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We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

We aim to reconstruct the latent space dynamics of high dimensional, quasi-stationary systems using model order reduction via the spectral proper orthogonal decomposition (SPOD). The proposed method is based on three fundamental steps: in…

Numerical Analysis · Mathematics 2022-08-17 Andrea Lario , Romit Maulik , Oliver T. Schmidt , Gianluigi Rozza , Gianmarco Mengaldo

Typical mammal brains have some form of random connectivity between neurons. Reservoir computing, a neural network approach, uses random weights within its processing layer along with built-in recurrent connections and short-term, fading…

Disordered Systems and Neural Networks · Physics 2026-02-05 Joshua Donald , Ben A. Johnson , Amir Mehrnejat , Alex Gabbitas , Arthur G. T. Coveney , Alexander G. Balanov , Sergey Savel'ev , Pavel Borisov

Various types of measurement techniques, such as Light Detection and Ranging (LiDAR) devices, anemometers, and wind vanes, are extensively utilized in wind energy to characterize the inflow. However, these methods typically gather data at…

Fluid Dynamics · Physics 2025-02-13 Chang Yan , Shengfeng Xu , Zhenxu Sun , Thorsten Lutz , Dilong Guo , Guowei Yang

This paper presents a reduced order approach for transient modeling of multiple moving objects in nonlinear crossflows. The Proper Orthogonal Decomposition method and the Galerkin projection are used to construct a reduced version of the…

Fluid Dynamics · Physics 2021-06-07 My Ha Dao

Online Feedback Optimization is a method used to steer the operation of a process plant to its optimal operating point without explicitly solving a nonlinear constrained optimization problem. This is achieved by leveraging a linear plant…

Systems and Control · Electrical Eng. & Systems 2022-12-08 M. Zagorowska , M. Degner , L. Ortmann , A. Ahmed , S. Bolognani , E. A. del Rio Chanona , M. Mercangoz

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such…

Machine Learning · Computer Science 2018-07-23 Mahdi Azarafrooz

This paper introduces an extension of generalised filtering for online applications. Generalised filtering refers to data assimilation schemes that jointly infer latent states, learn unknown model parameters, and estimate uncertainty in an…

Machine Learning · Statistics 2026-05-05 Mehran H. Z. Bazargani , Szymon Urbas , Adeel Razi , Thomas Brendan Murphy , Karl Friston

Scaling up new scientific technologies from laboratory to industry often involves demonstrating performance on a larger scale. Computer simulations can accelerate design and predictions in the deployment process, though traditional…

In this paper, we focus on the solution of online optimization problems that arise often in signal processing and machine learning, in which we have access to streaming sources of data. We discuss algorithms for online optimization based on…

Optimization and Control · Mathematics 2023-05-05 Nicola Bastianello , Ruggero Carli , Andrea Simonetto

Model reduction of high-dimensional dynamical systems alleviates computational burdens faced in various tasks from design optimization to model predictive control. One popular model reduction approach is based on projecting the governing…

Dynamical Systems · Mathematics 2018-08-24 Francisco J. Gonzalez , Maciej Balajewicz

In this effort we propose a data-driven learning framework for reduced order modeling of fluid dynamics. Designing accurate and efficient reduced order models for nonlinear fluid dynamic problems is challenging for many practical…

Computational Physics · Physics 2018-12-05 Xuping Xie , Guannan Zhang , Clayton G. Webster

Quantifying forecast uncertainty is a key aspect of state-of-the-art numerical weather prediction and data assimilation systems. Ensemble-based data assimilation systems incorporate state-dependent uncertainty quantification based on…

Atmospheric and Oceanic Physics · Physics 2023-05-17 Maximiliano A. Sacco , Manuel Pulido , Juan J. Ruiz , Pierre Tandeo

Conventional radio frequency (RF) passive components modeling based on machine learning requires extensive electromagnetic (EM) simulations to cover geometric and frequency design spaces, creating computational bottlenecks. In this paper,…

Machine Learning · Computer Science 2025-11-20 Huifan Zhang , Pingqiang Zhou

A new machine learning scheme, termed versatile reservoir computing, is proposed for sustaining the dynamics of heterogeneous complex networks. We show that a single, small-scale reservoir computer trained on time series from a subset of…

Chaotic Dynamics · Physics 2025-05-22 Yao Du , Huawei Fan , Xingang Wang

This work presents a method to adaptively refine reduced-order models \emph{a posteriori} without requiring additional full-order-model solves. The technique is analogous to mesh-adaptive $h$-refinement: it enriches the reduced-basis space…

Numerical Analysis · Computer Science 2015-04-16 Kevin Carlberg

Reservoir computing is a recently introduced machine learning paradigm that has been shown to be well-suited for the processing of spatiotemporal data. Rather than training the network node connections and weights via backpropagation in…

Neural and Evolutionary Computing · Computer Science 2016-07-20 Ashley Prater

The paradigm of reservoir computing exploits the nonlinear dynamics of a physical reservoir to perform complex time-series processing tasks such as speech recognition and forecasting. Unlike other machine-learning approaches, reservoir…

Quantum Physics · Physics 2021-11-08 Saeed Ahmed Khan , Fangjun Hu , Gerasimos Angelatos , Hakan E. Türeci

Recent studies have shown that it is possible to combine machine learning methods with data assimilation to reconstruct a dynamical system using only sparse and noisy observations of that system. The same approach can be used to correct the…

Machine Learning · Statistics 2021-09-09 Alban Farchi , Marc Bocquet , Patrick Laloyaux , Massimo Bonavita , Quentin Malartic