Lagrangian Methods

We introduce a matrix generalization of the cone of Harvey and Lawson and prove that it is an exact special Lagrangian manifold. We further show that it belongs to a family of exact special Lagrangian manifolds that foliate the balanced manifold arising in deep learning.

Learning-based surrogates for AC optimal power flow (ACOPF) promise large speedups over classical solvers, but their operational value depends on physical feasibility as much as predictive accuracy. Physics-aware objectives such as the augmented Lagrangian (AL) improve constraint satisfaction at additional per-step cost, yet how this trade-off behaves with scale is uncharacterized. We sweep model and dataset sizes under both MSE and AL training, and characterize how constraint violation changes with network size across grids. Both objectives improve as power laws, but at different rates: MSE is governed primarily by model capacity, while AL is balanced across both. Violation grows roughly twice as fast with network size under MSE as under AL. On matched hardware, AL reduces violation by nearly $30\times$ for an order of magnitude more training time, with negligible added memory. The training objective determines not only where a surrogate lands but how its quality evolves with scale.

Dynamically feasible trajectory optimization for rigid-body systems is naturally formulated on the special Euclidean group SE(3) but is challenging when dynamics are available only as black-box computations without derivatives. This paper formulates the Trajectory Bundle Method (TBM) for motion planning implicitly on SE(3). Bundles are constructed in the Lie algebra and propagated through nonlinear rigid-body dynamics using exponential and logarithmic maps, enabling derivative-free planning of non-Euclidean trajectories. We show that Euclidean TBM interpolation error is bounded quadratically by bundle diameter and extend this result to SE(3), where the bound additionally depends on a local Lipschitz constant of the Log map. Numerical experiments corroborate these bounds. Finally, we demonstrate SE(3) TBM by optimizing an acrobatic, collision-free fixed-wing maneuver through a rotated aperture without explicit models or derivatives of the vehicle dynamics, aerodynamics, or collision model.

Differentiable causal discovery methods increasingly encode expert priors as forbidden-edge constraints enforced by an Augmented Lagrangian (ALM) penalty, on the assumption that a data-adaptive relaxation mechanism will discount and eventually override a rule the data consistently contradicts. We show this design, which we call \emph{guide, not bind}, fails for two independent, precisely characterized reasons, and that directly repairing both restores it only partially. First, sequential penalty-ramping ALM suppresses a wrongly-forbidden true edge before any counterfactual check can detect it: we give three necessary conditions any adaptive relaxation must satisfy to avoid this (Proposition~\ref{prop:conditions}), prove that DADU---the natural relaxation rule this paper introduces as the object of study---violates all three (Corollary~\ref{cor:dadu_failure}), and confirm the failure across 3{,}072 training runs spanning graphs from 4 to 32 nodes, where a single wrong prior suppresses a true edge in 87--97% of trials under DADU. Second, and independent of any fix to the mechanism, we prove in closed form that the standard correlation-matching objective ties a true edge and its reverse to an identical cost of exactly $2r^2$ (Lemma~\ref{lem:tie}), not because the underlying equal-variance model is unidentifiable, but because normalizing to correlation discards exactly the variance information that would make it identifiable; covariance matching instead separates the two directions by a provable margin of at least $w_0^4$ (Lemma~\ref{lem:separation}).

Modern explicit-time generative models, such as Flow Matching [Lipman et al., 2023] and Rectified Flow [Liu et al., 2023], are typically derived top-down via Optimal Transport and the continuity equation. This standard Eulerian approach focuses on the macroscopic transport of probability mass. In this paper, we present an alternative, bottom-up mechanical derivation grounded in a Lagrangian (particle-centric) perspective. By analyzing the local Taylor expansion of a continuous denoiser, we motivate a strict invariance condition required for optimal, singlestep generation: the conservation of target identity. Enforcing this condition yields a governing quasi-linear advection Partial Differential Equation (PDE). We demonstrate that solving this PDE via the Method of Characteristics analytically yields the straight-line trajectories of Flow Matching. This geometric perspective isolates the Jacobian of the denoiser as the primary source of trajectory curvature, providing a direct mathematical explanation for why straight-line flows enable massive step sizes, and why empirical models require distillation to flatten intersecting characteristics.

For solving nonconvex equality-constrained optimization problems, a recent Gradient-Eigenstep Algorithm by Goyens et al.~is an iteration-efficient approach, based on minimizing Fletcher's augmented Lagrangian function, for finding an approximate second-order stationary point from an arbitrary starting point. In this paper, the analysis of this algorithm is extended, offering a two-fold contribution. First, it is shown that a local-linear rate of convergence can be obtained by this method if it is initiated sufficiently close to a strong second-order stationary point and employs a sufficiently small step-size parameter and sufficiently large penalty parameter. In this case, the algorithm reduces to a gradient descent algorithm applied to minimize Fletcher's augmented Lagrangian. Second, as a particularly useful application of the first result, it is shown that the Gradient-Eigenstep algorithm can be used as an iteration-efficient subproblem solver in the context of a progressive sampling strategy for solving equality-constrained optimization problems when the objective and constraint functions are defined by large sample averages, ultimately offering an algorithm with an improved worst-case sample complexity when compared to an approach that solves a full-sample problem directly.

