Optimal damping consists of identifying a viscosity vector that maximizes the decay rate of a mechanical system's response. This can be rephrased as minimizing the trace of the solution of a Lyapunov equation whose coefficient matrix, representing the system dynamics, depends on the dampers' viscosities. The latter must be nonnegative for a physically meaningful solution, and the system must be asymptotically stable at the solution.

In this talk, we present conditions under which the system is never stable or may not be stable for certain values of the viscosity vector, and, in the latter case, discuss how to modify the constraints so as to guarantee stability. We show that the KKT conditions of our nonlinear optimization problem are equivalent to a viscosity-dependent nonlinear residual function that is equal to zero at an optimal viscosity vector. To minimize this residual function, we propose a Barzilai-Borwein residual minimization algorithm (BBRMA) and a spectral projection gradient algorithm (SPG). The efficiency of both algorithms relies on a fast computation of the gradient for BBRMA, and both the objective function and its gradient for SPG. By fully exploiting the low-rank structure of the problem, we show how to compute these in $O(n^2)$ operations, $n$ being the size of the mechanical system.

This is joint work with Qingna Li (Beijing Institute of Technology).

Time-series datasets are central in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs), which are powerful mathematical tools that allow for probabilistic and interpretable learning on time series. Estimating the model parameters in SSMs is arguably one of the most complicated tasks, and the inclusion of prior knowledge is known to both ease the interpretation but also to complicate the inferential tasks. In this talk, I will introduce a novel joint graphical modeling framework called DGLASSO (Dynamic Graphical Lasso) [1], that bridges the static graphical Lasso model [2] and the causal-based graphical approach for the linear-Gaussian SSM in [3]. I will also present a new inference method within the DGLASSO framework that implements an efficient block alternating majorization-minimization algorithm. The algorithm's convergence is established by departing from modern tools from nonlinear analysis. Experimental validation on synthetic and real weather variability data showcases the effectiveness of the proposed model and inference algorithm.

[1] E. Chouzenoux and V. Elvira. Sparse Graphical Linear Dynamical Systems. Journal of Machine Learning Research, vol. 25, no. 223, pp. 1-53, 2024

[2] J. Friedman, T. Hastie, and R. Tibshirani. Sparse inverse covariance estimation with the graphical LASSO. Biostatistics, vol. 9, no. 3, pp. 432–441, Jul. 2008.

[3] V. Elvira and E. Chouzenoux. Graphical Inference in Linear-Gaussian State-Space Models. IEEE Transactions on Signal Processing, vol. 70, pp. 4757-4771, Sep. 2022.

Over the last decade, adversarial attack algorithms have revealed instabilities in artificial intelligence (AI) tools. These algorithms raise issues regarding safety, reliability and interpretability; especially in high risk settings. Mathematics is at the heart of this landscape, with ideas from  numerical analysis, optimization, and high dimensional stochastic analysis playing key roles. From a practical perspective, there has been a war of escalation between those developing attack and defence strategies. At a more theoretical level, researchers have also studied bigger picture questions concerning the existence and computability of successful attacks. I will present examples of attack algorithms for neural networks in image classification, for transformer models in optical character recognition and for large language models. I will also show how recent generative diffusion models can be used adversarially. From a more theoretical perspective, I will outline recent results on the overarching question of whether, under reasonable assumptions, it is inevitable that AI tools will be vulnerable to attack.