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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

Applications for kinetic equations such as optimal design and inverse problems often involve finding unknown parameters through gradient-based optimization algorithms. Based on the adjoint-state method, we derive two different frameworks…

Numerical Analysis · Mathematics 2021-06-02 Russel Caflisch , Denis Silantyev , Yunan Yang

We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the…

Optimization and Control · Mathematics 2025-04-10 Brian K. Tran , Ben S. Southworth , Melvin Leok

In the context of adjoint-based optimization, nonlinear conservation laws pose significant problems regarding the existence and uniqueness of both direct and adjoint solutions, as well as the well-posedness of the problem for sensitivity…

Computational Physics · Physics 2022-09-08 Alexandru Fikl , Vincent Le Chenadec , Taraneh Sayadi , Peter J. Schmid

Adjoint-based sensitivity analysis methods are powerful tools for engineers who use flow simulations for design. However, the conventional adjoint method breaks down for scale-resolving simulations like large-eddy simulation (LES) or direct…

Materials design can be cast as an optimization problem with the goal of achieving desired properties, by varying material composition, microstructure morphology, and processing conditions. Existence of both qualitative and quantitative…

Computational Physics · Physics 2019-07-08 Akshay Iyer , Yichi Zhang , Aditya Prasad , Siyu Tao , Yixing Wang , Linda Schadler , L Catherine Brinson , Wei Chen

We introduce a computationally efficient method for the automation of inverse design in science and engineering. Based on simple least-square regression, the underlying dynamic mode decomposition algorithm can be used to construct a…

Machine Learning · Computer Science 2025-02-14 Yunpeng Zhu , Liangliang Cheng , Anping Jing , Hanyu Huo , Ziqiang Lang , Bo Zhang , J. Nathan Kutz

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

Multibody dynamics simulators are an important tool in many fields, including learning and control for robotics. However, many existing dynamics simulators suffer from inaccuracies when dealing with constrained mechanical systems due to…

Robotics · Computer Science 2023-11-07 Jan Brüdigam , Stefan Sosnowski , Zachary Manchester , Sandra Hirche

Dynamic Mode Decomposition (DMD) is an unsupervised machine learning method that has attracted considerable attention in recent years owing to its equation-free structure, ability to easily identify coherent spatio-temporal structures in…

Machine Learning · Computer Science 2022-02-16 Alex Viguerie , Gabriel F. Barros , Malú Grave , Alessandro Reali , Alvaro L. G. A. Coutinho

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

This letter presents a method to reduce the computational demands of including second-order dynamics sensitivity information into the Differential Dynamic Programming (DDP) trajectory optimization algorithm. An approach to DDP is developed…

Robotics · Computer Science 2022-07-01 John N. Nganga , Patrick M. Wensing

With this contribution, we shed light on the relation between the discrete adjoints of multistep backward differentiation formula (BDF) methods and the solution of the adjoint differential equation. To this end, we develop a…

Numerical Analysis · Mathematics 2011-09-15 Dörte Beigel , Mario S. Mommer , Leonard Wirsching , Hans Georg Bock

We present an adjoint-based optimization method to invert for stress and frictional parameters used in earthquake modeling. The forward problem is linear elastodynamics with nonlinear rate-and-state frictional faults. The misfit functional…

Numerical Analysis · Mathematics 2024-09-10 Vidar Stiernström , Martin Almquist , Eric M. Dunham

We study the problem of designing systems in order to minimize cost while meeting a given flexibility target. Flexibility is attained by enforcing a joint chance constraint, which ensures that the system will exhibit feasible operation with…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

Meta-optics promises compact, high-performance imaging and color routing. However, designing high-performance structures is a high-dimensional optimization problem: mapping a desired optical output back to a physical 3D structure requires…

Machine Learning · Computer Science 2026-04-21 Chanik Kang , Hyewon Suk , Haejun Chung

Metasurfaces are an emerging technology that may supplant many of the conventional optics found in imaging devices, displays, and precision scientific instruments. Here, we develop a method for designing optical systems composed of multiple…

Optics · Physics 2019-10-23 Adam S. Backer

Recently, there has been an increasing interest in using tools from dynamical systems to analyze the behavior of simple optimization algorithms such as gradient descent and accelerated variants. This paper strengthens such connections by…

Optimization and Control · Mathematics 2018-08-02 Guilherme França , Daniel P. Robinson , René Vidal

We consider the challenge of black-box optimization within hybrid discrete-continuous and variable-length spaces, a problem that arises in various applications, such as decision tree learning and symbolic regression. We propose DisCo-DSO…

Machine Learning · Computer Science 2024-12-17 Jacob F. Pettit , Chak Shing Lee , Jiachen Yang , Alex Ho , Daniel Faissol , Brenden Petersen , Mikel Landajuela
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