Pure Lagrangian neural simulators offer geometric flexibility and exact advection, making them well-suited for modeling moving domains and free surfaces. However, the absence of a fixed global reference frame introduces two severe limitations: a spatial bottleneck, in which model capacity is wasted on uniform regions because the dense particle neighborhoods required for stable gradients are applied indiscriminately, and rapid temporal drift, caused by purely local message passing that lacks a global anchor. Inspired by classical hybrid numerical solvers, we propose a Hybrid Lagrangian-Eulerian neural simulator that augments Lagrangian dynamics with an Eulerian representation. To address the spatial bottleneck, we introduce adaptive downsampling that eliminates kinematic redundancy, preserving micro-scale details on particles while aggregating compressed features onto Eulerian nodes to resolve large-scale dynamics. To counter temporal drift, we employ a cross-attention mechanism that queries these Eulerian features, using the fixed grid as a stable spatial anchor to correct trajectory deviations at every timestep. Comprehensive experiments show that this hierarchical, cross-attended design substantially suppresses error accumulation, establishing a new state-of-the-art for accuracy and rollout stability in Lagrangian fluid simulation.

Motivated by marginal distribution flows of reflected diffusions in bounded domains, we investigate when a density/flux pair solving a no-flux continuity equation admits a regular Lagrangian flow that remains in the closed domain and generates the prescribed density flow. We give sufficient conditions in terms of interior bounded-variation regularity, bounded-variation control on a boundary collar, a one-sided bound on an absolutely continuous divergence, and vanishing normal trace of the velocity. The proof uses the fact that tangency removes the singular boundary contribution to the divergence of the zero extension, thereby making the extended velocity admissible for the Ambrosio-DiPerna-Lions theory. We show that these boundary assumptions cannot be jointly relaxed so as to admit a boundary current mechanism. We construct an explicit smooth density/flux pair carrying a boundary current. Its density evolution is unique in a weighted class and its characteristics are unique, confined and transport the marginals, yet it admits no regular Lagrangian flow because the compressibility bound fails arbitrarily close to the initial time. We also establish two uniqueness results for no-flux Fokker-Planck equations: a duality result for bounded measurable drifts and a weighted energy result for entrance-type drifts singular at the boundary. Our results provide a rigorous mathematical justification for using the ODE-based sampling of reflected diffusion models under minimal regularity assumptions on the coefficients, and also indicate when such ODE-based samplers may fail.

Field-level inference of cosmological initial conditions from galaxy surveys requires a forward model that is simultaneously accurate in the non-linear regime, computationally efficient, and fully differentiable. Traditional N-body simulations are accurate but computationally prohibitive for iterative inference, while approximate solvers like Lagrangian Perturbation Theory (LPT) fail to capture the knotty halo-forming dynamics of the cosmic web at late times. We introduce the \textit{Lagrangian Neural Cellular Automaton} (LNCA), a hybrid deep learning framework that can be applied to emulate structure formation as a local, iterative dynamical process on a comoving lattice. Unlike standard Eulerian Convolutional Neural Networks (CNNs) which map fixed density fields, the LNCA operates in the Lagrangian frame, advecting the computational graph itself to follow the flow of mass. By training the network to learn only the \textit{residual} displacement corrections to the Zeldovich approximation, we achieve high-fidelity emulation of the non-linear physics while guaranteeing accuracy at large scales. We further constrain our model to produce complete trajectories, not just final states, by adopting an equivariant cellular automaton architecture, which recurrently iterates on its internal states to yield a dynamic history. The resulting model is strictly local, translationally and rotationally equivariant, and naturally supports continuous time integration, making it a reliable differentiable forward model for reconstructing the initial conditions of the universe from lightcone data. Our trained model supports percent-level precision in the power and cross spectra well into the non-linear regime ($k \lesssim 0.5 \, h \text{Mpc}^{-1}$), while requiring $\sim10^4$ times fewer learned parameters than comparable models which take the form of an interpretable internal dynamic rule set.

Locating periodic solutions of chaotic dynamical systems normally requires an initial guess close enough to the target orbit for numerical continuation or gradient-based search to converge. We show that Physics-Informed Neural Networks (PINNs) trained on sparse, noisy observations \emph{without} initial conditions recover periodic orbits of the gravitational three-body problem, including orbit families absent from the training data. The method rests on a second-order ODE formulation, fixed-frequency Fourier features, percentile-based adaptive refinement, and a trainable scaling parameter, each validated on forward problems. Across two 100-seed ensembles, $23$--$25\%$ of runs converge to families not present in the training data. We then ask what determines which family emerges. Two $χ^2$ tests give a consistent answer: changing the training data source significantly shifts the distribution of recovered families ($p < 0.001$, Cramér's $V = 0.339$), whereas switching between the two initialization distributions tested does not ($p = 0.620$, $V = 0.094$). The random seed selects which family a given run recovers; the \emph{distribution} the weights are drawn from does not shift the aggregate frequencies, but the training data does. The evidence is empirical: we do not characterize the loss landscape analytically, and PINNs remain slower than conventional integrators on well-posed initial-value problems. What the experiments establish is that the recovered orbits are verifiable rather than merely plausible: the identified ones refine to genuine periodic solutions, a network trained on Lagrange data recovers the figure-eight choreography (Li--Liao class I.A.1, matched to seven significant digits in $T^*$), and one trained on figure-eight data recovers a Broucke--Hadjidemetriou--Hénon orbit closing to $δ_T < 10^{-9}$.

