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This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…

Optimization and Control · Mathematics 2019-02-19 Spyridon Pougkakiotis , Jacek Gondzio

In this paper, we present a deep neural network based adaptive learning (DNN-AL) approach for switched systems. Currently, deep neural network based methods are actively developed for learning governing equations in unknown dynamic systems,…

Machine Learning · Computer Science 2022-07-12 Junjie He , Zhihang Xu , Qifeng Liao

Classical methods of solving spatiotemporal dynamical systems include statistical approaches such as autoregressive integrated moving average, which assume linear and stationary relationships between systems' previous outputs. Development…

Dynamical Systems · Mathematics 2022-02-16 Yonggi Park , Kelum Gajamannage , Dilhani I. Jayathilake , Erik M. Bollt

This paper focuses on discussing Newton's method and its hybrid with machine learning for the steady state Navier-Stokes Darcy model discretized by mixed element methods. First, a Newton iterative method is introduced for solving the…

Numerical Analysis · Mathematics 2024-03-07 Jianguo Huang , Hui Peng , Haohao Wu

We describe a three precision variant of Newton's method for nonlinear equations. We evaluate the nonlinear residual in double precision, store the Jacobian matrix in single precision, and solve the equation for the Newton step with…

Numerical Analysis · Mathematics 2023-10-11 C. T. Kelley

Nonnegative Tucker decomposition (NTD) is a powerful tool for the extraction of nonnegative parts-based and physically meaningful latent components from high-dimensional tensor data while preserving the natural multilinear structure of…

Machine Learning · Computer Science 2015-09-17 Guoxu Zhou , Andrzej Cichocki , Qibin Zhao , Shengli Xie

We propose a Newton-based scheme, initialized by neural operator predictions, to accelerate the parametric solution of nonlinear problems in computational solid mechanics. First, a physics informed conditional neural field is trained to…

Machine Learning · Computer Science 2025-11-11 Kianoosh Taghikhani , Yusuke Yamazaki , Jerry Paul Varghese , Markus Apel , Reza Najian Asl , Shahed Rezaei

Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…

Numerical Analysis · Mathematics 2021-05-12 Danny Smyl , Tyler N. Tallman , Dong Liu , Andreas Hauptmann

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical…

Numerical Analysis · Mathematics 2016-07-13 Mario Amrein , Thomas P. Wihler

Algorithmic differentiation (AD) has become increasingly capable and straightforward to use. However, AD is inefficient when applied directly to solvers, a feature of most engineering analyses. We can leverage implicit differentiation to…

Optimization and Control · Mathematics 2023-06-28 Andrew Ning , Taylor McDonnell

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

With new advances in machine learning and in particular powerful learning libraries, we illustrate some of the new possibilities they enable in terms of nonlinear system identification. For a large class of hybrid systems, we explain how…

Optimization and Control · Mathematics 2019-12-02 Mattias Fält , Pontus Giselsson

We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationarity conditions as a system of nonlinear equations that…

Optimization and Control · Mathematics 2023-12-25 Jiabin Chen , Rui Yuan , Guillaume Garrigos , Robert M. Gower

In this paper, by combining the algorithm New Q-Newton's method - developed in previous joint work of the author - with Armijo's Backtracking line search, we resolve convergence issues encountered by Newton's method (e.g. convergence to a…

Optimization and Control · Mathematics 2022-09-13 Tuyen Trung Truong

In this pedagogical article, we present a simple direct matrix method for analytically computing the Jacobian of nonlinear algebraic equations that arise from the discretization of nonlinear integro-differential equations. The method is…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

We introduce a deep residual recurrent neural network (DR-RNN) as an efficient model reduction technique for nonlinear dynamical systems. The developed DR-RNN is inspired by the iterative steps of line search methods in finding the residual…

Computational Engineering, Finance, and Science · Computer Science 2017-09-05 J. Nagoor Kani , Ahmed H. Elsheikh

The random feature method (RFM), a mesh-free machine learning-based framework, has emerged as a promising alternative for solving PDEs on complex domains. However, for large three-dimensional nonlinear problems, attaining high accuracy…

Numerical Analysis · Mathematics 2025-10-07 Longze Tan

In recent years, various subspace algorithms have been developed to handle large-scale optimization problems. Although existing subspace Newton methods require fewer iterations to converge in practice, the matrix operations and full…

Optimization and Control · Mathematics 2024-06-05 Taisei Miyaishi , Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

Solving nonlinear partial differential equations (PDEs) with multiple solutions using neural networks has found widespread applications in various fields such as physics, biology, and engineering. However, classical neural network methods…

Machine Learning · Computer Science 2024-05-24 Wenrui Hao , Xinliang Liu , Yahong Yang