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Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions, and construct likelihood-based loss by approximating the transition density to train these networks. However, these methods often rely on one-step stochastic numerical schemes, necessitating data with sufficiently high time resolution. In this paper, we introduce novel approximations to the transition density of the parameterized SDE: a Gaussian density approximation inspired by the random perturbation theory of dynamical systems, and its extension, the dynamical Gaussian mixture approximation (DynGMA). Benefiting from the robust density approximation, our method exhibits superior accuracy compared to baseline methods in learning the fully unknown drift and diffusion functions and computing the invariant distribution from trajectory data. And it is capable of handling trajectory data with low time resolution and variable, even uncontrollable, time step sizes, such as data generated from Gillespie's stochastic simulations. We then conduct several experiments across various scenarios to verify the advantages and robustness of the proposed method.

Inferring parameters of a latent variable model can be a daunting task when the conditional distribution of the latent variables given the observed ones is intractable. Variational approaches prove to be computationally efficient but, possibly, lack theoretical guarantees on the estimates, while sampling based solutions are quite the opposite. Starting from already available variational approximations, we define a first Monte Carlo EM algorithm to obtain maximum likelihood estimators, focusing on the Poisson log-normal model which provides a generic framework for the analysis of multivariate count data. We then extend this algorithm to the case of a composite likelihood in order to be able to handle higher dimensional count data.

Full waveform inversion (FWI) is a large-scale nonlinear ill-posed problem for which computationally expensive Newton-type methods can become trapped in undesirable local minima, particularly when the initial model lacks a low-wavenumber component and the recorded data lacks low-frequency content. A modification to the Gauss-Newton (GN) method is proposed to address these issues. The standard GN system for multisource multireceiver FWI is reformulated into an equivalent matrix equation form, with the solution becoming a diagonal matrix rather than a vector as in the standard system. The search direction is transformed from a vector to a matrix by relaxing the diagonality constraint, effectively adding a degree of freedom to the subsurface offset axis. The relaxed system can be explicitly solved with only the inversion of two small matrices that deblur the data residual matrix along the source and receiver dimensions, which simplifies the inversion of the Hessian matrix. When used to solve the extended source FWI objective function, the Extended GN (EGN) method integrates the benefits of both model and source extension. The EGN method effectively combines the computational effectiveness of the reduced FWI method with the robustness characteristics of extended formulations and offers a promising solution for addressing the challenges of FWI. It bridges the gap between these extended formulations and the reduced FWI method, enhancing inversion robustness while maintaining computational efficiency. The robustness and stability of the EGN algorithm for waveform inversion are demonstrated numerically.

The expansion of a polytope is an important parameter for the analysis of the random walks on its graph. A conjecture of Mihai and Vazirani states that all $0/1$-polytopes have expansion at least 1. We show that the generalization to half-integral polytopes does not hold by constructing $d$-dimensional half-integral polytopes whose expansion decreases exponentially fast with $d$. We also prove that the expansion of half-integral zonotopes is uniformly bounded away from $0$. As an intermediate result, we show that half-integral zonotopes are always graphical.

Computational simulations using methods such as the finite element (FE) method rely on high-quality meshes for achieving accurate results. This study introduces a method for creating a high-quality hexahedral mesh using the Open Anatomy Project's brain atlas. Our atlas-based FE hexahedral mesh of the brain mitigates potential inaccuracies and uncertainties due to segmentation - a process that often requires input of an inexperienced analyst. It accomplishes this by leveraging existing segmentation from the atlas. We further extend the mesh's usability by forming a two-way correspondence between the atlas and mesh. This feature facilitates property assignment for computational simulations and enhances result analysis within an anatomical context. We demonstrate the application of the mesh by solving the electroencephalography (EEG) forward problem. Our method simplifies the mesh creation process, reducing time and effort, and provides a more comprehensive and contextually enriched visualisation of simulation outcomes.

