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New families of fourth-order composition methods for the numerical integration of initial value problems defined by ordinary differential equations are proposed. They are designed when the problem can be separated into three parts in such a…

Numerical Analysis · Mathematics 2020-06-12 Fernando Casas , Alejandro Escorihuela-Tomàs

A method is presented that reduces the number of terms of systems of linear equations (algebraic, ordinary and partial differential equations). As a byproduct these systems have a tendency to become partially decoupled and are more likely…

Symbolic Computation · Computer Science 2007-05-23 Thomas Wolf

We present a new method for the nonlinear approximation of the solution manifolds of parameterized nonlinear evolution problems, in particular in hyperbolic regimes with moving discontinuities. Given the action of a Lie group on the…

Numerical Analysis · Mathematics 2018-03-09 Mario Ohlberger , Stephan Rave

Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…

Dynamical Systems · Mathematics 2024-05-15 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…

Numerical Analysis · Mathematics 2008-07-15 Christian Kuehn

The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…

Machine Learning · Computer Science 2016-10-06 Bamdev Mishra , Rodolphe Sepulchre

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

Finite difference method and finite element method are popular methods for solving groundwater flow equations. This paper presents a new method that uses gradually varied functions to solve such equation. In this paper, we have established…

Numerical Analysis · Mathematics 2012-10-17 Li Chen , Xun-Hong Chen

In this paper we propose a novel approach to identify dynamical systems. The method estimates the model structure and the parameters of the model simultaneously, automating the critical decisions involved in identification such as model…

Systems and Control · Computer Science 2020-01-16 Dhruv Khandelwal , Maarten Schoukens , Roland Tóth

We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…

Numerical Analysis · Mathematics 2013-03-25 Mårten Gulliksson , Sverker Edvardsson , Andreas Lind

Two complementary approaches have been extensively used in signal and image processing leading to novel results, the sparse representation methodology and the variational strategy. Recently, a new sparsity based model has been proposed, the…

Computer Vision and Pattern Recognition · Computer Science 2015-08-17 Raja Giryes , Michael Elad , Alfred M. Bruckstein

This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…

Optimization and Control · Mathematics 2022-03-25 Eleonora Donadini , Maria Strazzullo , Marco Tezzele , Gianluigi Rozza

We introduce a hyperreduced reduced basis element method for model reduction of parameterized, component-based systems in continuum mechanics governed by nonlinear partial differential equations. In the offline phase, the method constructs,…

Numerical Analysis · Mathematics 2025-01-06 Mehran Ebrahimi , Masayuki Yano

Stochastic differential equations can describe a wide range of dynamical systems, and obtaining the governing equations of these systems is the premise of studying the nonlinear dynamic behavior of the system. Neural networks are currently…

Dynamical Systems · Mathematics 2023-04-25 Xiao-Kai An , Lin Du , Zi-Chen Deng , Yu-jia Zhang

A new iterative technique is presented for solving of initial value problem for certain classes of multidimensional linear and nonlinear partial differential equations. Proposed iterative scheme does not require any discretization,…

Numerical Analysis · Mathematics 2016-02-23 Josef Rebenda , Zdeněk Šmarda

In this paper, we propose a stochastic search algorithm for solving general optimization problems with little structure. The algorithm iteratively finds high quality solutions by randomly sampling candidate solutions from a parameterized…

Optimization and Control · Mathematics 2013-01-08 Enlu Zhou , Jiaqiao Hu

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially…

Numerical Analysis · Mathematics 2019-08-14 Stefan Klus , Patrick Gelß , Sebastian Peitz , Christof Schütte

In this paper we present an extension of standard iterative splitting schemes to multiple splitting schemes for solving higher order differential equations. We are motivated by dynamical systems, which occur in dynamics of the electrons in…

Numerical Analysis · Mathematics 2012-04-17 Juergen Geiser , Thomas Zacher

Segmented models are widely used to describe non-stationary sequential data with discrete change points. Their estimation usually requires solving a mixed discrete-continuous optimization problem, where the segmentation is the discrete part…

Machine Learning · Computer Science 2021-01-19 Erik Scharwächter , Jonathan Lennartz , Emmanuel Müller