亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

In this contribution, we propose a data-driven procedure to fit quadratic-bilinear surrogate models from data. Although the dynamics characterizing the original model are strongly nonlinear, we rely on lifting techniques to embed the original model into a quadratic-bilinear format. Here, data represent generalized transfer function values. This method is an extension of methods that do bilinear, or quadratic inference, separately. It is based on first fitting a linear model with the classical Loewner framework, and then on inferring the best supplementing nonlinear operators, in a least-squares sense. The application scope of this method is given by electrical circuits with nonlinear components (such as diodes). We propose various test cases to illustrate the performance of the method.

Casimir preserving integrators for stochastic Lie-Poisson equations with Stratonovich noise are developed extending Runge-Kutta Munthe-Kaas methods. The underlying Lie-Poisson structure is preserved along stochastic trajectories. A related stochastic differential equation on the Lie algebra is derived. The solution of this differential equation updates the evolution of the Lie-Poisson dynamics by means of the exponential map. The constructed numerical method conserves Casimir-invariants exactly, which is important for long time integration. This is illustrated numerically for the case of the stochastic heavy top.

We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different from fractional powers of closed operators. Existence and uniqueness of solutions of the state equation, existence of global optimal solutions, differentiability of the control-to-state map and first-order necessary optimality conditions are established. The aforementioned results require the controls to be functions in $H^1$ and subject to pointwise upper and lower bounds. In order to obtain the Newton differentiability of the optimality conditions, we employ a Moreau-Yosida-type penalty approach to treat the control constraints and study its convergence. The first-order optimality conditions of the regularized problems are shown to be Newton diffentiable, and a generalized Newton method is detailed. A discretization of the optimal control problem by piecewise linear finite elements is proposed and numerical results are presented.

Copula Entropy (CE) is a recently introduced concept for measuring correlation/dependence in information theory. In this paper, the theory of CE is introduced and the thermodynamic interpretation of CE is presented with N-particle correlated systems in equilibrium states.

Stochastically evolving geometric systems are studied in shape analysis and computational anatomy for modelling random evolutions of human organ shapes. The notion of geodesic paths between shapes is central to shape analysis and has a natural generalisation as diffusion bridges in a stochastic setting. Simulation of such bridges is key to solve inference and registration problems in shape analysis. We demonstrate how to apply state-of-the-art diffusion bridge simulation methods to recently introduced stochastic shape deformation models thereby substantially expanding the applicability of such models. We exemplify these methods by estimating template shapes from observed shape configurations while simultaneously learning model parameters.

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice, this often results in a suboptimal posterior temperature and the full potential of the Bayesian approach is not realized. In this paper, we optimize both the parameters of the prior distribution and the posterior temperature using Bayesian optimization. Well-tempered posteriors lead to better predictive performance and improved uncertainty calibration, which we demonstrate for the task of sparse-view CT reconstruction.

The favored phase field method (PFM) has encountered challenges in the finite strain fracture modeling of nearly or truly incompressible hyperelastic materials. We identified that the underlying cause lies in the innate contradiction between incompressibility and smeared crack opening. Drawing on the stiffness-degradation idea in PFM, we resolved this contradiction through loosening incompressible constraint of the damaged phase without affecting the incompressibility of intact material. By modifying the perturbed Lagrangian approach, we derived a novel mixed formulation. In numerical aspects, the finite element discretization uses the classical Q1/P0 and high-order P2/P1 schemes, respectively. To ease the mesh distortion at large strains, an adaptive mesh deletion technology is also developed. The validity and robustness of the proposed mixed framework are corroborated by four representative numerical examples. By comparing the performance of Q1/P0 and P2/P1, we conclude that the Q1/P0 formulation is a better choice for finite strain fracture in nearly incompressible cases. Moreover, the numerical examples also show that the combination of the proposed framework and methodology has vast potential in simulating complex peeling and tearing problems

We introduce a new class of estimators for the linear response of steady states of stochastic dynamics. We generalize the likelihood ratio approach and formulate the linear response as a product of two martingales, hence the name "martingale product estimators". We present a systematic derivation of the martingale product estimator, and show how to construct such estimator so its bias is consistent with the weak order of the numerical scheme that approximates the underlying stochastic differential equation. Motivated by the estimation of transport properties in molecular systems, we present a rigorous numerical analysis of the bias and variance for these new estimators in the case of Langevin dynamics. We prove that the variance is uniformly bounded in time and derive a specific form of the estimator for second-order splitting schemes for Langevin dynamics. For comparison, we also study the bias and variance of a Green-Kubo estimator, motivated, in part, by its variance growing linearly in time. Presented analysis shows that the new martingale product estimators, having uniformly bounded variance in time, offer a competitive alternative to the traditional Green-Kubo estimator. We compare on illustrative numerical tests the new estimators with results obtained by the Green-Kubo method.

With the advancement of affordable self-driving vehicles using complicated nonlinear optimization but limited computation resources, computation time becomes a matter of concern. Other factors such as actuator dynamics and actuator command processing cost also unavoidably cause delays. In high-speed scenarios, these delays are critical to the safety of a vehicle. Recent works consider these delays individually, but none unifies them all in the context of autonomous driving. Moreover, recent works inappropriately consider computation time as a constant or a large upper bound, which makes the control either less responsive or over-conservative. To deal with all these delays, we present a unified framework by 1) modeling actuation dynamics, 2) using robust tube model predictive control, 3) using a novel adaptive Kalman filter without assuminga known process model and noise covariance, which makes the controller safe while minimizing conservativeness. On onehand, our approach can serve as a standalone controller; on theother hand, our approach provides a safety guard for a high-level controller, which assumes no delay. This can be used for compensating the sim-to-real gap when deploying a black-box learning-enabled controller trained in a simplistic environment without considering delays for practical vehicle systems.

We present Path Integral Sampler~(PIS), a novel algorithm to draw samples from unnormalized probability density functions. The PIS is built on the Schr\"odinger bridge problem which aims to recover the most likely evolution of a diffusion process given its initial distribution and terminal distribution. The PIS draws samples from the initial distribution and then propagates the samples through the Schr\"odinger bridge to reach the terminal distribution. Applying the Girsanov theorem, with a simple prior diffusion, we formulate the PIS as a stochastic optimal control problem whose running cost is the control energy and terminal cost is chosen according to the target distribution. By modeling the control as a neural network, we establish a sampling algorithm that can be trained end-to-end. We provide theoretical justification of the sampling quality of PIS in terms of Wasserstein distance when sub-optimal control is used. Moreover, the path integrals theory is used to compute importance weights of the samples to compensate for the bias induced by the sub-optimality of the controller and time-discretization. We experimentally demonstrate the advantages of PIS compared with other start-of-the-art sampling methods on a variety of tasks.