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This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…

最优化与控制 · 数学 2021-11-02 Jin Won Kim , Prashant G. Mehta

Multi-stream sequential change detection involves simultaneously monitoring many streams of data and trying to detect when their distributions change, if at all. Here, we theoretically study multiple testing issues that arise from detecting…

统计理论 · 数学 2025-02-04 Sanjit Dandapanthula , Aaditya Ramdas

The problem of data contamination is now almost inevitable during the development of large language models (LLMs), with the training data commonly integrating those evaluation benchmarks even unintentionally. This problem subsequently makes…

计算与语言 · 计算机科学 2025-09-19 Ruijie Hou , Yueyang Jiao , Hanxu Hu , Yingming Li , Wai Lam , Huajian Zhang , Hongyuan Lu

Inverse problems involving partial differential equations (PDEs) with discontinuous coefficients are fundamental challenges in modeling complex spatiotemporal systems with heterogeneous structures and uncertain dynamics. Traditional…

机器学习 · 统计学 2025-10-17 Zhikun Zhang , Guanyu Pan , Xiangjun Wang , Yong Xu , Guangtao Zhang

We present a new parallel computational framework for the efficient solution of a class of $L^2$/$L^1$-regularized optimal control problems governed by semi-linear elliptic partial differential equations (PDEs). The main difficulty in…

最优化与控制 · 数学 2025-08-20 Gabriele Ciaramella , Michael Kartmann , Georg Müller

In this work, we focus on reduced order modeling (ROM) techniques for hyperbolic conservation laws with application in uncertainty quantification (UQ) and in conjunction with the well-known Monte Carlo sampling method. Because we are…

数值分析 · 数学 2018-08-13 R. Crisovan , D. Torlo , R. Abgrall , S. Tokareva

We explore how neural differential equations (NDEs) may be trained on highly resolved fluid-dynamical models of unresolved scales providing an ideal framework for data-driven parameterizations in climate models. NDEs overcome some of the…

In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…

统计方法学 · 统计学 2025-07-01 Ziyuan Chen , Shunxing Yan , Fang Yao

In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…

数值分析 · 数学 2012-06-04 Edward J. Fuselier , Grady B. Wright

Systems of differential-algebraic equations (DAEs) represent a widespread formalism in the modeling of constrained mechanical systems and electrical networks. Due to the automatic, object-oriented generation of the equations of motion and…

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

数值分析 · 数学 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…

数值分析 · 数学 2020-02-26 Ludvig af Klinteberg , Travis Askham , Mary Catherine Kropinski

Quality Diversity (QD) has emerged as a powerful alternative optimization paradigm that aims at generating large and diverse collections of solutions, notably with its flagship algorithm MAP-ELITES (ME) which evolves solutions through…

神经与进化计算 · 计算机科学 2023-06-16 Thomas Pierrot , Arthur Flajolet

We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…

计算物理 · 物理学 2020-05-20 Ariana Mendible , Steven L. Brunton , Aleksandr Y. Aravkin , Wes Lowrie , J. Nathan Kutz

Recent work has introduced a simple numerical method for solving partial differential equations (PDEs) with deep neural networks (DNNs). This paper reviews and extends the method while applying it to analyze one of the most fundamental…

机器学习 · 计算机科学 2019-05-14 Craig Michoski , Milos Milosavljevic , Todd Oliver , David Hatch

We present a novel framework combining Deep Operator Networks (DeepONets) with Physics-Informed Neural Networks (PINNs) to solve partial differential equations (PDEs) and estimate their unknown parameters. By integrating data-driven…

机器学习 · 计算机科学 2025-08-05 Amogh Raj , Carol Eunice Gudumotou , Sakol Bun , Keerthana Srinivasa , Arash Sarshar

The monitoring of water quality is a crucial part of environmental protection, and a large number of monitors are widely deployed to monitor water quality. Due to unavoidable factors such as data acquisition breakdowns, sensors and…

机器学习 · 计算机科学 2025-04-22 Xin Liao , Bing Yang , Tan Dongli , Cai Yu

Control in fluid environments is an important research area with numerous applications across various domains, including underwater robotics, aerospace engineering, and biomedical systems. However, in practice, control methods often face…

机器学习 · 计算机科学 2025-08-13 Haodong Feng , Peiyan Hu , Yue Wang , Dixia Fan

Designing estimation algorithms for systems governed by partial differential equations (PDEs) such as fluid flows is challenging due to the high-dimensional and oftentimes nonlinear nature of the dynamics, as well as their dependence on…

系统与控制 · 电气工程与系统科学 2023-12-20 Saviz Mowlavi , Mouhacine Benosman

This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…

数值分析 · 数学 2013-02-28 Xiaobing Feng , Chiu-Yen Kao , Thomas Lewis