A truckload carrier must accept or reject each load tender within seconds. The decision depends on fleet state, hours-of-service (HOS) clocks, and appointment windows. We model this as a weakly coupled dynamic program in which the resources relocate and carry clocks: serving a request moves the truck to a new market and depletes its clocks, and whether a truck can serve a request depends on its state. Occupancy-based reusable-resource models do not cover this setting. We build a real-time dual-price policy from the same Lagrangian relaxation that gives the problem's upper bound. Policy and bound come from one object, so every run reports a certified optimality gap. We prove three things. First, the certificate is valid for any duals, any discretization, and any surrogate quality. Second, the policy's same-time spatial-gradient rule is exactly fluid complementary slackness, and the policy is asymptotically optimal in the subcritical fluid regime; the fitted prices are also portable across sample paths, by linear-programming basis stability. Third, certificates have limits: per-resource Lagrangian slack can stay bounded away from zero at every fleet size. We exhibit a three-truck kernel with an exact rational certificate and a replication lemma. On a public closed-loop benchmark with thirty paired seeds, the policy -- which needs no rollout labels, only one offline dual solve -- beats a rollout-trained surrogate on two of three scenarios (tight: +2.0 pp, 95% CI [+0.5, +3.6], Wilcoxon p = 0.023; mild: +3.5 pp, CI [+2.4, +4.5]) and ties the third. It decides in 0.04-0.09 ms, three orders of magnitude faster than the Monte Carlo rollout teacher. Its certificates are stable across ten bounded instances per scenario, at 57-64% of optimal, within 3-6 points of what the 1000x-slower teacher certifies.

Constrained Optimization Problems are crucial in fields such as engineering, economics, and robotics, where high-dimensional search spaces and complex objectives and constraints are common. Numerical optimization methods, including Feasible Direction, Interior Point, and Sequential Quadratic Programming, have shown strong performance in finding feasible local optima, but require accurate analytical gradients and effective initialization, which can be challenging in real-world settings. Evolutionary Algorithms, on the other hand, offer gradient-free search and robustness to noisy landscapes, managing to detect global optima more often than numerical methods, but they often suffer from high computational costs and slow convergence. In this work, we propose a Hybrid Augmented Lagrangian (HyAL) method that integrates the AL framework's constraint-handling strengths with the exploratory power of population-based search. Our approach employs evolutionary techniques to solve subproblems within the AL iterations, promoting exploration and aiding in the escape from local optima. We conduct extensive experiments on benchmark optimization problems, comparing our method against state-of-the-art optimizers, including IPOPT and CMA-ES, and a standalone evolutionary optimization baseline (with constraint enforcement via penalties). In addition, we evaluate four population-based methods integrated within the AL framework to study the effect of different evolutionary solvers. Our results show that HyAL consistently produces high-quality solutions across the benchmark suite. It outperforms purely evolutionary approaches and scales more effectively to high-dimensional constrained problems, where evolutionary-only methods often struggle. HyAL also surpasses state-of-the-art numerical optimization algorithms on complex landscapes containing numerous local minima and saddle points.

We study the optimal transport of optimally controlled agents from a compactly supported absolutely continuous source to a discrete target measure. The ground cost for the transport is induced by the optimal cost of the agents' motion. When this ground cost satisfies the twist condition, the optimal transport map is given almost everywhere in terms of a Laguerre tessellation of the state space. We refer to this control-theoretic generalization of Laguerre tessellation as Control Laguerre Tessellation (CLT), and illustrate it for two ground costs induced by linear controlled agents with minimum energy and minimum time objectives.

We study nonasymptotic convergence of primal-dual methods for a class of nonconvex constrained optimization problems with a convex-composite structure. In this class, both the objective and the functional inequality constraints are given by convex Lipschitz outer functions composed with smooth nonlinear inner mappings. The analysis is complicated by constraint violation in a nonconvex functional inequality system and by the lack of an a priori bound on the multipliers. To address these issues, we restrict the dual variable to an auxiliary compact set and analyze a smoothed prox-linear augmented Lagrangian method through a nonsmooth nonconvex-concave minimax reformulation. The main contribution is a finite-time mechanism for converting stationarity of the truncated minimax problem into a KKT certificate for the original constrained problem. We show that, for a sufficiently large penalty parameter, all but a controlled number of iterates enter a near-feasible region. On this region, a local conic regularity condition uniformly bounds the associated prox-linear multipliers and thereby makes the artificial dual truncation inactive at the selected iterates. Building on this mechanism, we establish explicit convergence rates for the proposed method in terms of the KKT residual. With dual regularization, a global dual error bound together with a bias-balancing argument gives an $O(K^{-1/3})$ rate. In the unregularized case, under additional local structural assumptions including piecewise linearity of the outer functions, a local dual error bound yields the sharper $O(K^{-1/2})$ rate.

