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Jerome Darbon

Publications and source records attributed to Jerome Darbon.

18 recordsLinked to original sources

Spectrally Safe Neural Operator Warm-Starts for Large-Scale Newton Solvers

Neural operators are increasingly used to warm-start Newton solvers for nonlinear PDEs, on the premise that a low test error places the initial guess inside the basin of attraction. We show that this premise is unreliable. An operator trained to the relative \(L^2\) error \(O(10^{-3})\) can still produce an initial state in which the discrete Jacobian is indefinite, because the mean-squared training controls error on average while leaving localized pointwise violations of the underlying physics. For a nearly incompressible hyperelasticity problem, we trace this to the predicted volume change: the operator disperses \(\mathrm{det} F\) well away from one, and the resulting Jacobian acquires negative eigenvalues even when the predicted field is visually indistinguishable from the reference. At a small scale, this is a nuisance; at a multi-million degree-of-freedom scale, it is disqualifying, since the conjugate gradient and other Krylov solvers needed for memory-feasible Newton steps assume a definite spectrum. We then show that a short, label-free fine-tuning phase -- penalizing the operator against the discrete energy, with no additional solution data -- shifts the Jacobian spectrum back to positive definite. Combined with an inexact outer loop, this gives a warm-started Newton method that converges across the full loading range where the unregularized operator fails, reaching up to 5.4\(\times\) wall-clock speedup over incremental continuation on a 3D problem with 6.4 million degrees of freedom.

math.NA

Exact Total Variation Minimizers as Non-Oscillatory Limiters in High-Order Methods for Conservation Laws

High-order numerical methods for conservation laws can generate spurious oscillations near discontinuities. We propose to suppress these oscillations by post-processing the numerical solution with a total variation (TV) denoising step that reduces the total variation of the nodal values. For a general analysis operator, the resulting discrete minimization problem need not satisfy the submodularity property that existing exact max-flow algorithms require, so we instead compute the TV minimizer exactly using a differential inclusion algorithm. In one dimension, the differential inclusion algorithm computes the TV minimizer in finitely many steps, requires no tuning of algorithmic parameters, and preserves the total mass. In two dimensions, we apply the 1D algorithm dimension by dimension. We test the method as a post-processing limiter for Fourier pseudospectral methods and a fifth-order finite difference scheme applied to scalar conservation laws, compressible Euler equations, and the two-dimensional incompressible Euler equations.

math.NA

On the role of fractional Brownian motion in models of chemotaxis and stochastic gradient ascent

Cell migration often exhibits long-range temporal correlations and anomalous diffusion, even in the absence of external guidance cues such as chemical gradients or topographical constraints. This raises a fundamental question: do such correlations enhance a cell's ability to navigate complex environments? In this work, we explore how temporally correlated noise (modeled using fractional Brownian motion) influences chemotactic search dynamics. Through computational experiments, we show that superdiffusive motion, when combined with gradient-driven migration, enables robust exploration of the chemoattractant landscape. Cells reliably reach the global maximum of the concentration field, even in the presence of spatial noise, secondary cues, or irregular signal geometry. We quantify this behavior by analyzing the distribution of first hitting times under varying degrees of temporal correlation. Notably, our results are consistent across diverse conditions, including flat and curved substrates, and scenarios involving both primary and self-generated chemotactic signals. Beyond biological implications, these findings also offer insight into the design of optimization and sampling algorithms that benefit from structured stochasticity.

q-bio.QM

PINNs in PDE Constrained Optimal Control Problems: Direct vs Indirect Methods

We study physics-informed neural networks (PINNs) as numerical tools for the optimal control of semilinear partial differential equations. We first recall the classical direct and indirect viewpoints for optimal control of PDEs, and then present two PINN formulations: a direct formulation based on minimizing the objective under the state constraint, and an indirect formulation based on the first-order optimality system. For a class of semilinear parabolic equations, we derive the state equation, the adjoint equation, and the stationarity condition in a form consistent with continuous-time Pontryagin-type optimality conditions. We then specialize the framework to an Allen-Cahn control problem and compare three numerical approaches: (i) a discretize-then-optimize adjoint method, (ii) a direct PINN, and (iii) an indirect PINN. Numerical results show that the PINN parameterization has an implicit regularizing effect, in the sense that it tends to produce smoother control profiles. They also indicate that the indirect PINN more faithfully preserves the PDE contraint and optimality structure and yields a more accurate neural approximation than the direct PINN.

