematics 2019-03-19 Andrei Mukhin , Aleksey Khlyupin

A method for sequential Bayesian inference of the static parameters of a dynamic state space model is proposed. The method is based on the observation that many dynamic state space models have a relatively small number of static parameters…

Computation · Statistics 2017-06-28 Arnab Bhattacharya , Simon Wilson

Parameterization (closure) schemes in numerical weather and climate prediction models account for the effects of physical processes that cannot be resolved explicitly by these models. Methods for finding physical parameterization schemes…

Mathematical Physics · Physics 2015-06-11 Alexander Bihlo , George Bluman

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

We propose novel parameter estimation algorithms for a class of dynamical systems with nonlinear parametrization. The class is initially restricted to smooth monotonic functions with respect to a linear functional of the parameters. We show…

Dynamical Systems · Mathematics 2007-05-23 Ivan Tyukin , Danil Prokhorov , Cees van Leeuwen

This article develops a new mathematical method for holistic analysis of nonlinear dynamic compartmental systems through the system decomposition theory. The method is based on the novel dynamic system and subsystem partitioning…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Huseyin Coskun

Learning complex network dynamics is fundamental to understanding, modelling and controlling real-world complex systems. There are two main problems in the task of predicting the dynamic evolution of complex networks: on the one hand,…

Artificial Intelligence · Computer Science 2025-10-14 Bicheng Wang , Junping Wang , Yibo Xue

The estimation of static parameters in dynamical systems and control theory has been extensively studied, with significant progress made in estimating varying parameters in specific system types. Suppose, in the general case, we have data…

Optimization and Control · Mathematics 2025-07-10 Jamiree Harrison , Enoch Yeung

Excessive greenhouse gas emissions from the transportation sector have led companies to move towards a sustainable supply chain network design. In this study we present a new bi-objective non-linear formulation where multiple inventory…

Optimization and Control · Mathematics 2021-04-14 Meysam Mahjoob , Seyed Sajjad Fazeli , Soodabeh Milanlouei , Ali Kamali Mohammadzadeh , Leyla Sadat Tavassoli

Differential Dynamic Programming (DDP) is an efficient computational tool for solving nonlinear optimal control problems. It was originally designed as a single shooting method and thus is sensitive to the initial guess supplied. This work…

Robotics · Computer Science 2023-09-29 He Li , Wenhao Yu , Tingnan Zhang , Patrick M. Wensing

Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put…

Mathematical Physics · Physics 2012-10-16 Juha Honkonen

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

Given an unknown dynamic system such as a coupled harmonic oscillator with $n$ springs and point masses. We are often interested in gaining insights into its physical parameters, i.e. stiffnesses and masses, by observing trajectories of…

Machine Learning · Computer Science 2021-03-22 Gregory Barber , Mulugeta A. Haile , Tzikang Chen