Electromagnetic forming and perforations (EMFP) are complex and innovative high strain rate processes that involve electromagnetic-mechanical interactions for simultaneous metal forming and perforations. Instead of spending costly resources on repetitive experimental work, a properly designed numerical model can be effectively used for detailed analysis and characterization of the complex process. A coupled finite element (FE) model is considered for analyzing the multi-physics of the EMFP because of its robustness and improved accuracy. In this work, a detailed understanding of the process has been achieved by numerically simulating forming and perforations of Al6061-T6 tube for 12 holes and 36 holes with two different punches, i.e., pointed and concave punches using Ls-Dyna software. In order to shed light on EMFP physics, a comparison between experimental data and the formulated numerical simulation has been carried out to compare the average hole diameter and the number of perforated holes, for different types of punches and a range of discharge energies. The simulated results show acceptable agreement with experimental studies, with maximum deviations being less than or equal to 6%, which clearly illustrates the efficacy and capability of the developed coupled Multi-physics FE model.

By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the computation of the feedback control, we use the non-autonomous generalized differential Riccati equation (DRE), whose solution determines the time-varying feedback gain matrix. Regarding the second task, we want to be able to simulate non-linear closed-loop systems for which it is known that the regulator is only valid for sufficiently small perturbations. Thus, one easily runs into numerical issues in the integrators when the closed-loop control varies greatly. For these systems, e.g., the A-stable implicit Euler methods fails.\newline On the one hand, we implement non-autonomous versions of splitting schemes and BDF methods for the solution of our non-autonomous DREs. These are well-established DRE solvers in the autonomous case. On the other hand, to tackle the numerical issues in the simulation of the non-linear closed-loop system, we apply a fractional-step-theta scheme with time-adaptivity tuned specifically to this kind of challenge. That is, we additionally base the time-adaptivity on the activity of the control. We compare this approach to the more classical error-based time-adaptivity.\newline We describe techniques to make these two tasks computable in a reasonable amount of time and are able to simulate closed-loop systems with strongly varying controls, while avoiding numerical issues. Our time-adaptivity approach requires fewer time steps than the error-based alternative and is more reliable.

Accurate triangulation of the domain plays a pivotal role in computing the numerical approximation of the differential operators. A good triangulation is the one which aids in reducing discretization errors. In a standard collocation technique, the smooth curved domain is typically triangulated with a mesh by taking points on the boundary to approximate them by polygons. However, such an approach often leads to geometrical errors which directly affect the accuracy of the numerical approximation. To restrict such geometrical errors, \textit{isoparametric}, \textit{subparametric}, and \textit{iso-geometric} methods were introduced which allow the approximation of the curved surfaces (or curved line segments). In this paper, we present an efficient finite element method to approximate the solution to the elliptic boundary value problem (BVP), which governs the response of an elastic solid containing a v-notch and inclusions. The algebraically nonlinear constitutive equation along with the balance of linear momentum reduces to second-order quasi-linear elliptic partial differential equation. Our approach allows us to represent the complex curved boundaries by smooth \textit{one-of-its-kind} point transformation. The main idea is to obtain higher-order shape functions which enable us to accurately compute the entries in the finite element matrices and vectors. A Picard-type linearization is utilized to handle the nonlinearities in the governing differential equation. The numerical results for the test cases show considerable improvement in the accuracy.

Many science and engineering applications demand partial differential equations (PDE) evaluations that are traditionally computed with resource-intensive numerical solvers. Neural operator models provide an efficient alternative by learning the governing physical laws directly from data in a class of PDEs with different parameters, but constrained in a fixed boundary (domain). Many applications, such as design and manufacturing, would benefit from neural operators with flexible domains when studied at scale. Here we present a diffeomorphism neural operator learning framework towards developing domain-flexible models for physical systems with various and complex domains. Specifically, a neural operator trained in a shared domain mapped from various domains of fields by diffeomorphism is proposed, which transformed the problem of learning function mappings in varying domains (spaces) into the problem of learning operators on a shared diffeomorphic domain. Meanwhile, an index is provided to evaluate the generalization of diffeomorphism neural operators in different domains by the domain diffeomorphism similarity. Experiments on statics scenarios (Darcy flow, mechanics) and dynamic scenarios (pipe flow, airfoil flow) demonstrate the advantages of our approach for neural operator learning under various domains, where harmonic and volume parameterization are used as the diffeomorphism for 2D and 3D domains. Our diffeomorphism neural operator approach enables strong learning capability and robust generalization across varying domains and parameters.