math.OC

Automatic selection of the best neural architecture for time series forecasting

Time series forecasting plays a pivotal role in a wide range of applications, including weather prediction, healthcare, structural health monitoring, predictive maintenance, energy systems, and financial markets. While models such as LSTM, GRU, Transformers, and State-Space Models (SSMs) have become standard tools in this domain, selecting the optimal architecture remains a challenge. Performance comparisons often depend on evaluation metrics and the datasets under analysis, making the choice of a universally optimal model controversial. In this work, we introduce a flexible automated framework for time series forecasting that systematically designs and evaluates diverse network architectures by integrating LSTM, GRU, multi-head Attention, and SSM blocks. Using a multi-objective optimization approach, our framework determines the number, sequence, and combination of blocks to align with specific requirements and evaluation objectives. From the resulting Pareto-optimal architectures, the best model for a given context is selected via a user-defined preference function. We validate our framework across four distinct real-world applications. Results show that a single-layer GRU or LSTM is usually optimal when minimizing training time alone. However, when maximizing accuracy or balancing multiple objectives, the best architectures are often composite designs incorporating multiple block types in specific configurations. By employing a weighted preference function, users can resolve trade-offs between objectives, revealing novel, context-specific optimal architectures. Our findings underscore that no single neural architecture is universally optimal for time series forecasting. Instead, the best-performing model emerges as a data-driven composite architecture tailored to user-defined criteria and evaluation objectives.

cs.LG

Algorithms and Differential Game Representations for Exploring Nonconvex Pareto Fronts in High Dimensions

We develop a new Hamiton-Jacobi (HJ) and differential game approach for exploring the Pareto front of (constrained) multi-objective optimization (MOO) problems. Given a preference function, we embed the scalarized MOO problem into the value function of a parameterized zero-sum game, whose upper value solves a first-order HJ equation that admits a Hopf-Lax representation formula. For each parameter value, this representation yields an inner minimizer that can be interpreted as an approximate solution to a shifted scalarization of the original MOO problem. Under mild assumptions, the resulting family of solutions maps to a dense subset of the weak Pareto front. Finally, we propose a primal-dual algorithm based on this approach for solving the corresponding optimality system. Numerical experiments show that our algorithm mitigates the curse of dimensionality (scaling polynomially with the dimension of the decision and objective spaces) and is able to expose continuous curves along nonconvex Pareto fronts in 100D in just $\sim$100 seconds.

math.OC

Adversarial Physics-Informed Machine Learning for Robust Optimal Safe Predefined-Time Stabilization: A Game-Theoretic Approach

We develop a game-theoretic framework for adversarially robust optimal safe predefined-time stabilization of parameter-dependent nonlinear dynamical systems with nonquadratic cost functionals. Our approach ensures that all system trajectories remain within a specified admissible set and converge to equilibrium in a predefined time despite adversarial disturbances. The control problem is formulated as a two-player zero-sum differential game, where the controller is a minimizing player and the adversary a maximizing player. We derive sufficient conditions for the existence of a saddle-point solution and safe predefined-time stability using a barrier Lyapunov function that satisfies a differential inequality and the steady-state Hamilton-Jacobi-Isaacs (HJI) equation. To address the analytical intractability of solving the HJI equation, we introduce a physics-informed learning algorithm that robustly learns the Nash safely predefined-time stabilizing control strategy. Simulation results demonstrate the efficacy and resilience of the proposed method in ensuring robust optimal safe predefined-time stabilization under adversarial disturbances.

math.OC

A Neural-Operator Preconditioned Newton Method for Accelerated Nonlinear Solvers

We propose a novel neural preconditioned Newton (NP-Newton) method for solving parametric nonlinear systems of equations. To overcome the stagnation or instability of Newton iterations caused by unbalanced nonlinearities, we introduce a fixed-point neural operator (FPNO) that learns the direct mapping from the current iterate to the solution by emulating fixed-point iterations. Unlike traditional line-search or trust-region algorithms, the proposed FPNO adaptively employs negative step sizes to effectively mitigate the effects of unbalanced nonlinearities. Through numerical experiments we demonstrate the computational efficiency and robustness of the proposed NP-Newton method across multiple real-world applications, especially for very strong nonlinearities.

math.NA

Automatic discovery of optimal meta-solvers for time-dependent nonlinear PDEs

We present a general and scalable framework for the automated discovery of optimal meta-solvers for the solution of time-dependent nonlinear partial differential equations after appropriate discretization. By integrating classical numerical methods (e.g., Krylov-based methods) with modern deep learning components, such as neural operators, our approach enables flexible, on-demand solver design tailored to specific problem classes and objectives. The fast solvers tackle the large linear system resulting from the Newton--Raphson iteration or by using an implicit-explicit (IMEX) time integration scheme. Specifically, we formulate solver discovery as a multi-objective optimization problem, balancing various performance criteria such as accuracy, speed, and memory usage. The resulting Pareto optimal set provides a principled foundation for solver selection based on user-defined preference functions. When applied to problems in reaction--diffusion, fluid dynamics, and solid mechanics, the discovered meta-solvers consistently outperform conventional iterative methods, demonstrating both practical efficiency and broad applicability.

