Stochastic gradient descent (SGD) with gradient clipping and additive noise has become a standard technique for training machine learning models, particularly in applications requiring robustness or privacy guarantees. However, clipping introduces a bias in stochastic gradients, while additive noise introduces additional variance, making the long-run behaviour of individual optimization trajectories difficult to characterize. In this work, we prove that SGD with clipping and additive Gaussian noise (SGD-CN) converges almost surely (a.s.) under smoothness and uniformly bounded stochastic-gradient noise assumptions, provided the step sizes satisfy some standard decaying conditions. Our analysis extends to momentum variants such as the stochastic heavy ball and Nesterov’s accelerated gradient, where we show that careful energy constructions yield similar guarantees. These results provide stronger theoretical foundations for understanding the pathwise behaviour of clipped stochastic gradient methods and suggest that, despite the bias and noise introduced by clipping and perturbation, the algorithm remains stable in both convex and nonconvex regimes.

Outliers are important for stress-testing algorithms and understanding system behaviour under rare conditions. Despite being commonly described as low-likelihood events, existing generative approaches rarely control likelihood explicitly. In this work, we introduce a measure-theoretic notion of outliers based on the distribution of log-likelihood values, which is guaranteed to assign higher probability mass to low-likelihood events with a specifiable magnitude. Building on this formulation, we derive how likelihood reweighting modifies the diffusion score and use this relation to motivate a controlled modification of the reverse-time dynamics. In particular, likelihood reweighting implies a scaling of the score function with a control term derived from the Radon-Nikodym derivative of the likelihood distributions. Correspondingly, the updated score function can be obtained with no retraining of the diffusion model. We exploit the Ornstein-Uhlenbeck semigroup underlying diffusion models to motivate an exponentially interpolated controller which approximates the true control. Experiments demonstrate controlled generation of low-likelihood samples while remaining consistent with the data geometry.

Constructing Lyapunov functions for nonlinear dynamical systems is a central problem in stability analysis, yet remains challenging. Lyapunov functions are commonly characterized as solutions to first-order partial differential equations (PDEs), but these solutions are typically obtained for single systems, limiting their reuse across systems. In this paper, we study the Lyapunov solution operator that maps a vector field to the corresponding Lyapunov function defined by a dissipation-based Lyapunov PDE. We establish that, on compact subsets of the domain of attraction and under exponential stability assumptions, this operator is well-defined, unique, and continuous with respect to perturbations of both the vector field and the dissipation function. These results provide a theoretical foundation for approximating Lyapunov functions uniformly over families of nonlinear systems. Building on these theoretical foundations, we employ Fourier Neural Operators (FNOs) as a data-driven approximation of the Lyapunov solution operator. Numerical experiments demonstrate that a single trained operator can accurately approximate the numerical Lyapunov functions across parameterized families of dynamics. This illustrates the potential of neural operators for approximating Lyapunov functions.

This work introduces a diffusion model-based approach to modelling temporal point processes via an asynchronous noise schedule. At each step of the diffusion process, the noise schedule injects noise of varying scales into different parts of the data. With a careful design of the noise schedules, earlier events are generated faster than later ones, thus providing stronger conditioning for forecasting the more distant future. We derive an objective to effectively train these models for a general family of noise schedules based on conditional flow matching. Our method models the joint distribution of the latent representations of events in a sequence and achieves state-of-the-art results in predicting both the next inter-event time and event type on benchmark datasets. Additionally, it flexibly accommodates varying lengths of observation and prediction windows in different forecasting settings by adjusting the starting and ending points of the generation process. Finally, our method shows strong performance in long horizon prediction tasks, outperforming existing baseline methods.

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this paradigm: they approximate solutions by minimizing residual losses at collocation points, introducing new sources of error arising from optimization, sampling, representation, and overfitting. As a result, the generalization error in the solution space remains an open problem. Our main theoretical contribution establishes generalization bounds that connect residual control to solution-space error. We prove that when neural approximations lie in a compact subset of the solution space, vanishing residual error guarantees convergence to the true solution. We derive deterministic and probabilistic convergence results and provide certified generalization bounds translating residual, boundary, and initial errors into explicit solution error guarantees.

This paper introduces Manifold-Guided Stabilizing Control (MGSC), a novel approach to synthesizing stabilizing controllers for nonlinear dynamical systems using diffusion models. Our method formulates control synthesis as a search for the closest asymptotically stable vector field within a learned manifold of stable dynamics. We train a diffusion model on a dataset of asymptotically stable vector fields and employ Tweedie’s estimate to iteratively adjust control parameters, ensuring convergence to a stabilizing controller. This formulation enables zero-shot stabilization for previously unseen systems with significantly reduced computational cost. Our numerical experiments demonstrate that MGSC achieves stabilization in just 16 seconds, compared to 2 minutes in prior work, while generalizing effectively across different nonlinear control problems. These results highlight the potential of diffusion models as a powerful tool for fast, data-driven control synthesis.

