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Automatic Differentiation (AD) is a powerful tool that allows calculating derivatives of implemented algorithms with respect to all of their parameters up to machine precision, without the need to explicitly add any additional functions.…

Chemical Physics · Physics 2020-06-23 Teresa Tamayo-Mendoza , Christoph Kreisbeck , Roland Lindh , Alán Aspuru-Guzik

In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , John W. Pearson , Santolo Leveque , Jacek Gondzio

We study the use of feedforward neural networks (FNN) to develop models of nonlinear dynamical systems from data. Emphasis is placed on predictions at long times, with limited data availability. Inspired by global stability analysis, and…

Machine Learning · Statistics 2020-06-16 Shaowu Pan , Karthik Duraisamy

Most nonlinear partial differential equation (PDE) solvers require the Jacobian matrix associated to the differential operator. In PETSc, this is typically achieved by either an analytic derivation or numerical approximation method such as…

Mathematical Software · Computer Science 2019-09-09 J. G. Wallwork , P. Hovland , H. Zhang , O. Marin

Recent advancements in neural network design have given rise to the development of Kolmogorov-Arnold Networks (KANs), which enhance speed, interpretability, and precision. This paper presents the Fractional Kolmogorov-Arnold Network (fKAN),…

Machine Learning · Computer Science 2024-06-12 Alireza Afzal Aghaei

The Harmonic Balance-Alternating Frequency-Time domain (HB-AFT) method is extensively employed for dynamic response analysis of nonlinear systems. However, its application to high-dimensional complex systems is constrained by the manual…

Computational Engineering, Finance, and Science · Computer Science 2025-08-12 Yi Chen , Yuhong Jin , Rongzhou Lin , Yifan Jiang , Xutao Mei , Lei Houb , Yilong Wang , Ng Teng Yong , Anxin Guo

In this pedagogical article, we present a simple direct matrix method for analytically computing the Jacobian of nonlinear algebraic equations that arise from the discretization of nonlinear integro-differential equations. The method is…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

Federated learning (FL) can dramatically speed up reinforcement learning by distributing exploration and training across multiple agents. It can guarantee an optimal convergence rate that scales linearly in the number of agents, i.e., a…

Machine Learning · Computer Science 2025-10-10 Ankur Naskar , Gugan Thoppe , Utsav Negi , Vijay Gupta

The random feature method (RFM), a mesh-free machine learning-based framework, has emerged as a promising alternative for solving PDEs on complex domains. However, for large three-dimensional nonlinear problems, attaining high accuracy…

Numerical Analysis · Mathematics 2025-10-07 Longze Tan

This paper considers the reliability of automatic differentiation (AD) for neural networks involving the nonsmooth MaxPool operation. We investigate the behavior of AD across different precision levels (16, 32, 64 bits) and convolutional…

Machine Learning · Computer Science 2024-06-26 Ryan Boustany

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy

Equilibria in magnetic confinement devices result from force balancing between the Lorentz force and the plasma pressure gradient. In an axisymmetric configuration like a tokamak, such an equilibrium is described by an elliptic equation for…

Numerical Analysis · Mathematics 2025-06-13 Daniel A. Serino , Qi Tang , Xian-Zhu Tang , Tzanio V. Kolev , Konstantin Lipnikov

We consider a family of steady free-surface flow problems in two dimensions, concentrating on the effect of nonlinearity on the train of gravity waves that appear downstream of a disturbance. By exploiting standard complex variable…

Fluid Dynamics · Physics 2018-03-14 Ravindra Pethiyagoda , Timothy J. Moroney , Scott W. McCue

Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…

Optimization and Control · Mathematics 2020-11-03 Kyri Baker

Meshless collocation with multiquadric radial basis functions (MQ-RBFs) delivers high accuracy for the three-dimensional Helmholtz equation but produces dense, severely ill-conditioned linear systems. We develop and evaluate three…

Numerical Analysis · Mathematics 2025-11-14 Mohamed El Guide , Khalide Jbilou , Kamal Lachhab , Driss Ouazar

Although the Kadanoff-Baym equations are typically solved using time-stepping methods, iterative global-in-time solvers offer potential algorithmic advantages, particularly when combined with compressed representations of two-time objects.…

Strongly Correlated Electrons · Physics 2025-12-15 Jože Gašperlin , Denis Golež , Jason Kaye

The estimation of weather forecast uncertainty with ensemble systems requires a careful selection of perturbations to establish a reliable sampling of the error growth potential in the phase space of the model. Usually, the singular vectors…

Dynamical Systems · Mathematics 2022-09-15 Jens Winkler , Michael Denhard , Bernhard A. Schmitt

Three refined and refined harmonic extraction-based Jacobi--Davidson (JD) type methods are proposed, and their thick-restart algorithms with deflation and purgation are developed to compute several generalized singular value decomposition…

Numerical Analysis · Mathematics 2026-05-14 Jinzhi Huang , Zhongxiao Jia

All known elimination techniques for (first-order) algorithmic differentiation (AD) rely on Jacobians to be given for a set of relevant elemental functions. Realistically, elemental tangents and adjoints are given instead. They can be…

Optimization and Control · Mathematics 2023-03-29 Uwe Naumann , Erik Schneidereit , Simon Maertens , Markus Towara