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A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem. A state-dependent Riccati equation control law is first…

Optimization and Control · Mathematics 2022-07-20 Anastasia Borovykh , Dante Kalise , Alexis Laignelet , Panos Parpas

In this paper we address the problem of solving ill-posed inverse problems in imaging where the prior is a neural generative model. Specifically we consider the decoupled case where the prior is trained once and can be reused for many…

Machine Learning · Statistics 2019-11-18 Mario González , Andrés Almansa , Mauricio Delbracio , Pablo Musé , Pauline Tan

Solving inverse problems requires the knowledge of the forward operator, but accurate models can be computationally expensive and hence cheaper variants that do not compromise the reconstruction quality are desired. This chapter reviews…

Numerical Analysis · Mathematics 2024-03-19 Simon Arridge , Andreas Hauptmann , Yury Korolev

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

Machine Learning · Computer Science 2025-02-03 Yesom Park , Stanley Osher

Inverse problems arise in a number of domains such as medical imaging, remote sensing, and many more, relying on the use of advanced signal and image processing approaches -- such as sparsity-driven techniques -- to determine their…

Machine Learning · Computer Science 2019-02-01 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

Variational and Bayesian methods are two approaches that have been widely used to solve image reconstruction problems. In this paper, we propose original connections between Hamilton--Jacobi (HJ) partial differential equations and a broad…

Statistics Theory · Mathematics 2020-03-13 Jerome Darbon , Gabriel P. Langlois

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…

Machine Learning · Computer Science 2023-12-12 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

Many application domains, spanning from computational photography to medical imaging, require recovery of high-fidelity images from noisy, incomplete or partial/compressed measurements. State of the art methods for solving these inverse…

Image and Video Processing · Electrical Eng. & Systems 2022-07-13 Xinyi Wei , Hans van Gorp , Lizeth Gonzalez Carabarin , Daniel Freedman , Yonina C. Eldar , Ruud J. G. van Sloun

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

In recent years, deep learning for modeling physical phenomena which can be described by partial differential equations (PDEs) have received significant attention. For example, for learning Hamiltonian mechanics, methods based on deep…

Machine Learning · Computer Science 2025-02-28 Baige Xu , Yusuke Tanaka , Takashi Matsubara , Takaharu Yaguchi

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Hamilton-Jacobi (HJ) partial differential equations (PDEs) have diverse applications spanning physics, optimal control, game theory, and imaging sciences. This research introduces a first-order optimization-based technique for HJ PDEs,…

Numerical Analysis · Mathematics 2023-10-04 Tingwei Meng , Wenbo Hao , Siting Liu , Stanley J. Osher , Wuchen Li

Hamilton-Jacobi partial differential equations (HJ PDEs) play a central role in many applications such as economics, physics, and engineering. These equations describe the evolution of a value function which encodes valuable information…

Numerical Analysis · Mathematics 2026-01-01 Tingwei Meng , Siting Liu , Samy Wu Fung , Stanley Osher

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

The present paper studies so-called deep image prior (DIP) techniques in the context of ill-posed inverse problems. DIP networks have been recently introduced for applications in image processing; also first experimental results for…

Machine Learning · Computer Science 2020-03-19 Sören Dittmer , Tobias Kluth , Peter Maass , Daniel Otero Baguer

Developing algorithms for solving high-dimensional partial differential equations (PDEs) has been an exceedingly difficult task for a long time, due to the notoriously difficult problem known as the "curse of dimensionality". This paper…

Numerical Analysis · Mathematics 2020-07-17 Jiequn Han , Arnulf Jentzen , Weinan E

There are various inverse problems -- including reconstruction problems arising in medical imaging -- where one is often aware of the forward operator that maps variables of interest to the observations. It is therefore natural to ask…

Image and Video Processing · Electrical Eng. & Systems 2020-06-23 Jaweria Amjad , Zhaoyan Lyu , Miguel R. D. Rodrigues

Inverse problems are pervasive mathematical methods in inferring knowledge from observational and experimental data by leveraging simulations and models. Unlike direct inference methods, inverse problem approaches typically require many…

Computational Physics · Physics 2019-12-20 Sheroze Sheriffdeen , Jean C. Ragusa , Jim E. Morel , Marvin L. Adams , Tan Bui-Thanh

Plug-and-Play (PnP) methods solve ill-posed inverse problems through iterative proximal algorithms by replacing a proximal operator by a denoising operation. When applied with deep neural network denoisers, these methods have shown…

Optimization and Control · Mathematics 2022-06-22 Samuel Hurault , Arthur Leclaire , Nicolas Papadakis

The fundamental computational issues in Bayesian inverse problems (BIP) governed by partial differential equations (PDEs) stem from the requirement of repeated forward model evaluations. A popular strategy to reduce such costs is to replace…

Numerical Analysis · Mathematics 2024-09-05 Zhiwei Gao , Liang Yan , Tao Zhou