This paper proposes a Bayesian filtering-based approach for learning the dynamics of a physical system from partial, noisy measurements. We model the system dynamics using a Lagrangian mechanics formulation. As in Lagrangian neural networks (LNNs), we parameterize the kinetic and potential energies with neural networks. The unknown external forces in the Lagrangian formulation are modeled as white Gaussian noise. The corresponding Euler--Lagrange equations then yield a continuous-time stochastic state-space model (SSM) that describes the system dynamics. The neural network parameters and system states are then jointly learned via a maximum-likelihood method using Gaussian-approximation-based Bayesian filters. The effectiveness of the proposed method is demonstrated on pendulum and Duffing oscillator examples, and its performance is compared with conventional LNNs and with approximate Bayesian filters using known system models.

Use of quadrotor UAVs for wind velocity estimation is gaining popularity in recent studies, leveraging their maneuverability, compact size and low cost. Among available approaches, model-based wind velocity estimation is most commonly used, since it relies only on onboard sensors. However, as the quadrotor is a highly nonlinear system, thus making this task challenging. This study evaluate the use of both discrete and continuous dynamic equations of the quadrotor UAV for wind velocity estimation on SE(3), rather than commonly adapted continuous or discretized form. Lie Group Variational Integrator, developed on discrete Lagrangian is used as the discrete model without any approximation or discritization. The study assess both the discrete and continuous form of the quadrotor dynamics on SE(3) using Extended Kalman filter (EKF), and Unscented Kalman filter (UKF). The quadrotor UAV performance is evaluated in both MATLAB-based numerical simulations and free outdoor flight. The numerical simulations are conducted during both hovering and trajectory-tracking flights. Results demonstrate that, by using discrete SE(3) dynamics coupled with UKF, the quadrotor achieves higher estimation accuracy while maintaining trajectory tracking, even with low-cost sensors. These findings highlight the potential of discrete quadrotor models with UKF not only for wind velocity estimation but also for other high-accuracy tasks, even when relying on low-cost onboard sensors.

Scaling end-to-end autonomous driving to complex, open-world environments requires perceptual models that generalize to anomalous scenarios and planners that produce kinematically valid trajectories. Existing paradigms face a distinct dichotomy between representational efficiency and generalization capacity. Dense models (e.g., occupancy networks), while geometrically robust, incur critical computational bottlenecks and struggle with high-level semantic reasoning. Conversely, sparse, query-based planners are efficient but reliant on closed-set definitions, rendering them vulnerable to out-of-distribution (OOD) events. Although recent Vision-Language-Action (VLA) models offer open-vocabulary reasoning, their autoregressive, discrete token generation fundamentally conflicts with the continuous, high-frequency control requirements of vehicle dynamics. To address this, we propose Lagrange, an open-vocabulary, computationally sparse driving framework based on Masked Latent Fields (MLF). Rather than relying on dense volumetric reconstructions or closed-set query mechanisms, Lagrange exploits Vision-Language Models (VLMs) to encode class-agnostic object proposals into continuous semantic visual tokens. We introduce an intent-driven masked cross-attention module that temporally filters irrelevant entities, decoding the attended tokens into an implicit continuous energy field defined over spatial coordinates. By framing decision-making as a Lagrangian action minimization problem spanning this energy field, we enforce strict compliance with vehicle kinematics while executing collision avoidance. Extensive offline evaluations on both standard (nuScenes) and long-tail (CODA) benchmarks demonstrate that Lagrange establishes a promising framework for robust, interpretable, and kinematically feasible open-world autonomy.

Designing dynamically feasible trajectories for rigid bodies is a fundamental problem in robotics. While direct methods are widely used, the existing constrained optimizers typically operate in Euclidean space and ignore the manifold structure of rigid body motions. This mismatch may introduce singularities or lead to poorly conditioned optimization problems. To bridge this gap, we develop a structure-aware framework for constrained trajectory optimization directly on matrix Lie groups. Our approach is based on the second-order rigid body models utilizing Lie group structures, which enables efficient Newton-type updates while preserving the underlying geometry. Building on this model, we propose a line-search Lie Group Interior Point Method (LieIPM) to handle constraints on the manifolds. We instantiate the framework for rigid body motion planning using Lie group variational integrators and derive closed-form intrinsic derivatives that exploit group symmetries. The LieIPM preserves the topology of rotation motions by construction and avoids singularities. Numerical results demonstrate superior robustness and faster convergence compared to general-purpose solvers and structure-exploiting optimal control methods.

In science and engineering, Lagrangian simulation methods such as Smooth Particle Hydrodynamics (SPH) or Material Point Method (MPM) are often employed to study the behavior of dynamic systems. However, these methods can be prohibitively computationally expensive, particularly when simulating multi-scale spatial or temporal phenomena, e.g., void growth and coalescence within macro-scale geometries, structural failure of spacecraft components resulting from hypervelocity impact of space debris particles, etc. In contrast to graph-based methods, where the state of the system is understood as a discrete set of particles, we propose a learning framework for scalable representation and dynamics modeling of massive particle systems by treating the system state as a function and its evolution as a trajectory in Hilbert space. Rather than representing the state as a discrete set of particles or embedding it in a nonlinear latent manifold, we approximate the state space with a linear subspace spanned by learned neural basis functions. This parameterization enables direct projection to obtain latent coefficients and explicit access to the basis functions, avoiding optimization over a nonlinear latent space. The resulting representation admits a natural interpretation: latent variables correspond to coefficients in Hilbert space, and basis functions correspond to spatial modes, analogous to Proper Orthogonal Decomposition. The framework thus unifies classical projection-based reduced-order modeling with modern deep learning, while remaining invariant to the number of discretization points. Experiments on large-scale SPH simulations with over one million particles, including dynamic events with extreme deformation and fragmentation, demonstrate that the proposed method accurately reconstructs and predicts dynamics, achieving an R$^2$ score above $0.99$ with as few as $32$ basis functions.

