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Optimization of problems with high computational power demands is a challenging task. A probabilistic approach to such optimization called Bayesian optimization lowers performance demands by solving mathematically simpler model of the…

Machine Learning · Computer Science 2021-01-27 Jakub Klus , Pavel Grunt , Martin Dobrovolný

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Optimization and Control · Mathematics 2025-08-01 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

Transformations of differential equations to other equivalent equations play a central role in many routines for solving intricate equations. A class of differential equations that are particularly amenable to solution techniques based on…

Classical Analysis and ODEs · Mathematics 2020-05-21 Winter Sinkala

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

To better understand and improve the behavior of neural networks, a recent line of works bridged the connection between ordinary differential equations (ODEs) and deep neural networks (DNNs). The connections are made in two folds: (1) View…

Machine Learning · Computer Science 2019-11-05 Xinshi Chen

Classical neural ordinary differential equations (ODEs) are powerful tools for approximating the log-density functions in high-dimensional spaces along trajectories, where neural networks parameterize the velocity fields. This paper…

Optimization and Control · Mathematics 2025-01-30 Mo Zhou , Stanley Osher , Wuchen Li

We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…

Optimization and Control · Mathematics 2022-12-27 Maja Jolić , Sanja Konjik , Darko Mitrović

Ordinary differential equations (ODEs) are widely used to model biological, (bio-)chemical and technical processes. The parameters of these ODEs are often estimated from experimental data using ODE-constrained optimisation. This article…

Optimization and Control · Mathematics 2015-11-06 Anna Fiedler , Fabian J. Theis , Jan Hasenauer

Unpredictable and complex aerodynamic effects pose significant challenges to achieving precise flight control, such as the downwash effect from upper vehicles to lower ones. Conventional methods often struggle to accurately model these…

Robotics · Computer Science 2024-09-30 Yuan Gao , Yinyi Lai , Jun Wang , Yini Fang

Differential equations are frequently used in engineering domains, such as modeling and control of industrial systems, where safety and performance guarantees are of paramount importance. Traditional physics-based modeling approaches…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Aaron Tuor , Jan Drgona , Draguna Vrabie

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

Pharmacokinetic modeling using ordinary differential equations (ODEs) has an important role in dose optimization studies, where dosing must balance sustained therapeutic efficacy with the risk of adverse side effects. Such ODE models…

Methodology · Statistics 2025-06-30 Yuxuan Zhao , Samuel W. K. Wong

Algorithmic approach to the problem of linearization by point transformation of ordinary differential equation of arbitrary order is presented. Test-linearization is purely algorithmic.

Classical Analysis and ODEs · Mathematics 2017-06-07 Vladimir Gerdt , Dmitry Lyakhov

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

This paper studies the expressive and computational power of discrete Ordinary Differential Equations (ODEs), a.k.a. (Ordinary) Difference Equations. It presents a new framework using these equations as a central tool for computation and…

Logic in Computer Science · Computer Science 2022-09-27 Olivier Bournez , Arnaud Durand

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger