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This work examines the optimal covariance steering problem for systems subject to unknown parameters that enter multiplicatively with the state and control, in addition to additive disturbances. In contrast to existing works, the unknown…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Jacob W. Knaup , Panagiotis Tsiotras

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat

State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…

Numerical Analysis · Mathematics 2020-11-25 Albert Cohen , Wolfgang Dahmen , Olga Mula , James Nichols

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…

Optimization and Control · Mathematics 2025-02-24 Nacira Agram , Isabelle Turpin , Eya Zougar

Many physical phenomena, governed by partial differential equations (PDEs), are second order in nature. This makes sense to pose the control on the second order derivatives of the field solution, in addition to zero and first order ones, to…

Optimization and Control · Mathematics 2010-10-11 Rouhollah Tavakoli

We propose and analyze reliable and efficient a posteriori error estimators for an optimal control problem that involves a nondifferentiable cost functional, the Poisson problem as state equation and control constraints. To approximate the…

Numerical Analysis · Mathematics 2019-01-14 Alejandro Allendes , Francisco Fuica , Enrique Otárola

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

This paper focuses on inverse problems to identify parameters by incorporating information from measurements. These generally ill-posed problems are formulated here in a probabilistic setting based on Bayes's theorem because it leads to a…

Numerical Analysis · Mathematics 2019-12-20 Jaroslav Vondřejc , Hermann G. Matthies

We consider numerical approaches for deterministic, finite-dimensional optimal control problems whose dynamics depend on unknown or uncertain parameters. We seek to amortize the solution over a set of relevant parameters in an offline stage…

Optimization and Control · Mathematics 2024-02-16 Deepanshu Verma , Nick Winovich , Lars Ruthotto , Bart van Bloemen Waanders

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

Numerical Analysis · Mathematics 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

The modeling and control of single-phase flow systems governed by Partial Differential Equations (PDEs) present challenges, especially under transient conditions. In this work, we extend the Physics-Informed Neural Nets for Control (PINC)…

Machine Learning · Computer Science 2025-06-09 Luis Kin Miyatake , Eduardo Camponogara , Eric Aislan Antonelo , Alexey Pavlov

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

A significant advancement in Neural Network (NN) research is the integration of domain-specific knowledge through custom loss functions. This approach addresses a crucial challenge: how can models utilize physics or mathematical principles…

Machine Learning · Computer Science 2025-03-27 Seyedeh Azadeh Fallah Mortezanejad , Ruochen Wang , Ali Mohammad-Djafari

Partial differential equation (PDE)-governed inverse problems are fundamental across various scientific and engineering applications; yet they face significant challenges due to nonlinearity, ill-posedness, and sensitivity to noise. Here,…

Machine Learning · Computer Science 2026-03-03 Siming Shan , Min Zhu , Youzuo Lin , Lu Lu

We deal with the problem of parameter estimation in stochastic differential equations (SDEs) in a partially observed framework. We aim to design a method working for both elliptic and hypoelliptic SDEs, the latters being characterized by…

Optimization and Control · Mathematics 2021-08-13 Quentin Clairon , Adeline Samson

Partial differential equations (PDEs) govern physical phenomena across the full range of scientific scales, yet their computational solution remains one of the defining challenges of modern science. This critical review examines two mature…

Machine Learning · Computer Science 2026-03-10 Mohammad Nooraiepour , Jakub Wiktor Both , Teeratorn Kadeethum , Saeid Sadeghnejad