Decision-focused learning has shown great promise for addressing predict-then-optimize problems, particularly in the presence of under-specified models. However, its practical deployment is often hindered by high computational costs and limited scalability, as it requires solving a constrained optimization problem for each training instance at every iteration. To address these challenges, we propose a novel framework that incorporates Lagrangian decomposition into the decision-focused learning paradigm. Specifically, we introduce a new surrogate objective along with two loss functions for evaluating and training the underlying prediction model. We further propose two variants of our approach, which offer different trade-offs between computational efficiency and solution quality. Our framework can be seamlessly integrated with standard decision-focused learning methods, including Smart Predict-then-Optimize (SPO+) and Implicit Maximum Likelihood Estimation (IMLE). Through experiments on two standard benchmarks, the multi-dimensional knapsack problem and quadratic portfolio optimization, we demonstrate that our approach achieves competitive performance while remaining amenable to parallelization. In particular, it consistently outperforms traditional decision-focused learning methods on large-scale instances, involving up to eight times more variables than those typically considered in related work. The implementation is available at https://github.com/corail-research/DFL-LD.

Predictive coding (PC) is a local-learning alternative to backpropagation (BP), training deep networks via local energy-minimization dynamics rather than a global backward pass. We introduce Augmented Lagrangian Predictive Coding (PC-ALM), which maintains PC's inference budget but aligns each weight update toward BP by accumulating per-layer constraint errors into a layer-local Lagrange multiplier. In linear PC networks, PC-ALM converges to an equilibrium with exact BP gradients distributed across the network via only layer-local updates. We analyze PC-ALM in nonlinear PC networks up to depth 128 and show that it matches BP performance across all width-depth regimes, notably in deep narrow networks where PC underperforms. PC-ALM introduces recurrent dynamics in each layer's activations. Compared to PC's heat flow on a scalar energy, PC-ALM dynamics are driven by dual ascent on the augmented Lagrangian. We observe "ballistic" credit propagation across very deep networks, with credit signals evenly distributed across layers, compared to PC's slow, diffusive credit propagation. Beyond the algorithm itself, the augmented Lagrangian framework offers a generalization of PC, and may yield insights into how distributed systems could compute and propagate BP-like credit signals through purely local dynamics.

Floating-material transport is influenced by unresolved processes that are often absent from available circulation products. We develop a data-driven transport-learning framework for learning effective transport corrections from limited Lagrangian observations using physically motivated ocean--atmosphere diagnostics and finite-memory representations motivated in part by inertial-particle memory effects. The diagnostic representation is analyzed through predictive and sparse symbolic-discovery approaches under leave-one-trajectory-out validation. Applications to Sargassum-following drifters in the Puerto Rico region and the Gulf Stream show that the diagnostics contain transport-relevant information beyond the baseline circulation products. Multilayer perceptron (MLP) ensembles provide flexible predictive trajectory corrections, while Sparse Identification of Nonlinear Dynamics (SINDy) tests whether instantaneous or delayed sparse symbolic transport structure can be extracted from the diagnostics. The results differ across flow regimes: (i) in Puerto Rico, delayed sparse symbolic corrections provide modest but systematic improvement; (ii) in the Gulf Stream application, dynamically useful sparse symbolic corrections remain primarily instantaneous even though delayed predictive information persists. These results support finite-memory transport effects in coarse-grained floating-material transport while also illustrating the difficulty of obtaining stable delayed sparse symbolic closures.

Optimization problems constrained by high-dimensional, time-dependent partial differential equations require repeated forward and sensitivity solves, making high-fidelity optimization computationally prohibitive in many-query design and control settings. We present a weak-form latent-space reduced-order modeling framework for accelerating gradient-based PDE-constrained optimization. The proposed approach builds on Weak-form Latent Space Dynamics Identification (WLaSDI), which compresses high-dimensional solution trajectories into a low-dimensional latent representation and identifies parametric latent dynamics using weak-form system identification. By avoiding explicit numerical differentiation of training trajectories, the weak-form improves robustness to noisy data and yields more reliable surrogate dynamics for optimization. We formulate the resulting reduced PDE-constrained optimization problem and derive both direct-sensitivity and adjoint-based gradient expressions for the learned latent dynamics, enabling scalable gradient evaluation with respect to design parameters. The framework is demonstrated on three time-dependent benchmark problems: thermal radiative transfer for optimal hohlraum design, the two-stream instability Vlasov-Poisson system, and the inviscid Burgers equation. Across these examples, WLaSDI produces accurate optimal designs, remains robust under noisy training data, and delivers substantial computational savings, including speedups of up to five orders of magnitude relative to full-order optimization. These results demonstrate that weak-form latent dynamics provide an efficient and noise-robust surrogate foundation for gradient-based optimization of complex time-dependent PDE systems.

