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Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

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Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Methodology · Statistics 2024-01-30 Yuga Iguchi , Alexandros Beskos , Matthew M. Graham

Quantized neural network training optimizes a discrete, non-differentiable objective. The straight-through estimator (STE) enables backpropagation through surrogate gradients and is widely used. While previous studies have primarily focused…

Machine Learning · Statistics 2025-10-14 Yuma Ichikawa , Shuhei Kashiwamura , Ayaka Sakata

Accurately estimating spatiotemporal traffic states on freeways is a significant challenge due to limited sensor deployment and potential data corruption. In this study, we propose an efficient and robust low-rank model for precise…

Systems and Control · Electrical Eng. & Systems 2024-11-13 Yang He , Chengchuan An , Yuheng Jia , Jiachao Liu , Zhenbo Lu , Jingxin Xia

Traffic state estimation (TSE) falls methodologically into three categories: model-driven, data-driven, and model-data dual-driven. Model-driven TSE relies on macroscopic traffic flow models originated from hydrodynamics. Data-driven TSE…

Machine Learning · Computer Science 2025-08-12 Hongxin Yu , Yibing Wang , Fengyue Jin , Meng Zhang , Anni Chen

This paper presents a hybrid optimization methodology for parameter estimation of reactive transport systems. Using reduced-order advection-diffusion-reaction (ADR) models, the computational requirements of global optimization with dynamic…

Optimization and Control · Mathematics 2025-12-16 Marcus Johan Schytt , Halldór Gauti Pétursson , John Bagterp Jørgensen

Monitoring water stage and discharge at hydrometric stations is essential for flood characterization and prediction. Continuous measurement is feasible for stage records, whereas discharge must be calculated, typically using a rating curve.…

Geophysics · Physics 2024-01-15 Mendez Rios , Jérôme Le Coz , Renard Benjamin , Terraz Théophile

This article presents the formulation and steady-state analysis of the distributed estimation algorithms based on the diffusion cooperation scheme in the presence of errors due to the unreliable data transfer among nodes. In particular, we…

Systems and Control · Computer Science 2013-10-29 Saeed Ghazanfari-Rad , Fabrice Labeau

Fast and robust dynamic state estimation (DSE) is essential for accurately capturing the internal dynamic processes of power systems, and it serves as the foundation for reliably implementing real-time dynamic modeling, monitoring, and…

Systems and Control · Electrical Eng. & Systems 2025-01-07 Jianhua Pei , Ping Wang , Jingyu Wang , Dongyuan Shi

Statistical surrogate modeling of fluid flows is hard because dynamics are multiscale and highly sensitive to initial conditions. Conditional diffusion surrogates can be accurate, but usually need hundreds of stochastic sampling steps. We…

Machine Learning · Computer Science 2026-02-10 Victor Armegioiu , Yannick Ramic , Siddhartha Mishra

We address the channel estimation (CE) problem in reconfigurable intelligent surface (RIS) aided orthogonal frequency-division multiplexing (OFDM) systems by proposing a dual-structure and multi-dimensional transformations (DS-MDT)…

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Solving large scale Optimal Transport (OT) in machine learning typically relies on sampling measures to obtain a tractable discrete problem. While the discrete solver's accuracy is controllable, the rate of convergence of the discretization…

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The parametric radiative transfer equation (RTE) arises in multi-query applications, such as design optimization, inverse problems, and uncertainty quantification, which require solving the RTE multiple times for various parameters.…

Numerical Analysis · Mathematics 2025-09-08 Ning Tang , Zhichao Peng

System-level decision making in transportation needs to understand day-to-day variation of network flows, which calls for accurate modeling and estimation of probabilistic dynamic travel demand on networks. Most existing studies estimate…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Wei Ma , Sean Qian

Distribution system state estimation (DSSE), which provides critical information for system monitoring and control, is being challenged by multiple sources of uncertainties such as random meter errors, stochastic power output of distributed…

Systems and Control · Electrical Eng. & Systems 2020-02-26 Ying Zhang , Jianhui Wang , Zhengshuo Li

In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompressible 2D Euler dynamics defined on a simply connected…

Applications · Statistics 2020-08-25 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

This work introduces a data-driven, non-intrusive reduced-order modeling (ROM) framework that leverages Optimal Transport (OT) for multi-fidelity and parametric problems in two-phase flows modelling. Building upon the success of…

Numerical Analysis · Mathematics 2026-03-30 Moaad Khamlich , Niccolò Tonicello , Federico Pichi , Gianluigi Rozza

This paper leverages macroscopic models and multi-source spatiotemporal data collected from automatic traffic counters and probe vehicles to accurately estimate traffic flow and travel time in links where these measurements are unavailable.…

Machine Learning · Computer Science 2024-01-31 Pablo Guarda , Sean Qian

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang