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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…

Machine Learning · Computer Science 2021-07-01 Zaiwei Chen , Siva Theja Maguluri , Sanjay Shakkottai , Karthikeyan Shanmugam

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…

Numerical Analysis · Mathematics 2024-07-12 Olivia Eriksson , Andrei Kramer , Federica Milinanni , Pierre Nyquist

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…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

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…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

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…

Optimization and Control · Mathematics 2025-12-23 Zikang Yuan , Guanjie Wang , Qifeng Liao

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…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

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…

Machine Learning · Computer Science 2025-11-20 Nils Wildt , Daniel M. Tartakovsky , Sergey Oladyshkin , Wolfgang Nowak

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…

Mathematical Physics · Physics 2011-05-03 C. Bervillier

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…

Machine Learning · Computer Science 2022-07-26 Jared O'Leary , Joel A. Paulson , Ali Mesbah

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…

Computer Vision and Pattern Recognition · Computer Science 2025-05-06 Yi-Ming Zhai , Chuan-Xian Ren , Hong Yan

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…

Computational Physics · Physics 2025-07-08 Qibang Liu , Seid Koric

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…

Optimization and Control · Mathematics 2024-10-04 Ruichen Jiang , Aryan Mokhtari

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…

Optimization and Control · Mathematics 2020-02-26 Julian Rasch , Antonin Chambolle

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…

Machine Learning · Computer Science 2025-03-20 Yidan Wu , Yu Yu , Jianan Zhang , Li Jin

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…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino

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…

Optimization and Control · Mathematics 2022-10-10 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

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…

Machine Learning · Computer Science 2021-10-12 Hedi Xia , Vai Suliafu , Hangjie Ji , Tan M. Nguyen , Andrea L. Bertozzi , Stanley J. Osher , Bao Wang

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…

Machine Learning · Computer Science 2025-10-14 Abdelrahman Sayed Sayed , Pierre-Jean Meyer , Mohamed Ghazel

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…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Luke Bhan , Miroslav Krstic , Yuanyuan Shi

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…