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Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…
In this paper we develop a new method for numerically approximating sensitivities in parameter-dependent ordinary differential equations (ODEs). Our approach, intended for situations where the standard forward and adjoint sensitivity…
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…
In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…
In this work, we present an adaptive adjoint-oriented neural network (adaptive AONN) for solving parametric optimal control problems governed by partial differential equations. The proposed method integrates deep adaptive sampling…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
Ordinary differential equations (ODEs) are a conventional way to describe the observed dynamics of physical systems. Scientists typically hypothesize about dynamical behavior, propose a mathematical model, and compare its predictions to…
The simplicity and the efficiency of a quasi-analytical method for solving nonlinear ordinary differential equations (ODE), is illustrated on the study of anharmonic oscillators (AO) with a potential $V(x) =\beta x^{2}+x^{2m}$ ($m>0$). The…
Stochastic differential equations (SDEs) are used to describe a wide variety of complex stochastic dynamical systems. Learning the hidden physics within SDEs is crucial for unraveling fundamental understanding of these systems' stochastic…
Visual domain adaptation aims to learn discriminative and domain-invariant representation for an unlabeled target domain by leveraging knowledge from a labeled source domain. Partial domain adaptation (PDA) is a general and practical…
Partial differential equations (PDEs) are fundamental to modeling complex and nonlinear physical phenomena, but their numerical solution often requires significant computational resources, particularly when a large number of forward full…
In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…
In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…
We consider the traffic control problem of dynamic routing over parallel servers, which arises in a variety of engineering systems such as transportation and data transmission. We propose a semi-gradient, on-policy algorithm that learns an…
We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…
Recent research shows that supervised learning can be an effective tool for designing near-optimal feedback controllers for high-dimensional nonlinear dynamic systems. But the behavior of neural network controllers is still not well…
We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two…
A neural ordinary differential equation (neural ODE) is a machine learning model that is commonly described as a continuous-depth generalization of a residual network (ResNet) with a single residual block, or conversely, the ResNet can be…
This work establishes the first rigorous stability guarantees for approximate predictors in delay-adaptive control of nonlinear systems, addressing a key challenge in practical implementations where exact predictors are unavailable. We…
Deep learning has an increasing impact to assist research, allowing, for example, the discovery of novel materials. Until now, however, these artificial intelligence techniques have fallen short of discovering the full differential equation…