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Automated model discovery of partial differential equations (PDEs) usually considers a single experiment or dataset to infer the underlying governing equations. In practice, experiments have inherent natural variability in parameters,…
Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…
Stochastic Partial Differential Equations (SPDEs) driven by random noise play a central role in modeling physical processes with rough spatio-temporal dynamics, such as turbulence flows, superconductors, and quantum dynamics. Although…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
Pattern formation is a widely observed phenomenon in diverse fields including materials physics, developmental biology and ecology, among many others. The physics underlying the patterns is specific to the mechanisms, and is encoded by…
Stochasticity plays a key role in many biological systems, necessitating the calibration of stochastic mathematical models to interpret associated data. For model parameters to be estimated reliably, it is typically the case that they must…
Probabilistic forecasting is crucial for real-world spatiotemporal systems, such as climate, energy, and urban environments, where quantifying uncertainty is essential for informed, risk-aware decision-making. While diffusion models have…
We present a theoretical framework and numerical methods for predicting the large-scale properties of solutions of partial differential equations that are too complex to be properly resolved. We assume that prior statistical information…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…
While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…
Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…
We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particular, we focus on strategies that are scalable, i.e. their…
This paper introduces a novel framework for causal inference in spatial economics that explicitly models the stochastic transition from partial to general equilibrium effects. We develop a Denoising Diffusion Probabilistic Model (DDPM)…
Due to lack of scientific understanding, some mechanisms may be missing in mathematical modeling of complex phenomena in science and engineering. These mathematical models thus contain some uncertainties such as uncertain parameters. One…
A recent line of work in the machine learning community addresses the problem of predicting high-dimensional spatiotemporal phenomena by leveraging specific tools from the differential equations theory. Following this direction, we propose…
We present a deep learning emulator for stochastic and chaotic spatio-temporal systems, explicitly conditioned on the parameter values of the underlying partial differential equations (PDEs). Our approach involves pre-training the model on…
We identify effective stochastic differential equations (SDE) for coarse observables of fine-grained particle- or agent-based simulations; these SDE then provide useful coarse surrogate models of the fine scale dynamics. We approximate the…
Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…
Partial differential equations (PDEs) are among the most universal and parsimonious descriptions of natural physical laws, capturing a rich variety of phenomenology and multi-scale physics in a compact and symbolic representation. This…
In recent years, advancements in deep learning have spurred the development of numerous models for Long-term Time Series Forecasting (LTSF). However, most existing approaches struggle to fully capture the complex and structured dependencies…