This work addresses the problem of learning directed acyclic graphs (DAGs) from nodal observations generated by a linear structural equation model. DAG learning is a central task in signal processing, machine learning, and causal inference, but it remains challenging because acyclicity is a global combinatorial property. Continuous acyclicity constraints have led to important algorithmic advances by replacing the discrete DAG constraint with smooth equality constraints. However, existing formulations still involve difficult non-convex optimization landscapes and may suffer from degenerate first-order optimality conditions. Here, we restrict attention to DAGs with non-negative edge weights and exploit this additional structure to obtain a simpler characterization of acyclicity. Building on this characterization, we formulate a regularized non-negative DAG learning problem and develop an algorithm based on the method of multipliers. We further analyze the benign optimization landscape induced by non-negativity. In the population regime, we show that the true DAG is the unique global minimizer of the proposed augmented-Lagrangian formulation; moreover, the landscape contains no spurious interior stationary points, and the true DAG is the only acyclic KKT point. Numerical experiments on synthetic and real-world data show that the proposed method improves over state-of-the-art continuous DAG-learning alternatives.

Dental aerosol procedures produce sub-50 micrometre nuclei that can remain airborne for long periods in enclosed clinics, creating pathways for airborne pathogen transmission. Reynolds-Averaged Navier-Stokes (RANS) simulations with Euler-Lagrange particle tracking capture this transport accurately but require very long run times per scenario, which precludes real-time clinical decision support in 3D. We present the Eulerian-Lagrangian Graph Interaction Network (ELGIN), a physics-informed graph surrogate that jointly predicts carrier-flow dynamics on the OpenFOAM polyhedral mesh and the per-parcel motion of the polydisperse spray cloud. ELGIN couples a multi-head Graph Transformer with Jacobi-preconditioned learnable pressure projection and a turbulence-closure head to a sigmoid-gated Lagrangian Interaction Network through differentiable inverse-distance mesh-parcel coupling, and advances parcels with a symplectic Stormer-Verlet integrator. A four-stage physics-informed curriculum stabilises 260-step autoregressive rollouts without gradient explosion. A parameter sweep with foam-extend 4.1 OpenFOAM reactingParcelFoam across clinically relevant ventilation rates and handpiece spray speeds provides CFD ground truth. This article reports a single-case demonstration in which both ELGIN and a Lagrangian-only baseline (M0) are trained and evaluated on Sweep_Case_03 of a twenty-case sweep; full 16/2/2 retraining is in progress and will replace all reported metrics. On this case, ELGIN tracks the foam-extend particle cloud much more closely than M0: mean parcel displacement error falls from 19.56% to 16.20% of room width and cloud radius-of-gyration error from 9.85% to 6.58%. A 26-second rollout completes in ~64 s on a 4 GB GPU, approximately 37x faster than the foam-extend reference pipeline, toward per-appointment infection-risk screening once the multi-case checkpoint is in place.

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the coupling constraints, LR enables parallel subproblem solving and often yields tighter dual bounds than standard linear programming relaxations, which is crucial for efficient branch-and-bound pruning. While recent empirical work has shown promising results using machine learning to predict these multipliers, a theoretical understanding of such methods remains an open question. In this work, we bridge this gap by analyzing the problem of learning LR through the lens of Data-driven Algorithm Design, i.e., a statistical learning problem over a distribution of problem instances. Our contributions are as follows: first, we derive a generalization bound of $\mathcal{O}(s^{1.5}/\sqrt{N})$ for the learned multipliers, where $s$ is the number of coupling constraints and $N$ is the sample size. Second, we provide a minimax lower-bound of $Ω(s/\sqrt{N})$, proving that a linear dependency is unavoidable. Third, we constructively close this theoretical gap by proving that Stochastic Gradient Ascent (SGA) with averaging achieves the minimax optimal rate $Θ(s/\sqrt{N})$. Finally, we extend our framework to the learning-to-warm-start setting, proving that it achieves a fast, minimax-optimal rate of $Θ(s/N)$ and establishing a theoretical advantage over direct multiplier prediction.

Flow matching trains a neural velocity field by regression against a target velocity associated with a prescribed probability path connecting a simple initial distribution to the data distribution. A central design choice is the path itself. Existing constructions, including rectified and optimal-transport-based paths, transport samples along straight lines between coupled endpoints and thus cover only a narrow class of dynamics. We observe that this corresponds to the simplest case of the least-action principle in classical mechanics, in which the kinetic Lagrangian yields free-particle straight-line trajectories. Building on this observation, we propose Lagrangian flow matching, a physics-based framework in which the probability path and velocity field are determined by minimizing the action of a general Lagrangian subject to the continuity equation and the prescribed endpoints. We show that this dynamic problem admits an equivalent static optimal transport (OT) formulation, yielding a family of simulation-free training objectives that recover OT-based flow matching as the kinetic special case and the trigonometric variance-preserving diffusion path as the harmonic-oscillator case. More general Lagrangians give rise to new probability paths and velocity fields, and numerical experiments show that they induce meaningful changes in the learned dynamics while remaining competitive with existing conditional flow matching models.

