Square-root Kalman filters propagate state covariances in Cholesky-factor form for numerical stability, and are a natural target for gradient-based parameter learning in state-space models. Their core operation, triangularization of a matrix $M \in \mathbb{R}^{n \times m}$, is computed via a QR decomposition in practice, but naively differentiating through it causes two problems: the semi-orthogonal factor is non-unique when $m > n$, yielding undefined gradients; and the standard Jacobian formula involves inverses, which diverges when $M$ is rank-deficient. Both are resolved by the observation that all filter outputs relevant to learning depend on the input matrix only through the Gramian $MM^\top$, so the composite loss is smooth in $M$ even where the triangularization is not. We derive a closed-form chain-rule directly from the differential of this Gramian identity, prove it exact for the Kalman log-marginal likelihood and filtered moments, and extend it to rank-deficient inputs via a two-component decomposition: a column-space term based on the Moore--Penrose pseudoinverse, and a null-space correction for perturbations outside the column space of $M$.

This paper presents intersection of Physics informed neural networks (PINNs) and Lie symmetry group to enhance the accuracy and efficiency of solving partial differential equation (PDEs). Various methods have been developed to solve these equations. A Lie group is an efficient method that can lead to exact solutions for the PDEs that possessing Lie Symmetry. Leveraging the concept of infinitesimal generators from Lie symmetry group in a novel manner within PINN leads to significant improvements in solution of PDEs. In this study three distinct cases are discussed, each showing progressive improvements achieved through Lie symmetry modifications and adaptive techniques. State-of-the-art numerical methods are adopted for comparing the progressive PINN models. Numerical experiments demonstrate the key role of Lie symmetry in enhancing PINNs performance, emphasizing the importance of integrating abstract mathematical concepts into deep learning for addressing complex scientific problems adequately.

We develop a physics-informed neural network (PINN) framework for parameter estimation in fractional-order SEIRD epidemic models. By embedding the Caputo fractional derivative into the network residuals via the L1 discretization scheme, our method simultaneously reconstructs epidemic trajectories and infers both epidemiological parameters and the fractional memory order $α$. The fractional formulation extends classical integer-order models by capturing long-range memory effects in disease progression, incubation, and recovery. Our framework learns the fractional memory order $α$ as a trainable parameter while simultaneously estimating the epidemiological rates $(β, σ, γ, μ)$. A composite loss combining data misfit, physics residuals, and initial conditions, with constraints on positivity and population conservation, ensures both accuracy and biological consistency. Tests on synthetic Mpox data confirm reliable recovery of $α$ and parameters under noise, while applications to COVID-19 show that optimal $α\in (0, 1]$ captures memory effects and improves predictive performance over the classical SEIRD model. This work establishes PINNs as a robust tool for learning memory effects in epidemic dynamics, with implications for forecasting, control strategies, and the analysis of non-Markovian epidemic processes.

Non-autonomous differential equations are crucial for modeling systems influenced by external signals, yet fitting these models to data becomes particularly challenging when the signals change abruptly. To address this problem, we propose a novel parameter estimation method utilizing functional approximations with artificial neural networks. Our approach, termed Harmonic Approximation of Discontinuous External Signals using Neural Networks (HADES-NN), operates in two iterated stages. In the first stage, the algorithm employs a neural network to approximate the discontinuous signal with a smooth function. In the second stage, it uses this smooth approximate signal to estimate model parameters. HADES-NN gives highly accurate and precise parameter estimates across various applications, including circadian clock systems regulated by external light inputs measured via wearable devices and the mating response of yeast to external pheromone signals. HADES-NN greatly extends the range of model systems that can be fit to real-world measurements.

The purpose of this note is to clarify the importance of the relation $\boldsymbol{gg}^{\top}\propto \boldsymbol{\sigma\sigma}^{\top}$ in solving control-affine Schr\"{o}dinger bridge problems via the Hopf-Cole transform, where $\boldsymbol{g},\boldsymbol{\sigma}$ are the control and noise coefficients, respectively. We show that the Hopf-Cole transform applied to the conditions of optimality for generic control-affine Schr\"{o}dinger bridge problems, i.e., without the assumption $\boldsymbol{gg}^{\top}\propto\boldsymbol{\sigma\sigma}^{\top}$, gives a pair of forward-backward PDEs that are neither linear nor equation-level decoupled. We explain how the resulting PDEs can be interpreted as nonlinear forward-backward advection-diffusion-reaction equations, where the nonlinearity stem from additional drift and reaction terms involving the gradient of the log-likelihood a.k.a. the score. These additional drift and reaction vanish when $\boldsymbol{gg}^{\top}\propto\boldsymbol{\sigma\sigma}^{\top}$, and the resulting boundary-coupled system of linear PDEs can then be solved by dynamic Sinkhorn recursions. A key takeaway of our work is that the numerical solution of the generic control-affine Schr\"{o}dinger bridge requires further algorithmic development, possibly generalizing the dynamic Sinkhorn recursion or otherwise.

Pretrained large language models (LLMs) are surprisingly effective at performing zero-shot tasks, including time-series forecasting. However, understanding the mechanisms behind such capabilities remains highly challenging due to the complexity of the models. In this paper, we study LLMs' ability to extrapolate the behavior of dynamical systems whose evolution is governed by principles of physical interest. Our results show that LLaMA 2, a language model trained primarily on texts, achieves accurate predictions of dynamical system time series without fine-tuning or prompt engineering. Moreover, the accuracy of the learned physical rules increases with the length of the input context window, revealing an in-context version of neural scaling law. Along the way, we present a flexible and efficient algorithm for extracting probability density functions of multi-digit numbers directly from LLMs.

For these types of mathematical research data, the Mathematical Research Data Initiative has developed, merged and implemented ontologies and knowledge graphs. This contributes to making mathematical research data FAIR by introducing semantic technology and documenting the mathematical foundations accordingly. Using the concrete example of microfracture analysis of porous media, it is shown how the knowledge of the underlying mathematical model and the corresponding numerical algorithms for its solution can be represented by the ontologies.

We propose a novel methodology for estimating the epidemiological parameters of a modified SIRD model (acronym of Susceptible, Infected, Recovered and Deceased individuals) and perform a short-term forecast of SARS-CoV-2 virus spread. We mainly focus on forecasting number of deceased. The procedure was tested on reported data for Poland. For some short-time intervals we performed numerical test investigating stability of parameter estimates in the proposed approach. Numerical experiments confirm the effectiveness of short-term forecasts (up to 2 weeks) and stability of the method. To improve their performance (i.e.

We use both statistical methods and machine learning to understand the relationship between the structure/geometry of porous materials and their mass transport properties, i.e. diffusive transport and fluid flow. In a recent project, we generated a large number of virtual materials structures and computed diffusivity and fluid permeability using lattice Boltzmann methods. The data set consists of 90,000 binary 3D arrays of size 192 3 and the corresponding computed properties, to our knowledge the largest dataset ever of this kind. We used both artificial neural networks (ANNs) and 3D convolutional neural networks (CNNs) to perform nonlinear regression and predict the mass transport properties with high accuracy. However, in many practical cases, only 2D data is available.