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In various engineering fields including mechanical, aerospace, and civil engineering, the identification of modal parameters, including natural frequencies, damping ratios, and mode shapes, is crucial for determining the vibration…

Signal Processing · Electrical Eng. & Systems 2026-04-21 Shogo Shimada , Akira Saito

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

We design and analyse a semi-implicit finite volume scheme for the two-dimensional rotating shallow water (RSW) equations that is energy stable, well-balanced (capable of preserving discrete geostrophic steady states), consistent, and…

Numerical Analysis · Mathematics 2025-09-26 K. R. Arun , A. Krishnamurthy

In this study, we present a purely data-driven method that uses the Loewner framework (LF) along with nonlinear optimization techniques to infer quadratic with affine control dynamical systems that admit Volterra series (VS) representations…

Dynamical Systems · Mathematics 2024-04-16 D. S. Karachalios , I. V. Gosea , L. Gkimisis , A. C. Antoulas

When the nonconvex problem is complicated by stochasticity, the sample complexity of stochastic first-order methods may depend linearly on the problem dimension, which is undesirable for large-scale problems. In this work, we propose…

Optimization and Control · Mathematics 2024-10-01 Yue Xie , Jiawen Bi , Hongcheng Liu

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

This article is concerned with the numerical solution of subspace optimization problems, consisting of minimizing a smooth functional over the set of orthogonal projectors of fixed rank. Such problems are encountered in particular in…

Numerical Analysis · Mathematics 2022-10-17 Eric Cancès , Gaspard Kemlin , Antoine Levitt

We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…

Probability · Mathematics 2018-09-13 Siragan Gailus , Konstantinos Spiliopoulos

We propose a First-Order System Least Squares (FOSLS) method based on deep-learning for numerically solving second-order elliptic PDEs. The method we propose is capable of dealing with either variational and non-variational problems, and…

Numerical Analysis · Mathematics 2022-12-15 Francisco M. Bersetche , Juan Pablo Borthagaray

We study the problem of distributed adaptive estimation over networks where nodes cooperate to estimate physical parameters that can vary over both space and time domains. We use a set of basis functions to characterize the space-varying…

Systems and Control · Computer Science 2015-07-22 Reza Abdolee , Benoit Champagne , Ali H. Sayed

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the…

Molecular Networks · Quantitative Biology 2019-01-23 Yannis Pantazis , Ioannis Tsamardinos

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

Analysis of PDEs · Mathematics 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

Diffusion models are extensively used for modeling image priors for inverse problems. We introduce \emph{Diff-Unfolding}, a principled framework for learning posterior score functions of \emph{conditional diffusion models} by explicitly…

Image and Video Processing · Electrical Eng. & Systems 2025-05-22 Yuanhao Wang , Shirin Shoushtari , Ulugbek S. Kamilov

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

A non-intrusive reduced order model based on convolutional autoencoders (NIROM-CAEs) is proposed as a data-driven tool to build an efficient nonlinear reduced-order model for stochastic spatio-temporal large-scale physical problems. The…

Fluid Dynamics · Physics 2022-08-08 Azzedine Abdedou , Azzeddine Soulaïmani

Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…

Machine Learning · Computer Science 2025-10-22 Patrick Seifner , Kostadin Cvejoski , David Berghaus , Cesar Ojeda , Ramses J. Sanchez

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

Numerical Analysis · Mathematics 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

SDE-based methods such as denoising diffusion probabilistic models (DDPMs) have shown remarkable success in real-world sample generation tasks. Prior analyses of DDPMs have been focused on the exponential Euler discretization, showing…

Machine Learning · Computer Science 2025-11-10 Matthew S. Zhang , Stephen Huan , Jerry Huang , Nicholas M. Boffi , Sitan Chen , Sinho Chewi

A well-established approach for inferring full displacement and stress fields from possibly sparse data is to calibrate the parameter of a given constitutive model using a Bayesian update. After calibration, a (stochastic) forward…

Computational Engineering, Finance, and Science · Computer Science 2023-08-09 Vahab B. Narouie , Henning Wessels , Ulrich Römer

Forecasting conditional stochastic nonlinear dynamical systems is a fundamental challenge repeatedly encountered across the biological and physical sciences. While flow-based models can impressively predict the temporal evolution of…

Machine Learning · Computer Science 2025-04-02 Adam P. Generale , Andreas E. Robertson , Surya R. Kalidindi
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