Solving nonlinear optimal control problems is a challenging task, particularly for highdimensional problems. We propose algorithms for model-based policy iterations to solve nonlinear optimal control problems with convergence guarantees. The main component of our approach is an iterative procedure that utilizes neural approximations to solve linear partial differential equations (PDEs), ensuring convergence. We present two variants of the algorithms. The first variant formulates the optimization problem as a linear least square problem, drawing inspiration from extreme learning machine (ELM) for solving PDEs. This variant efficiently handles low-dimensional problems with high accuracy. The second variant is based on a physics-informed neural network (PINN) for solving PDEs and has the potential to address high-dimensional problems. We demonstrate that both algorithms outperform traditional approaches, such as Galerkin methods, by a significant margin. We provide a theoretical analysis of both algorithms in terms of convergence of neural approximations towards the true optimal solutions in a general setting. Furthermore, we employ formal verification techniques to demonstrate the verifiable stability of the resulting controllers.

Diffusion models have emerged as a promising class of generative models that map noisy inputs to realistic images. More recently, they have been employed to generate solutions to partial differential equations (PDEs). However, they still struggle with inverse problems in the Laplacian operator, for instance, the Poisson equation, because the eigenvalues that are large in magnitude amplify the measurement noise. This paper presents a novel approach for the inverse and forward solution of PDEs through the use of denoising diffusion restoration models (DDRM). DDRMs were used in linear inverse problems to restore original clean signals by exploiting the singular value decomposition (SVD) of the linear operator. Equivalently, we present an approach to restore the solution and the parameters in the Poisson equation by exploiting the eigenvalues and the eigenfunctions of the Laplacian operator. Our results show that using denoising diffusion restoration significantly improves the estimation of the solution and parameters. Our research, as a result, pioneers the integration of diffusion models with the principles of underlying physics to solve PDEs.

Reinforcement learning (RL) has emerged as a powerful technique for training agents to excel in a wide range of sequential decision-making tasks, including playing video games in the Atari 2600 environment. While convolutional neural networks (CNNs) have been effective in extracting meaningful features from frames, the representation of motion remains a challenge. Optical flow (OF) gives information about the motion in sequential image data such as videos, which makes it useful in reinforcement learning. In this paper, we propose an approach to improve the performance of RL models in Atari environments by concatenating OF with raw image frames as input. Our experiments show that adding OF to an environment improves the training of the Deep Q Network (DQN) model and shows higher rewards compared to concatenating the present frame with its previous frame.

This paper introduces harmonic control Lyapunov barrier functions (harmonic CLBF) that aid in constrained control problems such as reach-avoid problems. Harmonic CLBFs exploit the maximum principle that harmonic functions satisfy to encode the properties of control Lyapunov barrier functions (CLBFs). As a result, they can be initiated at the start of an experiment rather than trained based on sample trajectories. The control inputs are selected to maximize the inner product of the system dynamics with the steepest descent direction of the harmonic CLBF. Numerical results are presented with four different systems under different reach-avoid environments. Harmonic CLBFs show a significantly low risk of entering unsafe regions and a high probability of entering the goal region.

This paper proposes an actor-critic algorithm for controlling the temperature of a battery pack using a cooling fluid. This is modeled by a coupled 1D partial differential equation (PDE) with a controlled advection term that determines the speed of the cooling fluid. The Hamilton-Jacobi-Bellman (HJB) equation is a PDE that evaluates the optimality of the value function and determines an optimal controller. We propose an algorithm that treats the value network as a Physics-Informed Neural Network (PINN) to solve for the continuous-time HJB equation rather than a discrete-time Bellman optimality equation, and we derive an optimal controller for the environment that we exploit to achieve optimal control. Our experiments show that a hybrid-policy method that updates the value network using the HJB equation and updates the policy network identically to PPO achieves the best results in the control of this PDE system.

This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value function. Our work combines the HJB equation with reinforcement learning in continuous state and action spaces to improve the training of the value network. We treat the value network as a Physics-Informed Neural Network (PINN) to solve for the HJB equation by computing its derivatives with respect to its inputs exactly. The Proximal Policy Optimization (PPO)-Clipped algorithm is improvised with this implementation as it uses a value network to compute the objective function for its policy network. The HJBPPO algorithm shows an improved performance compared to PPO on the MuJoCo environments.

This paper deals with the parameterization of the Lorenz-96 model with two time-scale simplified ordinary differential equations describing advection, damping and forcing. We apply compressed sensing to parameterize the unresolved variables in terms of resolved variables.