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This paper studies the problem of designing sampled-data observers and observer-based, sampled-data, output feedback stabilizers for systems with both discrete and distributed, state and output time-delays. The obtained results can be…

Optimization and Control · Mathematics 2019-07-17 Tarek Ahmed-Ali , Iasson Karafyllis , Fouad Giri

The principle underlying this paper is the basic observation that the problem of simultaneously solving a large class of composite monotone inclusions and their duals can be reduced to that of finding a zero of the sum of a maximally…

Optimization and Control · Mathematics 2010-11-29 L. Briceno-Arias , P. L. Combettes

This paper examines Poisson stable (including stationary, periodic, almost periodic, Levitan almost periodic, Bohr almost automorphic, pseudo-periodic, Birkhoff recurrent, pseudo-recurrent, etc.) measures and limit theorems for stochastic…

Probability · Mathematics 2024-05-14 Shuaishuai Lu , Xue Yang , Yong Li

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

We develop an adaptive monotone shrinkage estimator for regression models with the following characteristics: i) dense coefficients with small but important effects; ii) a priori ordering that indicates the probable predictive importance of…

Methodology · Statistics 2015-05-08 Zhuang Ma , Dean Foster , Robert Stine

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…

Probability · Mathematics 2024-12-16 Xiaobin Sun , Jian Wang , Yingchao Xie

Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases…

Numerical Analysis · Mathematics 2015-09-29 Chuchu Chen , Jialin Hong , Liying Zhang

Data assimilation is the task to combine evolution models and observational data in order to produce reliable predictions. In this paper, we focus on ensemble-based recursive data assimilation problems. Our main contribution is a hybrid…

Numerical Analysis · Mathematics 2016-02-26 Nawinda Chustagulprom , Sebastian Reich , Maria Reinhardt

Data assimilation combines dynamical models with observations to improve state estimates. Ensemble filters sequentially assimilate observations by updating a set of samples over time, alternating between a forecast and an analysis step.…

Computation · Statistics 2026-05-26 Mathieu Le Provost , Jan Glaubitz , Youssef Marzouk

Distributed data collection is a fundamental task in open systems. In such networks, data is aggregated across a network to produce a single aggregated result at a source device. Though self-stabilizing, algorithms performing data…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-14 Hunza Zainab , Giorgio Audrito , Soura Dasgupta , Jacob Beal

Many important physical systems can be described as the evolution of a Hamiltonian system, which has the important property of being conservative, that is, energy is conserved throughout the evolution. Physics Informed Neural Networks and…

Machine Learning · Computer Science 2025-12-10 Harsh Choudhary , Chandan Gupta , Vyacheslav Kungurtsev , Melvin Leok , Georgios Korpas

We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…

Numerical Analysis · Mathematics 2026-02-17 Beniamin Goldys , Agus L. Soenjaya , Thanh Tran

We propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We design a primal-dual stabilized finite element method for the numerical approximation of a data assimilation problem subject to the acoustic wave equation. For the forward problem, piecewise affine, continuous, finite element functions…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

Determination of the nature of the dynamical state of a system as a function of its parameters is an important problem in the study of dynamical systems. This problem becomes harder in experimental systems where the obtained data is…

Chaotic Dynamics · Physics 2024-08-29 Rishab Antosh , Sanjit Das , N. Nirmal Thyagu

We introduce an algorithm that can be used to perform stochastic perturbation theory (sPT) to correct any non-linearly parametrized wavefunction that can be optimized using orbital space Variational Monte Carlo (VMC). Although the…

Strongly Correlated Electrons · Physics 2018-03-13 Sandeep Sharma

This paper presents a stochastic model predictive controller (SMPC) for linear time-invariant systems in the presence of additive disturbances. The distribution of the disturbance is unknown and is assumed to have a bounded support. A…

Systems and Control · Electrical Eng. & Systems 2022-10-03 Hotae Lee , Monimoy Bujarbaruah , Francesco Borrelli

A univariate continuous function can always be decomposed as the sum of a non-increasing function and a non-decreasing one. Based on this property, we propose a non-parametric regression method that combines two spline-fitted monotone…

Methodology · Statistics 2024-04-11 Lijun Wang , Xiaodan Fan , Hongyu Zhao , Jun S. Liu
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