Related papers: Adaptive Probability Flow Residual Minimization fo…
This paper develops a computationally efficient algorithm which speeds up the probabilistic power flow (PPF) problem by exploiting the inherently low-rank nature of the voltage profile in electrical power distribution networks. The…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…
Physics-informed neural networks (PINNs) provide a flexible framework for solving forward and inverse problems governed by partial differential equations (PDEs), but standard PINN training typically relies on soft penalty formulations that…
Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…
Recent work on approximate linear programming (ALP) techniques for first-order Markov Decision Processes (FOMDPs) represents the value function linearly w.r.t. a set of first-order basis functions and uses linear programming techniques to…
Alternating current optimal power flow (AC OPF) is one of the most fundamental optimization problems in electrical power systems. It can be formulated as a semidefinite program (SDP) with rank constraints. Solving AC OPF, that is, obtaining…
Kinetic equations are difficult to solve numerically due to their high dimensionality. A promising approach for reducing computational cost is the dynamical low-rank algorithm, which decouples the dimensions of the phase space by proposing…
As deep learning models exponentially increase in size, optimizers such as Adam encounter significant memory consumption challenges due to the storage of first and second moment data. Current memory-efficient methods like Adafactor and CAME…
This paper proposes a convex optimization based distributed algorithm to solve multi-period optimal gas-power flow (OGPF) in coupled energy distribution systems. At the gas distribution system side, the non-convex Weymouth gas flow…
Adaptive sampling with interpolation-based trust regions or ASTRO-DF is a successful algorithm for stochastic derivative-free optimization with an easy-to-understand-and-implement concept that guarantees almost sure convergence to a…
Unsteady fluid systems are nonlinear high-dimensional dynamical systems that may exhibit multiple complex phenomena both in time and space. Reduced Order Modeling (ROM) of fluid flows has been an active research topic in the recent decade…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
OpenFOAM is a widely used computational fluid dynamics (CFD) framework based on the finite volume method for solving a wide range of flow problems. However, its default numerical schemes, particularly the Kurganov-Noelle-Petrova (KNP)…
Fractional-order stochastic gradient descent (FOSGD) leverages fractional exponents to capture long-memory effects in optimization. However, its utility is often limited by the difficulty of tuning and stabilizing these exponents. We…
A fully implicit high-order preconditioned flux reconstruction/correction procedure via reconstruction (FR/CPR) method is developed to solve the compressible Navier-Stokes equations at low Mach numbers. A dual-time stepping approach with…
Recent flow matching (FM) methods improve the few-shot adaptation of vision-language models, by modeling cross-modal alignment as a continuous multi-step flow. In this paper, we argue that existing FM methods are inherently constrained by…
We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…
This work studies reduced order modeling (ROM) approaches to speed up the solution of variational data assimilation problems with large scale nonlinear dynamical models. It is shown that a key requirement for a successful reduced order…
In this paper, we propose two low-complexity optimization methods to reduce peak-to-average power ratio (PAPR) values of orthogonal frequency division multiplexing (OFDM) signals via alternating direction method of multipliers (ADMM).…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…