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The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

最优化与控制 · 数学 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Head pose estimation (HPE) is a problem of interest in computer vision to improve the performance of face processing tasks in semi-frontal or profile settings. Recent applications require the analysis of faces in the full 360{\deg} rotation…

计算机视觉与模式识别 · 计算机科学 2024-01-12 Alejandro Cobo , Roberto Valle , José M. Buenaposada , Luis Baumela

We study the problem of estimating the coefficients in linear ordinary differential equations (ODE's) with a diverging number of variables when the solutions are observed with noise. The solution trajectories are first smoothed with local…

统计理论 · 数学 2008-04-29 Heng Lian

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

数值分析 · 数学 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

Most recent head pose estimation (HPE) methods are dominated by the Euler angle representation. To avoid its inherent ambiguity problem of rotation labels, alternative quaternion-based and vector-based representations are introduced.…

计算机视觉与模式识别 · 计算机科学 2022-12-08 Huayi Zhou , Fei Jiang , Lili Xiong , Hongtao Lu

Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…

系统与控制 · 电气工程与系统科学 2022-01-10 Jared Miller , Didier Henrion , Mario Sznaier

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

最优化与控制 · 数学 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

We propose an improved method for estimating partial differential equations and delay partial differential equations from data, using Bayesian optimization and the Bayesian information criterion to automatically find suitable…

计算物理 · 物理学 2026-02-23 Oliver Mai , Tim W. Kroll , Uwe Thiele , Oliver Kamps

We present a new method based on functional tensor decomposition and dynamic tensor approximation to compute the solution of a high-dimensional time-dependent nonlinear partial differential equation (PDE). The idea of dynamic approximation…

数值分析 · 数学 2021-04-14 Alec Dektor , Daniele Venturi

Optimal Experiment Design for parameter estimation in water networks has been traditionally formulated to maximize either hydraulic model accuracy or spatial coverage. Because a unique sensor configuration that optimizes both objectives may…

最优化与控制 · 数学 2023-02-08 Filippo Pecci , Ivan Stoianov

Computing the proximal operator of the sparsity-promoting piece-wise exponential (PiE) penalty $1-e^{-|x|/\sigma}$ with a given shape parameter $\sigma>0$, which is treated as a popular nonconvex surrogate of $\ell_0$-norm, is fundamental…

数值分析 · 数学 2023-10-30 Rongrong Lin , Shimin Li , Yulan Liu

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

最优化与控制 · 数学 2021-02-01 Alen Alexanderian

We establish higher integrability estimates for constant-coefficient systems of linear PDEs \[ \mathcal{A} \mu = \sigma, \] where $\mu \in \mathcal{M}(\Omega;V)$ and $\sigma\in \mathcal{M}(\Omega;W)$ are vector measures and the polar…

偏微分方程分析 · 数学 2023-05-24 Adolfo Arroyo-Rabasa , Guido De Philippis , Jonas Hirsch , Filip Rindler , Anna Skorobogatova

We present an optimization-based framework for analysis and control of linear parabolic partial differential equations (PDEs) with spatially varying coefficients without discretization or numerical approximation. For controller synthesis,…

系统与控制 · 计算机科学 2016-09-06 Aditya Gahlawat , Matthew M. Peet

Physics-informed neural networks (PINNs) have proven a suitable mathematical scaffold for solving inverse ordinary (ODE) and partial differential equations (PDE). Typical inverse PINNs are formulated as soft-constrained multi-objective…

机器学习 · 计算机科学 2023-04-17 Gabriel S. Gusmão , Andrew J. Medford

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

计算金融 · 定量金融 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this work, we present a scalable Linear Matrix Inequality (LMI) based framework to verify the stability of a set of linear Partial Differential Equations (PDEs) in one spatial dimension coupled with a set of Ordinary Differential…

最优化与控制 · 数学 2018-12-21 Amritam Das , Sachin Shivakumar , Siep Weiland , Matthew Peet

We consider the problem of sensor selection for designing observer and filter for continuous linear time invariant systems such that the sensor precisions are minimized, and the estimation errors are bounded by the prescribed…

系统与控制 · 电气工程与系统科学 2021-04-08 Vedang M. Deshpande , Raktim Bhattacharya

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…

最优化与控制 · 数学 2015-11-04 Alen Alexanderian , Noemi Petra , Georg Stadler , Omar Ghattas