math.NA

Shape Alignment via Allen-Cahn Nonlinear-Convection

This paper demonstrates the impact of a phase field method on shape registration to align shapes of possibly different topology. It yields new insights into the building of discrepancy measures between shapes regardless of topology, which would have applications in fields of image data analysis such as computational anatomy. A soft end-point optimal control problem is introduced whose minimum measures the minimal control norm required to align an initial shape to a final shape, up to a small error term. The initial data is spatially integrable, the paths in control spaces are integrable and the evolution equation is a generalized convective Allen-Cahn. Binary images are used to represent shapes for the initial data. Inspired by level-set methods and large diffeomorphic deformation metric mapping, the controls spaces are integrable scalar functions to serve as a normal velocity and smooth reproducing kernel Hilbert spaces to serve as velocity vector fields. The existence of mild solutions to the evolution equation is proved, the minimums of the time discretized optimal control problem are characterized, and numerical simulations of minimums to the fully discretized optimal control problem are displayed. The numerical implementation enforces the maximum-bounded principle, although it is not proved for these mild solutions. This research offers a novel discrepancy measure that provides valuable ways to analyze diverse image data sets. Future work involves proving the existence of minimums, existence and uniqueness of strong solutions and the maximum bounded principle.

math.OC

Automatic discovery of optimal meta-solvers via multi-objective optimization

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and BiCGStab, using the trunk basis of DeepONet as a coarse preconditioner. The idea is to leverage the spectral bias of neural networks to account for the lower part of the spectrum in the error distribution while the upper part is handled easily and inexpensively using relaxation methods or fine-scale preconditioners. We create a pareto front of optimal meta-solvers using a plurarilty of metrics, and we introduce a preference function to select the best solver most suitable for a specific scenario. This automation for finding optimal solvers can be extended to nonlinear systems and other setups, e.g. finding the best meta-solver for space-time in time-dependent PDEs.

math.NA

A time-dependent symplectic network for non-convex path planning problems with linear and nonlinear dynamics

We propose a novel neural network architecture (TSympOCNet) to address high--dimensional optimal control problems with linear and nonlinear dynamics. An important application of this method is to solve the path planning problem of multi-agent vehicles in real time. The new method extends our previous SympOCNet framework by introducing a time-dependent symplectic network into the architecture. In addition, we propose a more general latent representation, which greatly improves model expressivity based on the universal approximation theorem. We demonstrate the efficacy of TSympOCNet in path planning problems with obstacle and collision avoidance, including systems with Newtonian dynamics and non-convex environments, up to dimension 512. Our method shows significant promise in handling efficiently both complex dynamics and constraints.

math.OC

On the convergence of physics informed neural networks for linear second-order elliptic and parabolic type PDEs

Physics informed neural networks (PINNs) are deep learning based techniques for solving partial differential equations (PDEs) encounted in computational science and engineering. Guided by data and physical laws, PINNs find a neural network that approximates the solution to a system of PDEs. Such a neural network is obtained by minimizing a loss function in which any prior knowledge of PDEs and data are encoded. Despite its remarkable empirical success in one, two or three dimensional problems, there is little theoretical justification for PINNs. As the number of data grows, PINNs generate a sequence of minimizers which correspond to a sequence of neural networks. We want to answer the question: Does the sequence of minimizers converge to the solution to the PDE? We consider two classes of PDEs: linear second-order elliptic and parabolic. By adapting the Schauder approach and the maximum principle, we show that the sequence of minimizers strongly converges to the PDE solution in $C^0$. Furthermore, we show that if each minimizer satisfies the initial/boundary conditions, the convergence mode becomes $H^1$. Computational examples are provided to illustrate our theoretical findings. To the best of our knowledge, this is the first theoretical work that shows the consistency of PINNs.

math.NA

On Bayesian posterior mean estimators in imaging sciences and Hamilton-Jacobi Partial Differential Equations

