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M. Herty

Publications and source records attributed to M. Herty.

14 recordsLinked to original sources

Continuous limits of residual neural networks in case of large input data

Residual deep neural networks (ResNets) are mathematically described as interacting particle systems. In the case of infinitely many layers the ResNet leads to a system of coupled system of ordinary differential equations known as neural differential equations. For large scale input data we derive a mean--field limit and show well--posedness of the resulting description. Further, we analyze the existence of solutions to the training process by using both a controllability and an optimal control point of view. Numerical investigations based on the solution of a formal optimality system illustrate the theoretical findings.

math.AP

Efficient simulation of coupled gas and power networks under uncertain demands

We introduce an approach and a software tool, Grazer, for solving coupled energy networks composed of gas and electric power networks. Those networks are coupled to stochastic fluctuations to address possibly fluctuating demand due to fluctuating demands and supplies. Through computational results the presented approach is tested on networks of realistic size.

math.NA

Mean-Field and Kinetic Descriptions of Neural Differential Equations

Nowadays, neural networks are widely used in many applications as artificial intelligence models for learning tasks. Since typically neural networks process a very large amount of data, it is convenient to formulate them within the mean-field and kinetic theory. In this work we focus on a particular class of neural networks, i.e. the residual neural networks, assuming that each layer is characterized by the same number of neurons $N$, which is fixed by the dimension of the data. This assumption allows to interpret the residual neural network as a time-discretized ordinary differential equation, in analogy with neural differential equations. The mean-field description is then obtained in the limit of infinitely many input data. This leads to a Vlasov-type partial differential equation which describes the evolution of the distribution of the input data. We analyze steady states and sensitivity with respect to the parameters of the network, namely the weights and the bias. In the simple setting of a linear activation function and one-dimensional input data, the study of the moments provides insights on the choice of the parameters of the network. Furthermore, a modification of the microscopic dynamics, inspired by stochastic residual neural networks, leads to a Fokker-Planck formulation of the network, in which the concept of network training is replaced by the task of fitting distributions. The performed analysis is validated by artificial numerical simulations. In particular, results on classification and regression problems are presented.

math.OC

Model of vehicle interactions with autonomous cars and its properties

We study a hierarchy of models based on kinetic equations for the descriptions of traffic flow in presence of autonomous and human--driven vehicles. The autonomous cars considered in this paper are thought of as vehicles endowed with some degree of autonomous driving which decreases the stochasticity of the drivers' behavior. Compared to the existing literature, we do not model autonomous cars as externally controlled vehicles. We investigate whether this feature is enough to provide a stabilization of traffic instabilities such as stop and go waves. We propose two indicators to quantify traffic instability and we find, with analytical and numerical tools, that traffic instabilities are damped as the penetration rate of the autonomous vehicles increases.

physics.soc-ph

Moment-Driven Predictive Control of Mean-Field Collective Dynamics

The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential matrix Riccati equations. Quantification of dynamic performance of such control laws leads to theoretical estimates on suitable linearization points of the nonlinear dynamics. Subsequently, the feedback laws are embedded into nonlinear model predictive control framework where the control is updated adaptively in time according to dynamic information on moments of linear mean-field dynamics. The performance and robustness of the proposed methodology is assessed through different numerical experiments in collective dynamics.

math.OC

Qualitative Properties of Mathematical Model For Data Flow

In this paper, properties of a recently proposed mathematical model for data flow in large-scale asynchronous computer systems are analyzed. In particular, the existence of special weak solutions based on propagating fronts is established. Qualitative properties of these solutions are investigated, both theoretically and numerically.

math.AP

Identifying trending coefficients with an ensemble Kalman filter

This paper extends the ensemble Kalman filter (EnKF) for inverse problems to identify trending model coefficients. This is done by repeatedly inflating the ensemble while maintaining the mean of the particles. As a benchmark serves a classic EnKF and a recursive least squares (RLS) on the example of identifying a force model in milling, which changes due to the progression of tool wear. For a proper comparison, the true values are simulated and augmented with white Gaussian noise. The results demonstrate the feasibility of the approach for dynamic identification while still achieving good accuracy in the static case. Further, the inflated EnKF shows a remarkably insensitivity on the starting set but a less smooth convergence compared to the classic EnKF.

