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math.NA2022★ 6 cited
Proximal Implicit ODE Solvers for Accelerating Learning Neural ODEs
Justin Baker, Hedi Xia, Yiwei Wang +7
Learning neural ODEs often requires solving very stiff ODE systems, primarily using explicit adaptive step size ODE solvers. These solvers are computationally expensive, requiring…
math.NA2022
A numerical algorithm for inverse problem from partial boundary measurement arising from mean field game problem
Yat Tin Chow, Samy Wu Fung, Siting Liu +2
In this work, we consider a novel inverse problem in mean-field games (MFG). We aim to recover the MFG model parameters that govern the underlying interactions among the population…
math.NA2020
Generalized Unnormalized Optimal Transport and its fast algorithms
Wonjun Lee, Rongjie Lai, Wuchen Li +1
We introduce fast algorithms for generalized unnormalized optimal transport. To handle densities with different total mass, we consider a dynamic model, which mixes the optim…