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Estimating the parameters of max-stable parametric models poses significant challenges, particularly when some parameters lie on the boundary of the parameter space. This situation arises when a subset of variables exhibits extreme values…

统计方法学 · 统计学 2026-04-08 Anas Mourahib , Anna Kiriliouk , Johan Segers

Parameter estimation remains a challenging task across many areas of engineering. Because data acquisition can often be costly, limited, or prone to inaccuracies (noise, uncertainty) it is crucial to identify sensor configurations that…

机器学习 · 统计学 2025-11-20 Georgios Venianakis , Constantinos Theodoropoulos , Michail Kavousanakis

Simulations of complex physical systems are typically realized by discretizing partial differential equations (PDEs) on unstructured meshes. While neural networks have recently been explored for surrogate and reduced order modeling of PDE…

机器学习 · 计算机科学 2021-10-27 Jiayang Xu , Aniruddhe Pradhan , Karthik Duraisamy

Many physical and engineering systems require solving direct problems to predict behavior and inverse problems to determine unknown parameters from measurement. In this work, we study both aspects for systems governed by differential…

数值分析 · 数学 2026-03-04 Noura Al Helwani , Sophie Moufawad , Georges Sakr

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

机器学习 · 计算机科学 2024-09-19 Abel C. H. Chen

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

最优化与控制 · 数学 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

Physics-informed neural networks (PINNs) as a means of discretizing partial differential equations (PDEs) are garnering much attention in the Computational Science and Engineering (CS&E) world. At least two challenges exist for PINNs at…

计算物理 · 物理学 2023-01-23 Michael Penwarden , Shandian Zhe , Akil Narayan , Robert M. Kirby

Interpreting data with mathematical models is an important aspect of real-world industrial and applied mathematical modeling. Often we are interested to understand the extent to which a particular set of data informs and constrains model…

统计方法学 · 统计学 2025-03-06 Matthew J Simpson , Ruth E Baker

High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

最优化与控制 · 数学 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

This article proposes a new approach based on finite-horizon parameterizing manifolds (PMs) for the design of low-dimensional suboptimal controllers to optimal control problems of nonlinear partial differential equations (PDEs) of parabolic…

最优化与控制 · 数学 2014-11-19 Mickaël D. Chekroun , Honghu Liu

In this paper we investigate adaptive discretization of the iteratively regularized Gauss- Newton method IRGNM. All-at-once formulations considering the PDE and the measurement equation simultaneously allow to avoid (approximate) solution…

数值分析 · 数学 2018-08-20 Barbara Kaltenbacher , Alana Kirchner , Boris Vexler

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

统计方法学 · 统计学 2026-02-06 Matthew J Simpson , James S Bennett , Alexander Johnston , Ruth E Baker

We present a new algorithm for solving a polynomial program P based on the recent "joint + marginal" approach of the first author for, parametric optimization. The idea is to first consider the variable x1 as a parameter and solve the…

最优化与控制 · 数学 2010-06-01 Jean B. Lasserre , Thanh Tung Phan

Approximate solutions of partial differential equations (PDEs) obtained by neural networks are highly affected by hyper parameter settings. For instance, the model training strongly depends on loss function design, including the choice of…

数值分析 · 数学 2025-03-13 Hee Jun Yang , Alexander Heinlein , Hyea Hyun Kim

In this paper, we provide a mathematical framework for improving generalization in a class of learning problems which is related to point estimations for modeling of high-dimensional nonlinear functions. In particular, we consider a…

最优化与控制 · 数学 2024-12-13 Getachew K. Befekadu

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

定量方法 · 定量生物学 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

Nonlocal operators of fractional type are a popular modeling choice for applications that do not adhere to classical diffusive behavior; however, one major challenge in nonlocal simulations is the selection of model parameters. In this work…

最优化与控制 · 数学 2020-10-09 Olena Burkovska , Christian Glusa , Marta D'Elia

We study the addition of shape constraints (SC) and their consideration during the parameter identification step of symbolic regression (SR). SC serve as a means to introduce prior knowledge about the shape of the otherwise unknown model…

机器学习 · 计算机科学 2024-08-07 Viktor Martinek , Julia Reuter , Ophelia Frotscher , Sanaz Mostaghim , Markus Richter , Roland Herzog

Mixed dimensional partial differential equations (PDEs) are equations coupling unknown fields defined over domains of differing topological dimension. Such equations naturally arise in a wide range of scientific fields including geology,…

数学软件 · 计算机科学 2019-11-05 Cécile Daversin-Catty , Chris N. Richardson , Ada J. Ellingsrud , Marie E. Rognes