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Neural operators have emerged as a promising paradigm for learning solution operators of partial differential equa- tions (PDEs) directly from data. Existing methods, such as those based on Fourier or graph techniques, make strong as-…

Machine Learning · Computer Science 2025-11-14 Noam Koren , Ralf J. J. Mackenbach , Ruud J. G. van Sloun , Kira Radinsky , Daniel Freedman

This paper characterizes a new parametrization of nonlinear networked incrementally $L_2$-bounded operators in discrete time. The distinctive novelty is that our parametrization is \emph{free} -- that is, a sparse large-scale operator with…

Systems and Control · Electrical Eng. & Systems 2024-03-28 Leonardo Massai , Danilo Saccani , Luca Furieri , Giancarlo Ferrari-Trecate

Obtaining sharp Lipschitz constants for feed-forward neural networks is essential to assess their robustness in the face of perturbations of their inputs. We derive such constants in the context of a general layered network model involving…

Optimization and Control · Mathematics 2020-06-23 Patrick L. Combettes , Jean-Christophe Pesquet

Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…

Machine Learning · Computer Science 2024-09-24 Gawel Kus , Miguel A. Bessa

Neural operators have emerged as a powerful, data-driven paradigm for learning solution operators of partial differential equations (PDEs). State-of-the-art architectures, such as the Fourier Neural Operator (FNO), have achieved remarkable…

Machine Learning · Computer Science 2025-08-08 Saman Pordanesh , Pejman Shahsavari , Hossein Ghadjari

Neural Operators (NOs) provide a powerful framework for computations involving physical laws that can be modelled by (integro-) partial differential equations (PDEs), directly learning maps between infinite-dimensional function spaces that…

Machine Learning · Computer Science 2025-09-18 Gianluca Fabiani , Hannes Vandecasteele , Somdatta Goswami , Constantinos Siettos , Ioannis G. Kevrekidis

Solving Stefan problems via neural networks is inherently challenged by the nonlinear coupling between the solutions and the free boundary, which results in a non-convex optimization problem. To address this, this work proposes an Operator…

Numerical Analysis · Mathematics 2026-01-26 Siyuan Lang , Zhiyue Zhang

Koopman operators provide tractable means of learning linear approximations of non-linear dynamics. Many approaches have been proposed to find these operators, typically based upon approximations using an a-priori fixed class of models.…

Systems and Control · Electrical Eng. & Systems 2021-02-09 Mario Sznaier

This paper focuses on the model-free synthesis of state observers for nonlinear autonomous systems without knowing the governing equations. Specifically, the Kazantzis-Kravaris/Luenberger (KKL) observer structure is leveraged, where the…

Systems and Control · Electrical Eng. & Systems 2023-10-06 Wentao Tang

The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the market's expected volatility on the SP 500 Index, calculated and published by the Chicago Board Options Exchange (CBOE). It is also often referred to as…

General Finance · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji Misheva , Wenxin Cao , Yiwen Fu , Hanze Sun , Kin Wai Wong

We introduce a new paradigm for solving regularized variational problems. These are typically formulated to address ill-posed inverse problems encountered in signal and image processing. The objective function is traditionally defined by…

Optimization and Control · Mathematics 2021-04-22 Jean-Christophe Pesquet , Audrey Repetti , Matthieu Terris , Yves Wiaux

Solving ill-posed inverse problems necessitates effective regularization strategies to stabilize the inversion process against measurement noise. While classical methods like Tikhonov regularization require heuristic parameter tuning, and…

Machine Learning · Statistics 2026-03-24 Hang-Cheng Dong , Pengcheng Cheng , Shuhuan Li

Learning underlying dynamics from data is important and challenging in many real-world scenarios. Incorporating differential equations (DEs) to design continuous networks has drawn much attention recently, however, most prior works make…

Machine Learning · Computer Science 2023-02-03 Yesom Park , Jaemoo Choi , Changyeon Yoon , Chang hoon Song , Myungjoo Kang

We consider the classical problem of building an arbitrage-free implied volatility surface from bid-ask quotes. We design a fast numerical procedure, for which we prove the convergence, based on the Sinkhorn algorithm that has been recently…

Computational Finance · Quantitative Finance 2023-07-18 Hadrien De March , Pierre Henry-Labordere

The paper presents a systematic approach for stiffness modeling of manipulators with complex and hybrid structures using matrix structural analysis. In contrast to previous results, it is suitable for mixed architectures containing…

Robotics · Computer Science 2025-11-20 Alexandr Klimchik , Anatol Pashkevich , Damien Chablat

Neural estimators are simulation-based estimators for the parameters of a family of statistical models, which build a direct mapping from the sample to the parameter vector. They benefit from the versatility of available network…

Machine Learning · Statistics 2025-06-24 Almut Rödder , Manuel Hentschel , Sebastian Engelke

Structural dynamics models with nonlinear stiffness appear, for example, when analyzing systems with nonlinear material behavior or undergoing large deformations. For complex systems, these models become too large for real-time applications…

Numerical Analysis · Mathematics 2026-01-14 Pascal den Boef , Diana Manvelyan , Joseph Maubach , Wil Schilders , Nathan van de Wouw

Attention based neural networks are state of the art in a large range of applications. However, their performance tends to degrade when the number of layers increases. In this work, we show that enforcing Lipschitz continuity by normalizing…

Machine Learning · Computer Science 2021-09-14 George Dasoulas , Kevin Scaman , Aladin Virmaux

This paper is devoted to the estimation of the Lipschitz constant of general neural network architectures using semidefinite programming. For this purpose, we interpret neural networks as time-varying dynamical systems, where the $k$-th…

Machine Learning · Computer Science 2024-11-26 Patricia Pauli , Dennis Gramlich , Frank Allgöwer

For linear partial differential equations with known fundamental solutions, this work introduces a novel operator learning framework that relies exclusively on domain boundary data, including solution values and normal derivatives, rather…

Machine Learning · Computer Science 2026-01-19 Haochen Wu , Heng Wu , Benzhuo Lu