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Optimization-based coupling (OBC) is an attractive alternative to traditional Lagrange multiplier approaches in multiple modeling and simulation contexts. However, application of OBC to time-dependent problems has been hindered by the…

Computational Engineering, Finance, and Science · Computer Science 2025-04-22 Elizabeth Hawkins , Paul Kuberry , Pavel Bochev

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

We consider time series data modeled by ordinary differential equations (ODEs), widespread models in physics, chemistry, biology and science in general. The sensitivity analysis of such dynamical systems usually requires calculation of…

Methodology · Statistics 2017-09-20 Valdemar Melicher , Tom Haber , Wim Vanroose

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

Numerical Analysis · Mathematics 2023-09-14 Marzieh Alireza Mirhoseini , Matthew J. Zahr

The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…

Optimization and Control · Mathematics 2024-01-30 Mihai I. Florea

Data-driven modeling has become a key building block in computational science and engineering. However, data that are available in science and engineering are typically scarce, often polluted with noise and affected by measurement errors…

Machine Learning · Computer Science 2022-12-06 Wayne Isaac Tan Uy , Dirk Hartmann , Benjamin Peherstorfer

Distributed model training suffers from communication bottlenecks due to frequent model updates transmitted across compute nodes. To alleviate these bottlenecks, practitioners use gradient compression techniques like sparsification,…

Machine Learning · Computer Science 2020-11-02 Saurabh Agarwal , Hongyi Wang , Kangwook Lee , Shivaram Venkataraman , Dimitris Papailiopoulos

The adjoint sensitivity method scalably computes gradients of solutions to ordinary differential equations. We generalize this method to stochastic differential equations, allowing time-efficient and constant-memory computation of gradients…

Machine Learning · Computer Science 2020-10-20 Xuechen Li , Ting-Kam Leonard Wong , Ricky T. Q. Chen , David Duvenaud

The design space of dynamic multibody systems (MBSs), particularly those with flexible components, is considerably large. Consequently, having a means to efficiently explore this space and find the optimum solution within a feasible…

Optimization and Control · Mathematics 2025-01-08 Mehran Ebrahimi , Adrian Butscher , Hyunmin Cheong , Francesco Iorio

Federated learning heavily relies on distributed gradient descent techniques. In the situation where gradient information is not available, the gradients need to be estimated from zeroth-order information, which typically involves computing…

Machine Learning · Computer Science 2024-10-25 Chenlin Wu , Xiaoyu He , Zike Li , Jing Gong , Zibin Zheng

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

Model order reduction encompasses mathematical techniques aimed at reducing the complexity of mathematical models in simulations while retaining the essential characteristics and behaviors of the original model. This is particularly useful…

Quantum Physics · Physics 2026-04-21 Wentao Fan , Hakan E. Türeci

We introduce the Vector Fitting algorithm for the creation of reduced-order models from the sampled response of a linear time-invariant system. This data-driven approach to reduction is particularly useful when the system under modeling is…

Computational Physics · Physics 2019-08-27 Piero Triverio

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Physics-informed Machine Learning has recently become attractive for learning physical parameters and features from simulation and observation data. However, most existing methods do not ensure that the physics, such as balance laws (e.g.,…

Numerical Analysis · Mathematics 2021-09-10 Satish Karra , Bulbul Ahmmed , Maruti K. Mudunuru

We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…

Optimization and Control · Mathematics 2022-01-27 Justin Sirignano , Konstantinos Spiliopoulos

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

Advection-Diffusion-Reaction (ADR) Partial Differential Equations (PDEs) appear in a wide spectrum of applications such as chemical reactors, concentration flows, and biological systems. A large number of these applications require the…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Ahmed Elkhashap , Dirk Abel

This work develops an active learning framework to intelligently enrich data-driven reduced-order models (ROMs) of parametric dynamical systems, which can serve as the foundation of virtual assets in a digital twin. Data-driven ROMs are…

Machine Learning · Statistics 2026-01-05 Shane A. McQuarrie , Mengwu Guo , Anirban Chaudhuri