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Initial value problems -- a system of ordinary differential equations and corresponding initial conditions -- can be used to describe many physical phenomena including those arise in classical mechanics. We have developed a novel approach…

Computational Physics · Physics 2025-05-27 Jack Griffiths , Steven A. Wrathmall , Simon A. Gardiner

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…

Deep Learning (DL) aims at learning the \emph{meaningful representations}. A meaningful representation refers to the one that gives rise to significant performance improvement of associated Machine Learning (ML) tasks by replacing the raw…

Neural and Evolutionary Computing · Computer Science 2018-02-27 Yanan Sun , Gary G. Yen , Zhang Yi

We study the problem of inverse reinforcement learning (IRL), where the learning agent recovers a reward function using expert demonstrations. Most of the existing IRL techniques make the often unrealistic assumption that the agent has…

Machine Learning · Computer Science 2021-12-20 Franck Djeumou , Murat Cubuktepe , Craig Lennon , Ufuk Topcu

To enhance the accuracy of power load forecasting in wind farms, this study introduces an advanced combined forecasting method that integrates Variational Mode Decomposition (VMD) with an Improved Particle Swarm Optimization (IPSO)…

Machine Learning · Computer Science 2024-12-17 Qiang Xie

We propose a neural network-based algorithm for solving forward and inverse problems for partial differential equations in unsupervised fashion. The solution is approximated by a deep neural network which is the minimizer of a cost…

Machine Learning · Computer Science 2019-04-12 Leah Bar , Nir Sochen

This paper introduces a novel model-free and a partially model-free algorithm for inverse optimal control (IOC), also known as inverse reinforcement learning (IRL), aimed at estimating the cost function of continuous-time nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-03-20 Hamed Jabbari Asl , Eiji Uchibe

The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…

We introduce EVIL (\textbf{EV}olving \textbf{I}nterpretable algorithms with \textbf{L}LMs), an approach that uses LLM-guided evolutionary search to discover simple, interpretable algorithms for dynamical systems inference. Rather than…

Machine Learning · Computer Science 2026-04-20 David Berghaus

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…

We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…

Optimization and Control · Mathematics 2025-05-08 Kang Liu , Wei Peng , Jianchen Hu

In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In…

Mathematical Finance · Quantitative Finance 2020-12-11 Stefan Kremsner , Alexander Steinicke , Michaela Szölgyenyi

An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…

Systems and Control · Computer Science 2017-11-09 Sheng Zhang , Wei-Qi Qian

Extreme learning machine (ELM) is a network model that arbitrarily initializes the first hidden layer and can be computed speedily. In order to improve the classification performance of ELM, a $\ell_2$ and $\ell_{0.5}$ regularization ELM…

Optimization and Control · Mathematics 2023-01-05 Liangjuan Zhou , Wei Miao

A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…

Optimization and Control · Mathematics 2021-10-04 Sheng Zhang , Fei Liao , Yi-Nan Kong , Kai-Feng He

Although deep learning based approximation algorithms have been applied very successfully to numerous problems, at the moment the reasons for their performance are not entirely understood from a mathematical point of view. Recently,…

Machine Learning · Computer Science 2023-04-13 Arnulf Jentzen , Adrian Riekert

Continuous-time models such as Neural ODEs and Neural Flows have shown promising results in analyzing irregularly sampled time series frequently encountered in electronic health records. Based on these models, time series are typically…

Machine Learning · Computer Science 2024-02-14 Jingge Xiao , Leonie Basso , Wolfgang Nejdl , Niloy Ganguly , Sandipan Sikdar

We provide new perspectives and inference algorithms for Maximum Entropy (MaxEnt) Inverse Reinforcement Learning (IRL), which provides a principled method to find a most non-committal reward function consistent with given expert…

Machine Learning · Computer Science 2021-06-08 Aaron J. Snoswell , Surya P. N. Singh , Nan Ye

The goal of the Inverse reinforcement learning (IRL) task is to identify the underlying reward function and the corresponding optimal policy from a set of expert demonstrations. While most IRL algorithms' theoretical guarantees rely on a…

Machine Learning · Statistics 2025-03-25 Ruijia Zhang , Siliang Zeng , Chenliang Li , Alfredo Garcia , Mingyi Hong