math.OC

From kinetic to macroscopic models and back

We study kinetic models for traffic flow characterized by the property of producing backward propagating waves. These waves may be identified with the phenomenon of stop-and-go waves typically observed on highways. In particular, a refined modeling of the space of the microscopic speeds and of the interaction rate in the kinetic model allows to obtain weakly unstable backward propagating waves in dense traffic, without relying on non-local terms or multi--valued fundamental diagrams. A stability analysis of these waves is carried out using the Chapman-Enskog expansion. This leads to a BGK-type model derived as the mesoscopic limit of a Follow-The-Leader or Bando model, and its macroscopic limit belongs to the class of second-order Aw-Rascle and Zhang models.

math.AP

Reconstruction of traffic speed distributions from kinetic models with uncertainties

In this work we investigate the ability of a kinetic approach for traffic dynamics to predict speed distributions obtained through rough data. The present approach adopts the formalism of uncertainty quantification, since reaction strengths are uncertain and linked to different types of driver behaviour or different classes of vehicles present in the flow. Therefore, the calibration of the expected speed distribution has to face the reconstruction of the distribution of the uncertainty. We adopt experimental microscopic measurements recorded on a German motorway, whose speed distribution shows a multimodal trend. The calibration is performed by extrapolating the uncertainty parameters of the kinetic distribution via a constrained optimisation approach. The results confirm the validity of the theoretical set-up.

nlin.AO

Recent developments in controlled crowd dynamics

We survey recent results on controlled particle systems. The control aspect introduces new challenges in the discussion of properties and suitable mean field limits. Some of the aspects are highlighted in a detailed discussion of a particular controlled particle dynamics. The applied techniques are shown on this simple problem to illustrate the basic methods. Computational results confirming the theoretical findings are presented and further particle models are discussed.

math.OC

On Existence of $L^2$-solutions of Coupled Boltzmann Continuous Slowing Down Transport Equation System

The paper considers a coupled system of linear Boltzmann transport equations (BTE), and its Continuous Slowing Down Approximation (CSDA). This system can be used to model the relevant transport of particles used e.g. in dose calculation in radiation therapy. The evolution of charged particles (e.g. electrons and positrons) are in practice often modelled using the CSDA version of BTE because of the so-called forward peakedness of scattering events contributing to the particle fluencies (or particle densities), which causes severe problems in numerical methods. We shall find, after the preliminary treatments, that for some interactions CSDA-type modelling is actually necessary due to hyper-singularities in the differential cross-sections of certain interactions, that is, first or second order partial derivatives with respect to energy and angle must be included into the transport part of charged particles. The existence and uniqueness of (weak) solutions is shown, under sufficient criteria and in appropriate $L^2$-based spaces, for a single (particle) CSDA-equation by using three techniques, the Lions-Lax-Milgram Theorem (variational approach), the theory of $m$-dissipative operators and the theory evolution operators (semigroup approach). The due a priori estimates are derived and the positivity of solutions are retrieved. In addition, we prove the corresponding results and estimates for the system of coupled transport equations. The related existence results are given for the adjoint problem as well. We also give some computational points (e.g. certain explicit formulas), and we outline a related inverse problem at the end of the paper.

math.OC

Numerical Methods for the Optimal Control of Scalar Conservation Laws

We are interested in a class of numerical schemes for the optimization of nonlinear hyperbolic partial differential equations. We present continuous and discretized relaxation schemes for scalar, one-- conservation laws. We present numerical results on tracking type problems with nonsmooth desired states and convergence results for higher--order spatial and temporal discretization schemes.

math.OC

Fokker-Planck Asymptotics for Traffic Flow Models

Starting from microscopic interaction rules we derive kinetic models of Fokker--Planck type for vehicular traffic flow. The derivation is based on taking a suitable asymptotic limit of the corresponding Boltzmann model. As particular cases, the derived models comprise existing models. New Fokker--Planck models are also given and their differences to existing models are highlighted. Finally, we report on numerical experiments.

math-ph

Modeling and Optimal Control of Networks of Pipes and Canals

This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an optimal control is proved. From the analytical point of view, these results are based on the well posedness of a suitable initial boundary value problem and on techniques for quasidifferential equations in a metric space.

math.AP