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Numerical solutions of hyperbolic partial differential equations(PDEs) are ubiquitous in science and engineering. Method of lines is a popular approach to discretize PDEs defined in spacetime, where space and time are discretized…

Mathematical Software · Computer Science 2020-11-24 Milinda Fernando , Hari Sundar

Physics-informed neural networks solve partial differential equations by training neural networks. Since this method approximates infinite-dimensional PDE solutions with finite collocation points, minimizing discretization errors by…

Machine Learning · Computer Science 2024-12-11 Takashi Matsubara , Takaharu Yaguchi

In this paper, we propose a sparse least squares (SLS) optimization model for solving multilinear equations, in which the sparsity constraint on the solutions can effectively reduce storage and computation costs. By employing variational…

Optimization and Control · Mathematics 2023-10-10 Xin Li , Ziyan Luo , Yang Chen

We propose a novel algorithm for the approximation of surface-quasi geostrophic (SQG) flows modeled by a nonlinear partial differential equation coupling transport and fractional diffusion phenomena. The time discretization consists of an…

Numerical Analysis · Mathematics 2020-06-03 Andrea Bonito , Murtazo Nazarov

We extend the class of SQP methods for equality constrained optimization to the setting of differentiable manifolds. The use of retractions and stratifications allows us to pull back the involved mappings to linear spaces. We study local…

Optimization and Control · Mathematics 2020-05-15 Anton Schiela , Julian Ortiz

This paper presents a four-stage algorithm for the realization of multi-input/multi-output (MIMO) switched linear systems (SLSs) from Markov parameters. In the first stage, a linear time-varying (LTV) realization that is topologically…

Systems and Control · Electrical Eng. & Systems 2024-07-30 Fethi Bencherki , Semiha Türkay , Hüseyin Akçay

In this paper, we show that a time-dependent local stochastic volatility (SLV) model can be reduced to a system of autonomous PDEs that can be solved using the Heat kernel, by means of the Wei-Norman factorization method and Lie algebraic…

Mathematical Finance · Quantitative Finance 2022-01-28 Julio Guerrero , Giuseppe Orlando

We propose SLOT (Sample-specific Language Model Optimization at Test-time), a novel and parameter-efficient test-time inference approach that enhances a language model's ability to more accurately respond to individual prompts. Existing…

Computation and Language · Computer Science 2025-05-27 Yang Hu , Xingyu Zhang , Xueji Fang , Zhiyang Chen , Xiao Wang , Huatian Zhang , Guojun Qi

In this contribution, we introduce and numerically evaluate a certified and adaptive localized reduced basis method as a local model in a trust-region optimization method for parameter optimization constrained by partial differential…

Numerical Analysis · Mathematics 2023-05-10 Tim Keil , Mario Ohlberger , Felix Schindler

We assess the performance of a set of local time-stepping (LTS) schemes for the shallow water equations implemented in the Model for Prediction Across Scales (MPAS). The goal of LTS is to speed up the simulation by allowing different…

Numerical Analysis · Mathematics 2021-11-12 Giacomo Capodaglio , Mark Petersen

In terms of signal samples, we propose and justify a new rank reduced multi-term transform, abbreviated as MTT, which, under certain conditions, may provide better-associated accuracy than that of known optimal rank reduced transforms. The…

Optimization and Control · Mathematics 2021-11-11 Pablo Soto-Quiros , Anatoli Torokhti

Few-Shot Learning (FSL) algorithms have made substantial progress in learning novel concepts with just a handful of labelled data. To classify query instances from novel classes encountered at test-time, they only require a support set…

Machine Learning · Computer Science 2021-08-06 Etienne Bennequin , Victor Bouvier , Myriam Tami , Antoine Toubhans , Céline Hudelot

This study explores the quantisation-aware training (QAT) on time series Transformer models. We propose a novel adaptive quantisation scheme that dynamically selects between symmetric and asymmetric schemes during the QAT phase. Our…

Machine Learning · Computer Science 2023-10-05 Tianheng Ling , Chao Qian , Lukas Einhaus , Gregor Schiele

Training data reconstruction from KKT conditions has shown striking empirical success, yet it remains unclear when the resulting KKT equations have unique solutions and, even in identifiable regimes, how to reliably recover solutions by…

Machine Learning · Computer Science 2026-02-10 Yujie Shen , Zihan Wang , Jian Qian , Qi Lei

The Wiener-Khinchin theorem for the Fourier-Laplace transformation (WKT-FLT) provides a robust method to calculate numerically single-side Fourier transforms of arbitrary autocorrelation functions from molecular simulations. However, the…

Computational Physics · Physics 2020-04-22 Akira Koyama , David A. Nicholson , Marat Andreev , Gregory C. Rutledge , Koji Fukao , Takashi Yamamoto

Neural network-based solvers for partial differential equations (PDEs) have attracted considerable attention, yet they often face challenges in accuracy and computational efficiency. In this work, we focus on time-dependent PDEs and observe…

Numerical Analysis · Mathematics 2025-09-30 Guihong Wang , Zheng-An Chen , Tao Luo

We tackle the calibration of the so-called Stochastic-Local Volatility (SLV) model. This is the class of financial models that combines the local and stochastic volatility features and has been subject of the attention by many researchers…

Computational Finance · Quantitative Finance 2017-11-09 Yuri F. Saporito , Xu Yang , Jorge P. Zubelli

In this paper, we study an adaptive finite element method for multiple eigenvalue problems of a class of second order elliptic equations. By using some eigenspace approximation technology and its crucial property which is also presented in…

Numerical Analysis · Mathematics 2013-09-18 Xiaoying Dai , Lianhua He , Aihui Zhou

We consider the variable selection problem of generalized linear models (GLMs). Stability selection (SS) is a promising method proposed for solving this problem. Although SS provides practical variable selection criteria, it is…

Machine Learning · Statistics 2025-08-06 Takashi Takahashi , Yoshiyuki Kabashima

Pseudospectral approximation reduces DDE (delay differential equations) to ODE (ordinary differential equations). Next one can use ODE tools to perform a numerical bifurcation analysis. By way of an example we show that this yields an…

Dynamical Systems · Mathematics 2021-06-03 Babette de Wolff , Francesca Scarabel , Sjoerd Verduyn Lunel , Odo Diekmann