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We are considering differential-algebraic equations with embedded optimization criteria (DAEOs) in which the embedded optimization problem is solved by global optimization. This actually leads to differential inclusions for cases in which…

Optimization and Control · Mathematics 2023-05-10 Jens Deussen , Jonathan Hüser , Uwe Naumann

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

We introduce methods for deriving analytic solutions from differential-algebraic systems of equations (DAEs), as well as methods for deriving governing equations for analytic characterization which is currently limited to very small systems…

General Mathematics · Mathematics 2021-02-05 Samiya A Alkhairy

Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…

Methodology · Statistics 2018-09-12 Oscar García

Data-driven modeling of dynamical systems often faces numerous data-related challenges. A fundamental requirement is the existence of a unique set of parameters for a chosen model structure, an issue commonly referred to as identifiability.…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Arthur N. Montanari , François Lamoline , Robert Bereza , Jorge Gonçalves

We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…

Machine Learning · Computer Science 2025-09-12 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

Many problems in science and engineering can be represented by a set of partial differential equations (PDEs) through mathematical modeling. Mechanism-based computation following PDEs has long been an essential paradigm for studying topics…

Machine Learning · Computer Science 2022-11-21 Shudong Huang , Wentao Feng , Chenwei Tang , Jiancheng Lv

We consider optimization problems constrained by partial differential equations (PDEs) with additional constraints placed on the solution of the PDEs. We develop a general and versatile framework using infinite-valued penalization functions…

Optimization and Control · Mathematics 2013-02-28 Richard Barnard

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…

Numerical Analysis · Mathematics 2019-12-17 Kailai Xu , Dongzhuo Li , Eric Darve , Jerry M. Harris

The problem of state reconstruction and estimation is considered for a class of switched dynamical systems whose subsystems are modeled using linear differential-algebraic equations (DAEs). Since this system class imposes time-varying…

Systems and Control · Computer Science 2017-07-21 Aneel Tanwani , Stephan Trenn

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

Differential-algebraic equations (DAEs) integrate ordinary differential equations (ODEs) with algebraic constraints, providing a fundamental framework for developing models of dynamical systems characterized by timescale separation,…

Dynamical Systems · Mathematics 2026-02-27 Manu Jayadharan , Christina Catlett , Arthur N. Montanari , Niall M. Mangan

This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. The proposed procedure has several features which distinguishes it from the other procedures for the problem. First of all a sliding…

Optimization and Control · Mathematics 2021-01-18 Radoslaw Pytlak , Damian Suski

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 sequential solver for differential-algebraic equations with embedded optimization criteria (DAEOs) was developed to take advantage of the theoretical work done by Deussen et al. Solvers of this type separate the optimization problem from…

Optimization and Control · Mathematics 2024-10-22 Alexander Fleming , Jens Deussen , Uwe Naumann

Differential algebraic equations (DAEs) describe the temporal evolution of systems that obey both differential and algebraic constraints. Of particular interest are systems that contain implicit relationships between their components, such…

Machine Learning · Computer Science 2025-07-23 James Koch , Madelyn Shapiro , Himanshu Sharma , Draguna Vrabie , Jan Drgona

Differentiable models of physical systems provide a powerful platform for gradient-based algorithms, with particular impact on parameter estimation and optimal control. Quantum systems present a particular challenge for such…

Quantum Physics · Physics 2025-09-09 David L. Craig , Natalia Ares , Erik M. Gauger

Recent years have witnessed a growth in mathematics for deep learning--which seeks a deeper understanding of the concepts of deep learning with mathematics and explores how to make it more robust--and deep learning for mathematics, where…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Tom Freudenberg , Nick Heilenkötter , Andreas Rademacher , Uwe Iben , Peter Maass
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