相关论文: An efficient jet marcher for computing the quasipo…

Nongradient SDEs with small white noise often arise when modeling biological and ecological time-irreversible processes. If the governing SDE were gradient, the maximum likelihood transition paths, transition rates, expected exit times, and…

The study of noise-driven transitions occurring rarely on the time-scale of systems modeled by SDEs is of crucial importance for understanding such phenomena as genetic switches in living organisms and magnetization switches of the Earth.…

The quasi-potential is a key concept of the Large Deviation Theory for Stochastic Differential Equations (SDEs). Once the quasi-potential with respect to an attractor of the corresponding deterministic system is found, one can readily…

In this paper, we propose a novel numerical scheme to optimize the gradient flows for learning energy-based models (EBMs). From a perspective of physical simulation, we redefine the problem of approximating the gradient flow utilizing…

The quasipotential function allows for comprehension and prediction of the escape mechanisms from metastable states in nonlinear dynamical systems. This function acts as a natural extension of the potential function for non-gradient systems…

Solving high-dimensional parabolic partial differential equations (PDEs) with deep learning methods is often computationally and memory intensive, primarily due to the need for automatic differentiation (AD) to compute large Hessian…

Tenfold improvements in computation speed can be brought to the alternating direction method of multipliers (ADMM) for Semidefinite Programming with virtually no decrease in robustness and provable convergence simply by projecting…

Nongradient stochastic differential equations (SDEs) with position-dependent and anisotropic diffusion are often used in biological modeling. The quasi-potential is a crucial function in the Large Deviation Theory that allows one to…

This study presents a novel Equiangular Direction Method (EDM) to solve a multi-objective optimization problem. We consider optimization problems, where multiple differentiable losses have to be minimized. The presented method computes…

We introduce a new jet-finding algorithm for a hadron collider based on maximizing a J_{E_T} function for all possible combinations of particles in an event. This function prefers a larger value of the jet transverse energy and a smaller…

The Expectation Maximization (EM) algorithm is of key importance for inference in latent variable models including mixture of regressors and experts, missing observations. This paper introduces a novel EM algorithm, called…

This paper introduces the Fej\'er-monotone hybrid steepest descent method (FM-HSDM), a new member to the HSDM family of algorithms, for solving affinely constrained minimization tasks in real Hilbert spaces, where convex smooth and…

Solutions of certain partial differential equations (PDEs) are often represented by the steepest descent curves of corresponding functionals. Minimizing movement scheme was developed in order to study such curves in metric spaces.…

In this article, we introduce the joint maximum a posteriori state path and parameter estimator (JME) for continuous-time systems described by stochastic differential equations (SDEs). This estimator can be applied to nonlinear systems with…

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…

We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp(Z)$ where $Z$ is a Gaussian random field defined by an infinite series expansion $Z(\boldsymbol{y}) =…

This letter proposes a novel continuous-time dynamic programming framework to determine when it is optimal for a pursuer to use MC amidst uncertainty in the evader's escape attempt time. We motivate this framework through the model problem…

Rapid post-disaster road damage assessment is critical for effective emergency response, yet traditional optimization methods suffer from excessive computational time and require domain knowledge for algorithm design, making them unsuitable…

In this paper, we focus on the statistical filtering problem in dynamical models with jumps. When a particular application relies on physical properties which are modeled by linear and Gaussian probability density functions with jumps, an…