Variational and Bayesian methods are two approaches that have been widely used to solve image reconstruction problems. In this paper, we propose original connections between Hamilton--Jacobi (HJ) partial differential equations and a broad class of Bayesian methods and posterior mean estimators with Gaussian data fidelity term and log-concave prior. Whereas solutions to certain first-order HJ PDEs with initial data describe maximum a posteriori estimators in a Bayesian setting, here we show that solutions to some viscous HJ PDEs with initial data describe a broad class of posterior mean estimators. These connections allow us to establish several representation formulas and optimal bounds involving the posterior mean estimate. In particular, we use these connections to HJ PDEs to show that some Bayesian posterior mean estimators can be expressed as proximal mappings of twice continuously differentiable functions, and furthermore we derive a representation formula for these functions.

math.ST

Overcoming the curse of dimensionality for some Hamilton--Jacobi partial differential equations via neural network architectures

We propose new and original mathematical connections between Hamilton-Jacobi (HJ) partial differential equations (PDEs) with initial data and neural network architectures. Specifically, we prove that some classes of neural networks correspond to representation formulas of HJ PDE solutions whose Hamiltonians and initial data are obtained from the parameters of the neural networks. These results do not rely on universal approximation properties of neural networks; rather, our results show that some classes of neural network architectures naturally encode the physics contained in some HJ PDEs. Our results naturally yield efficient neural network-based methods for evaluating solutions of some HJ PDEs in high dimension without using grids or numerical approximations. We also present some numerical results for solving some inverse problems involving HJ PDEs using our proposed architectures.

math.OC

A Primal-Dual Method for Optimal Control and Trajectory Generation in High-Dimensional Systems

Presented is a method for efficient computation of the Hamilton-Jacobi (HJ) equation for time-optimal control problems using the generalized Hopf formula. Typically, numerical methods to solve the HJ equation rely on a discrete grid of the solution space and exhibit exponential scaling with dimension. The generalized Hopf formula avoids the use of grids and numerical gradients by formulating an unconstrained convex optimization problem. The solution at each point is completely independent, and allows a massively parallel implementation if solutions at multiple points are desired. This work presents a primal-dual method for efficient numeric solution and presents how the resulting optimal trajectory can be generated directly from the solution of the Hopf formula, without further optimization. Examples presented have execution times on the order of milliseconds and experiments show computation scales approximately polynomial in dimension with very small high-order coefficients.

eess.SY

Algorithm for Overcoming the Curse of Dimensionality for State-dependent Hamilton-Jacobi equations

In this paper, we develop algorithms to overcome the curse of dimensionality in possibly non-convex state-dependent Hamilton-Jacobi equations (HJ PDEs) arising from optimal control and differential game problems. The subproblems are independent and can be implemented in an embarrassingly parallel fashion. This is an ideal setup for perfect scaling in parallel computing. The algorithm is proposed to overcome the curse of dimensionality [1, 2] when solving HJ PDE. The major contribution of the paper is to change an optimization problem over a space of curves to an optimization problem of a single vector, which goes beyond [23]. We extend [5, 6, 8], and conjecture a (Lax-type) minimization principle when the Hamiltonian is convex, as well as a (Hopf-type) maximization principle when the Hamiltonian is non-convex. The conjectured Hopf-type maximization principle is a generalization of the well-known Hopf formula [11, 16, 30]. We validated formula under restricted assumptions, and bring our readers to [57] which validates that our conjectures in a more general setting after a previous version of our paper. We conjectured the weakest assumption is a psuedoconvexity assumption similar to [46]. The optimization problems are of the same dimension as that of the HJ PDE. We suggest a coordinate descent method for the minimization procedure in the generalized Lax/Hopf formula, and numerical differentiation is used to compute the derivatives. This method is preferable since the evaluation of the function value itself requires some computational effort, especially when we handle high dimensional optimization problem. The use of multiple initial guesses and a certificate of correctness are suggested to overcome possibly multiple local extrema since the optimization process is no longer convex. Our method is expected to have application in control theory and differential game problems, and elsewhere.

math.OC

A time continuation based fast approximate algorithm for compressed sensing related optimization

Recently, significant connections between compressed sensing problems and optimization of a particular class of functions relating to solutions of Hamilton-Jacobi equation was discovered. In this paper we introduce a fast approximate algorithm to optimize this particular class of functions and subsequently find the solution to the compressed sensing problem. Although we emphasize that the methodology of our algorithm finds an approximate solution, numerical experiments show that our algorithm perfectly recovers the solution when the solution is relatively sparse with respect to the number of measurements. In these scenarios, the recovery is extremely fast compare to other methods available. Numerical experiments also demonstrate that the algorithm exhibits a sharp phase transition in success rate of recovery of the solution to compressed sensing problems as sparsity of solution varies. The algorithm proposed here is parameter free (except a tolerance parameter due to numerical machine precision), and very easy to implement.

math.OC