We study policy optimization for infinite-horizon, discounted constrained Markov decision processes (CMDPs). While existing theoretical guarantees typically hold for the mixture policy, deploying such a policy is computationally and memory intensive. This leads to a practical mismatch where a single (last-iterate) policy must be deployed. Recent theoretical works have thus focused on proving last-iterate convergence, but are largely limited to the tabular setting or to algorithmic variants that are rarely used in practice. To address this, we use the classic inexact augmented Lagrangian ($\texttt{AL}$) method from constrained optimization, and propose a general framework with provable last-iterate convergence for CMDPs. We first focus on the tabular setting and propose to solve the $\texttt{AL}$ sub-problem with projected Q-ascent ($\texttt{PQA}$). Combining the theoretical guarantees of $\texttt{PQA}$ and the standard $\texttt{AL}$ analysis enables us to establish global last-iterate convergence. We generalize these results to handle log-linear policies, and demonstrate that an efficient, projected variant of $\texttt{PQA}$ can achieve last-iterate convergence with comparable guarantees as prior work. Finally, we demonstrate that our framework scales to complex non-linear policies, and evaluate it on continuous control tasks.

Reconstructing 3D fluid velocity fields from sparse 2D video observations is a highly ill-posed inverse problem, demanding both transport consistency with observed motion and physical validity under fluid laws. Existing methods typically impose these constraints through soft penalties, often leading to compromised accuracy and convergence issues. We introduce a reconstruction framework that structurally enforces both constraints. Specifically, we parameterize the reconstructed velocity using a continuous Divergence-Free Kernel representation, driving the advection of a Lagrangian 3D Gaussian Splatting representation. This formulation intrinsically guarantees both flow incompressibility and long-range transport coherence by construction. To enable the efficient optimization of such a constrained system, we introduce a novel Sliding Window scheme that propagates gradients over meaningful temporal horizons while maintaining tractable training costs. Experiments on synthetic and real-world datasets demonstrate that our method outperforms state-of-the-art baselines in both transport consistency and physical accuracy, enabling applications such as high-quality re-simulation and flow analysis.

The population dynamics of molecules, cells, and organisms are governed by a number of unknown forces. In the last decade, population dynamics have predominantly been modeled with Wasserstein gradient flows. However, since gradient flows minimize free energy, they fail to capture important dynamical properties, such as periodicity. In this work, we propose a change in perspective by considering dynamics that minimize a population-level action under a damped Wasserstein Lagrangian. By deriving the corresponding Hamiltonian equations of motion, we formalize Wasserstein Lagrangian Mechanics, a structured class of second-order dynamics that encompasses classical mechanics, quantum mechanics, and gradient flows. We then propose WLM as the first algorithm that learns these second-order dynamics from observed marginals, without specifying the Lagrangian. By directly learning the population mechanics, WLM can both forecast and interpolate unseen marginals, and outperforms existing gradient flow and flow matching methods across a wide range of dynamics, including vortex dynamics, embryonic development, and flocking.

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range predictions. We develop an optimization-based integrator that minimizes the squared Euler--Lagrange residual via a mesh-free near-symplectic construction on local space-time patches. Different from integrators for analytical models, integrators for learned models should decouple model error (phase error) from integration error (conservation error). By relying on optimization rather than time-stepping, we bypass the global coupling inherent to fixed discretizations, which slows time- and space-stepping and complicates learning. Our method scales linearly with domain size via Jacobi iteration, and places no structural requirements on the learned network, allowing it to be coupled with existing physics-guided machine learning (ML) methods. We validate our approach on a learned representation of a double pendulum, a one-dimensional wave equation, and a two-dimensional wave equation. Our method achieves error comparable to classical symplectic methods while generalizing to spatially varying dynamics and arbitrary boundary conditions without retraining.

In this paper, we propose Lagrangian Gaussian Processes (LGPs) for probabilistic and data-efficient learning of dynamics via discrete forced Euler-Lagrange equations. Importantly, the geometric structure of the Lagrange-d'Alembert principle, which governs the motion of dynamical systems, is preserved by construction in the absence of external forces. This allows learning physically consistent models that overcome erroneous drift in the system's energy, thereby providing stable long-term predictions. At the core of our approach lie linear operators for Gaussian process conditioning, constructed from discrete forced Euler-Lagrange equations and variational discretization schemes. Thereby and unlike prior work, the method enables learning dynamics from discrete position snapshots, i.e., without access to a system's velocities or momenta. This is particularly relevant for a large class of practical scenarios where only position measurements are available, for instance, in motion capture or visual servoing applications. We demonstrate the data-efficiency and generalization capabilities of the LGPs in various synthetic and real-world case studies, including a real-world soft robot with hysteresis. The experimental results underscore that the LGPs learn physically consistent dynamics with uncertainty quantification solely from sparse positional data and enable stable long-term predictions.

This work proposes a novel control and estimation approach for aerial manipulation of a cable-suspended load using Unmanned Aerial Vehicles (UAVs). Common approaches in the state of the art have practical limitations, relying on direct load measurements and Lagrangian methods for dynamic modeling. The lack of a straightforward dynamic model of the system led us to propose adopting the Udwadia-Kalaba method to explicitly incorporate the cable's geometric constraints. This formulation allowed for the consistent derivation of the tension force and its direct integration into the NMPC prediction model. Additionally, we propose a sensorless load state estimation based on the same geometric constraints. Results from real-robot experiments demonstrated that the explicit inclusion of load dynamics in the optimization problem significantly reduces trajectory-tracking errors and yields better overall performance compared to strategies based on incomplete models.

