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This paper presents our work toward correct and efficient automatic differentiation of OpenMP parallel worksharing loops in forward and reverse mode. Automatic differentiation is a method to obtain gradients of numerical programs, which are…

Mathematical Software · Computer Science 2021-11-04 Jan Hückelheim , Laurent Hascoët

We consider the problem of efficiently computing the derivative of the solution map of a convex cone program, when it exists. We do this by implicitly differentiating the residual map for its homogeneous self-dual embedding, and solving the…

Optimization and Control · Mathematics 2020-05-21 Akshay Agrawal , Shane Barratt , Stephen Boyd , Enzo Busseti , Walaa M. Moursi

Despite the long history of electrochemistry, there is a lack of quantitative algorithms that rigorously correlate experiment with theory. Electrochemical modeling has had advanced across empirical, analytical, numerical, and data-driven…

Neural networks are increasingly used to construct numerical solution methods for partial differential equations. In this expository review, we introduce and contrast three important recent approaches attractive in their simplicity and…

Numerical Analysis · Mathematics 2021-04-15 Jan Blechschmidt , Oliver G. Ernst

Fractional calculus has become widely studied and applied to physical problems in recent years. As a result, many methods for the numerical computation of fractional derivatives and integrals have been defined. However, these algorithms are…

Mathematical Software · Computer Science 2019-12-12 Matthew Adams

MADNESS (multiresolution adaptive numerical environment for scientific simulation) is a high-level software environment for solving integral and differential equations in many dimensions that uses adaptive and fast harmonic analysis methods…

Many real-world scientific processes are governed by complex nonlinear dynamic systems that can be represented by differential equations. Recently, there has been increased interest in learning, or discovering, the forms of the equations…

Methodology · Statistics 2022-10-20 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

Mathematical models allow us to gain a deeper understanding of real-world dynamical systems. One of the most powerful mathematical frameworks for modeling real-world phenomena are systems of differential equations. In the majority of fields…

Disordered Systems and Neural Networks · Physics 2023-05-02 Richard Gast , Thomas R. Knösche , Ann Kennedy

There are many approaches for training decision trees. This work introduces a novel gradient-based method for constructing decision trees that optimize arbitrary differentiable loss functions, overcoming the limitations of heuristic…

Machine Learning · Computer Science 2025-03-25 Andrei V. Konstantinov , Lev V. Utkin

Kernel methods are powerful machine learning techniques which implement generic non-linear functions to solve complex tasks in a simple way. They Have a solid mathematical background and exhibit excellent performance in practice. However,…

Machine Learning · Computer Science 2021-01-27 J. Emmanuel Johnson , Valero Laparra , Adrián Pérez-Suay , Miguel D. Mahecha , Gustau Camps-Valls

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

Dynamical systems are essential to model various phenomena in physics, finance, economics, and are also of current interest in machine learning. A central modeling task is investigating parameter sensitivity, whether tuning atmospheric…

Numerical Analysis · Mathematics 2026-01-14 Rishi Leburu , Levon Nurbekyan , Lars Ruthotto

Differential Equations are among the most important Mathematical tools used in creating models in the science, engineering, economics, mathematics, physics, aeronautics, astronomy, dynamics, biology, chemistry, medicine, environmental…

History and Overview · Mathematics 2020-12-15 Byakatonda Denis

Classical and new numerical schemes are generated using evolutionary computing. Differential Evolution is used to find the coefficients of finite difference approximations of function derivatives, and of single and multi-step integration…

Neural and Evolutionary Computing · Computer Science 2014-01-02 C. D. Erdbrink , V. V. Krzhizhanovskaya , P. M. A. Sloot

Quantum computing promises to speed up some of the most challenging problems in science and engineering. Quantum algorithms have been proposed showing theoretical advantages in applications ranging from chemistry to logistics optimization.…

Quantum Physics · Physics 2021-11-12 Niklas Heim , Atiyo Ghosh , Oleksandr Kyriienko , Vincent E. Elfving

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

The identification of a mathematical dynamics model is a crucial step in the designing process of a controller. However, it is often very difficult to identify the system's governing equations, especially in complex environments that…

Systems and Control · Electrical Eng. & Systems 2024-07-01 Tobias Nagel , Marco F. Huber

Stochastic differential equations (sdes) play an important role in physics but existing numerical methods for solving such equations are of low accuracy and poor stability. A general strategy for developing accurate and efficient schemes…

Quantum Physics · Physics 2009-11-10 Joshua Wilkie

For a real function, automatic differentiation is such a standard algorithm used to efficiently compute its gradient, that it is integrated in various neural network frameworks. However, despite the recent advances in using complex…

Machine Learning · Computer Science 2021-01-19 Chu Guo , Dario Poletti

Partitioning a set of elements into an unknown number of mutually exclusive subsets is essential in many machine learning problems. However, assigning elements, such as samples in a dataset or neurons in a network layer, to an unknown and…

Machine Learning · Computer Science 2023-11-10 Thomas M. Sutter , Alain Ryser , Joram Liebeskind , Julia E. Vogt