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A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…

Optimization and Control · Mathematics 2012-09-21 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-gradient method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is…

Computational Engineering, Finance, and Science · Computer Science 2016-05-30 Emre Biyikli , Albert C. To

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

Computational Physics · Physics 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

We present a novel offline-online method to mitigate the computational burden of the characterization of posterior random variables in statistical learning. In the offline phase, the proposed method learns the joint law of the parameter…

Machine Learning · Statistics 2023-03-07 Tiangang Cui , Sergey Dolgov , Olivier Zahm

In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which…

Numerical Analysis · Mathematics 2019-08-08 Subit K. Jain , Sudeb Majee , Rajendra K. Ray , Ananta K. Majee

Regularization is often used in high-dimensional regression settings to generate a sparse model, which can save tremendous computing resources and identify predictors that are most strongly associated with the response. When the predictors…

Machine Learning · Statistics 2026-05-07 Jia Wei He , R. Ayesha Ali , Gerarda Darlington

A higher-order numerical method is presented for scalar valued, coupled forward-backward stochastic differential equations. Unlike most classical references, the forward component is not only discretized by an Euler-Maruyama approximation…

Numerical Analysis · Mathematics 2025-01-22 Balint Negyesi , Cornelis W. Oosterlee

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…

Machine Learning · Statistics 2022-10-25 Soon Hoe Lim , Yijun Wan , Umut Şimşekli

Multi-relational learning has received lots of attention from researchers in various research communities. Most existing methods either suffer from superlinear per-iteration cost, or are sensitive to the given ranks. To address both issues,…

Machine Learning · Computer Science 2016-01-19 Fanhua Shang , James Cheng , Hong Cheng

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…

Machine Learning · Computer Science 2025-09-23 Yinsong Chen , Samson S. Yu , Zhong Li , Chee Peng Lim

In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…

Numerical Analysis · Mathematics 2018-08-14 Jun Liu , Zhu Wang

Differentiation along algorithms, i.e., piggyback propagation of derivatives, is now routinely used to differentiate iterative solvers in differentiable programming. Asymptotics is well understood for many smooth problems but the…

Optimization and Control · Mathematics 2022-06-02 Jérôme Bolte , Edouard Pauwels , Samuel Vaiter

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Edge-centric distributed computations have appeared as a recent technique to improve the shortcomings of think-like-a-vertex algorithms on large scale-free networks. In order to increase parallelism on this model, edge partitioning -…

Data Structures and Algorithms · Computer Science 2018-10-12 Sebastian Schlag , Christian Schulz , Daniel Seemaier , Darren Strash

In partial differential equations-based (PDE-based) inverse problems with many measurements, many large-scale discretized PDEs must be solved for each evaluation of the misfit or objective function. In the nonlinear case, evaluating the…

Numerical Analysis · Mathematics 2018-07-18 Selin Aslan , Eric de Sturler , Misha E. Kilmer

We propose AD3, a new algorithm for approximate maximum a posteriori (MAP) inference on factor graphs based on the alternating directions method of multipliers. Like dual decomposition algorithms, AD3 uses worker nodes to iteratively solve…

Artificial Intelligence · Computer Science 2013-01-01 Andre F. T. Martins , Mario A. T. Figueiredo , Pedro M. Q. Aguiar , Noah A. Smith , Eric P. Xing

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

In this study, an efficient reanalysis strategy for dynamic topology optimization is proposed. Compared with other related studies, an online successive dynamic reanalysis method and POD-based approximate dynamic displacement strategy are…

Numerical Analysis · Mathematics 2023-05-16 Shuhao Li , Hu Wang , Jichao Yin , Daozhen Guo , Guangyao Li

Numerical solving parameterised partial differential equations (P-PDEs) is highly practical yet computationally expensive, driving the development of reduced-order models (ROMs). Recently, methods that combine latent space identification…

Machine Learning · Computer Science 2024-10-08 Xinlei Lin , Dunhui Xiao