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Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…

机器学习 · 统计学 2026-04-21 Giosue Migliorini , Padhraic Smyth

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

数值分析 · 数学 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

Combining direct computations with invariance arguments, Taylor's constitutive equation for an emulsion can be extrapolated to high shear rates. We show that the resulting expression is consistent with the rigorous limits of small drop…

流体动力学 · 物理学 2007-05-23 Klaus Kroy , Isabelle Capron , Madeleine Djabourov

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

机器学习 · 统计学 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

Purpose: To improve on the original form of Fat DESPOT, a multiparametric mapping technique that returns the fat- and water-specific estimates of $R_1$ ($R_{1f}$, $R_{1w}$), $R_2^*$ , and proton density fat fraction (PDFF) by upgrading the…

Reservoir computing is a machine learning paradigm that uses a structure called a reservoir, which has nonlinearities and short-term memory. In recent years, reservoir computing has expanded to new functions such as the autonomous…

机器学习 · 计算机科学 2023-07-05 Kohei Tsuchiyama , André Röhm , Takatomo Mihana , Ryoichi Horisaki , Makoto Naruse

The Numerical Flow Iteration (NuFI) method has recently been proposed as a memory-slim solution method for the Vlasov--Poisson system. It stores the temporal evolution of the electric field, instead of the distribution functions, and…

Considering the natural ventilation, the thermal behavior of buildings can be described by a linear time varying model. In this paper, we describe an implementation of model reduction of linear time varying systems. We show the consequences…

计算工程、金融与科学 · 计算机科学 2012-12-27 Thierry Berthomieu , Harry Boyer

Signal processing applications use sinusoidal modelling for speech synthesis, speech coding, and audio coding. Estimation of the model parameters involves non-linear optimisation methods, which can be very costly for real-time applications.…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

统计理论 · 数学 2024-07-09 Fumiya Akashi , Konstantinos Fokianos , Junichi Hirukawa

In many real-world applications, optimization problems evolve continuously over time and are often subject to stochastic noise. We consider a stochastic time-varying optimization problem in which the objective function $f(x;t)$ changes…

最优化与控制 · 数学 2025-12-18 Tomoya Kamijima , Naoki Marumo , Akiko Takeda

The tangent plane scheme is a time-marching scheme for the numerical solution of the nonlinear parabolic Landau-Lifshitz-Gilbert equation (LLG), which describes the time evolution of ferromagnetic configurations. Exploiting the geometric…

We present a new method for real-time physics-based simulation supporting many different types of hyperelastic materials. Previous methods such as Position Based or Projective Dynamics are fast, but support only limited selection of…

图形学 · 计算机科学 2016-04-26 Tiantian Liu , Sofien Bouaziz , Ladislav Kavan

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization…

数值分析 · 数学 2025-01-09 Bhavana Jonnalagadda , Stephen Becker

Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…

系统与控制 · 电气工程与系统科学 2025-05-07 Chelsea Sidrane , Jana Tumova

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…

系统与控制 · 电气工程与系统科学 2022-06-22 Laurent Bako , Seydi Ndiaye , Eric Blanco

We propose a sparse grids based adaptive noise reduction strategy for electrostatic particle-in-cell (PIC) simulations. Our approach is based on the key idea of relying on sparse grids instead of a regular grid in order to increase the…

The WT scheme, a piecewise polynomial force interpolation scheme with time-step dependency, is proposed in this paper for relativistic particle-in-cell (PIC) simulations. The WT scheme removes the lowest order numerical Cherenkov…

计算物理 · 物理学 2020-05-20 Yingchao Lu , Patrick Kilian , Fan Guo , Hui Li , Edison Liang

Resetting is a strategy for boosting the speed of a target-searching process. Since its introduction over a decade ago, most studies have been carried out under the assumption that resetting takes place instantaneously. However, due to its…

统计力学 · 物理学 2023-05-09 Priyo Shankar Pal , Arnab Pal , Hyunggyu Park , Jae Sung Lee

We analyze a semi-explicit time discretization scheme of first order for poro\-elasticity with nonlinear permeability provided that the elasticity model and the flow equation are only weakly coupled. The approach leads to a decoupling of…

数值分析 · 数学 2021-09-30 Robert Altmann , Roland Maier