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Metamodeling of complex numerical systems has recently attracted the interest of the mathematical programming community. Despite the progress in high performance computing, simulations remain costly, as a matter of fact, the assessment of…

Other Statistics · Statistics 2018-11-13 Soumaya Azzi , Yuanyuan Huang , Bruno Sudret , Joe Wiart

Simulations are performed to investigate the nonlinear dynamics of a (2+1)-dimensional chemotaxis model of Keller-Segel (KS) type with a logistic growth term. Because of its ability to display auto-aggregation, the KS model has been widely…

Biological Physics · Physics 2011-11-14 S. Banerjee , A. P. Misra , L. Rondoni

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

Learning dynamical systems is a promising avenue for scientific discoveries. However, capturing the governing dynamics in multiple environments still remains a challenge: model-based approaches rely on the fidelity of assumptions made for a…

Machine Learning · Computer Science 2023-03-09 MoonJeong Park , Youngbin Choi , Namhoon Lee , Dongwoo Kim

Existing spatio-temporal Hawkes process models typically rely on either parametric or semiparametric assumptions, limiting the model's ability to capture complex endogenous and exogenous event dynamics. We propose a fully Bayesian…

Methodology · Statistics 2026-03-31 Wenqing Liu , Xenia Miscouridou , Déborah Sulem

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Machine Learning · Computer Science 2019-03-25 Chinmay S. Kulkarni

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

In this document, some general results in approximation theory and matrix analysis with applications to sparse identification of time series models and nonlinear discrete-time dynamical systems are presented. The aforementioned theoretical…

Numerical Analysis · Mathematics 2021-08-04 Fredy Vides

The key feature for the successful implementation of the surrogate data test for nonlinearity on a scalar time series is the generation of surrogate data that represent exactly the null hypothesis (statically transformed normal stochastic…

Chaotic Dynamics · Physics 2009-11-07 D. Kugiumtzis

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Mario Chavez , Bernard Cazelles

Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional…

Computational Engineering, Finance, and Science · Computer Science 2025-11-18 Jingwen Cheng , Ruikun Li , Huandong Wang , Yong Li

Many modern spatial models express the stochastic variation component as a basis expansion with random coefficients. Low rank models, approximate spectral decompositions, multiresolution representations, stochastic partial differential…

Methodology · Statistics 2019-02-20 Mitchell Krock , William Kleiber , Stephen Becker

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging,…

Computational Engineering, Finance, and Science · Computer Science 2017-09-25 Shiang-Ting Yeh , Xingjian Wang , Chih-Li Sung , Simon Mak , Yu-Hung Chang , Liwei Zhang , C. F. Jeff Wu , Vigor Yang

Dynamic Sparse Training (DST) methods achieve state-of-the-art results in sparse neural network training, matching the generalization of dense models while enabling sparse training and inference. Although the resulting models are highly…

Machine Learning · Computer Science 2024-02-23 Mike Lasby , Anna Golubeva , Utku Evci , Mihai Nica , Yani Ioannou

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

A Stochastic Simulator (SS) is proposed, based on a semiclassical description of the radiation-matter interaction, to obtain an efficient description of the lasing transition for devices ranging from the nanolaser to the traditional…

Optics · Physics 2015-02-09 G. P. Puccioni , G. L. Lippi

Structured state-space models (SSMs) have recently emerged as a powerful architecture at the intersection of machine learning and control, featuring layers composed of discrete-time linear time-invariant (LTI) systems followed by pointwise…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Leonardo Massai , Muhammad Zakwan , Giancarlo Ferrari-Trecate

In this contribution we propose a data-driven surrogate model for the prediction of magnetic stray fields in two-dimensional random micro-heterogeneous materials. Since data driven models require thousands of training data sets, FEM…

Numerical Analysis · Mathematics 2023-04-11 Rainer Niekamp , Johanna Niemann , Maximilian Reichel , Hongbin Zhang , Jörg Schröder

In this paper, we propose a sparsity-promoting feedback control design for stochastic linear systems with multiplicative noise. The objective is to identify a sparse control architecture that optimizes the closed-loop performance while…

Optimization and Control · Mathematics 2022-08-22 Yi Guo , Ognjen Stanojev , Gabriela Hug , Tyler Summers
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