Safety is a primary challenge in real-world reinforcement learning (RL). Formulating safety requirements as state-wise constraints has become a prominent paradigm. Handling state-wise constraints with the Lagrangian method requires a distinct multiplier for every state, necessitating neural networks to approximate them as a multiplier network. However, applying standard dual gradient ascent to multiplier networks induces severe training oscillations. This is because the inherent instability of dual ascent is exacerbated by network generalization -- local overshoots and delayed updates propagate to adjacent states, further amplifying policy fluctuations. Existing stabilization techniques are designed for scalar multipliers, which are inadequate for state-dependent multiplier networks. To address this challenge, we propose an augmented Lagrangian multiplier network (ALaM) framework for stable learning of state-wise multipliers. ALaM consists of two key components. First, a quadratic penalty is introduced into the augmented Lagrangian to compensate for delayed multiplier updates and establish the local convexity near the optimum, thereby mitigating policy oscillations. Second, the multiplier network is trained via supervised regression toward a dual target, which stabilizes training and promotes convergence. Theoretically, we show that ALaM guarantees multiplier convergence and thus recovers the optimal policy of the constrained problem. Building on this framework, we integrate soft actor-critic (SAC) with ALaM to develop the SAC-ALaM algorithm. Experiments demonstrate that SAC-ALaM outperforms state-of-the-art safe RL baselines in both safety and return, while also stabilizing training dynamics and learning well-calibrated multipliers for risk identification.

We propose an arbitrary Lagrangian-Eulerian (ALE)-consistent machine learning framework for long-term fluid-structure interaction (FSI) prediction on deforming unstructured meshes. Specifically, the fluid dynamics are modeled by a surrogate that combines a graph neural operator (GNO) with a vision Transformer (ViT) for spatiotemporal prediction, while a lightweight long short-term memory (LSTM) network predicts structural kinematics at the interface. The two surrogates are coupled through a standard partitioned procedure. Most importantly, kinematic compatibility at the moving interface is enforced via an ALE-consistent boundary-correction step that updates the fluid-side interface velocity with the predicted structural velocity at each coupling update, thereby improving near-interface accuracy and long-term rollout stability. To mitigate autoregressive error accumulation, a two-stage training strategy is adopted, consisting of single-step supervised pretraining followed by long-term autoregressive fine-tuning. The proposed framework is validated on the benchmark problem of a flexible beam vibration in the wake of a cylinder. Results demonstrate accurate phase-consistent predictions over long rollouts and robust generalization under inlet-profile variations in both interpolation and extrapolation settings. Systematic ablation studies further assess the respective contributions of the ViT module, ALE-consistent boundary correction, and long-term training to predictive accuracy and rollout robustness.

We prove error bounds for operator surrogates of solution operators for partial differential and boundary integral equations on families of domains which are diffeomorphic to one common reference (or latent) domain $D_{ref}$. The pullback of the PDE to $D_{ref}$ via affine-parametric shape encoding produces a collection of holomorphic parametric PDEs on $D_{ref}$. Sufficient conditions for (uniformly with respect to the parameter) well-posedness are given, implying existence, uniqueness and stability of parametric solution families on $D_{ref}$. We illustrate the abstract hypotheses by reviewing recent holomorphy results for a suite of elliptic and parabolic PDEs. Quantified parametric holomorphy implies existence of finite-parametric, discrete approximations of the parametric solution families with convergence rates in terms of the number $N$ of parameters. We obtain constructive proofs of existence of Neural and Spectral Operator surrogates for the shape-to-solution maps with error bounds and convergence rate guarantees uniform on the collection of admissible shapes. We admit principal-component shape encoders and frame decoders. Our results support in particular the (empirically reported) ability of neural operators to realize data-to-solution maps for elliptic and parabolic PDEs and BIEs that generalize across parametric families of shapes.

We introduce a new framework for room acoustics modelling based on a state-space model of the boundary integral equation representing the sound field in a room. Whereas state-space models of linear time-invariant systems are traditionally constructed by means of a state vector and a 4-tuple of system matrices, the state-space representation introduced in this work consists of a state function representing the pressure distribution at the room boundary, and a 4-tuple of integral operators. We refer to this representation as a boundary integral operator state-space (BIOSS) model and provide a physical interpretation for each of the integral operators. As many mathematical operations on vectors and matrices translate to functions and operators, the BIOSS representation can be manipulated to obtain two transfer function representations, having either a feedback or a parallel feedforward structure. Consequently, various equivalent representations for room acoustics are obtained in the BIOSS framework, in the time or frequency domain, and in continuous or discrete space. We discuss two future directions for how the proposed framework can be fertile for research on room acoustics modelling. Firstly, we identify equivalences between the BIOSS framework and various existing room acoustics models (boundary element models, delay networks, geometric models), which may be used to establish relations between existing models and to develop novel room acoustics models. Secondly, we postulate on how concepts from state-space theory, such as observability, controllability, and state realization, can be used for developing new inference and control methods for room acoustics.

We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic consistency constraints. This framework gives rise to a family of forward-backward algorithms whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational complexity. For general nonlinear, non-Gaussian models, we close the recursions using generalized statistical linear regression and Fourier--Hermite moment matching.