Related papers: Detection of coarse-grained unstable states of mic…
Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…
A model reduction technique based on an optimization principle is employed to coarse-grain inviscid, incompressible fluid dynamics in two dimensions. In this reduction the spectrally-truncated vorticity equation defines the microdynamics,…
A simple stochastic model of solute drag by moving grain boundaries (GBs) is presented. Using a small number of parameters, the model describes solute interactions with GBs and captures nonlinear GB dynamics, solute saturation in the…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
We establish, through coarse-grained computation, a connection between traditional, continuum numerical algorithms (initial value problems as well as fixed point algorithms) and atomistic simulations of the Larson model of micelle…
In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…
We present an example of the practical implementation of a protocol for experimental bifurcation detection based on on-line identification and feedback control ideas. The idea is to couple the experiment with an on-line computer-assisted…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
Identification of the parameters of stable linear dynamical systems is a well-studied problem in the literature, both in the low and high-dimensional settings. However, there are hardly any results for the unstable case, especially…
In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales.…
Small noise can induce rare transitions between metastable states, which can be characterized by Maximum Likelihood Paths (MLPs). Nongradient systems contrast gradient systems in that MLP does not have to cross the separatrix at a saddle…
Molecular dynamics (MD) simulation is essential for various scientific domains but computationally expensive. Learning-based force fields have made significant progress in accelerating ab-initio MD simulation but are not fast enough for…
In "equation-free" multiscale computation a dynamic model is given at a fine, microscopic level; yet we believe that its coarse-grained, macroscopic dynamics can be described by closed equations involving only coarse variables. These…
In this paper we focus on the development of new methods suitable for efficient and reliable coarse-graining of {\it non-equilibrium} molecular systems. In this context, we propose error estimation and controlled-fidelity model reduction…
Fluid dynamical simulations are often performed using cheap macroscopic models like the Euler equations. For rarefied gases under near-equilibrium conditions, however, macroscopic models are not sufficiently accurate and a simulation using…
With the guidance offered by nonequilibrium statistical thermodynamics, simulation techniques are elevated from brute-force computer experiments to systematic tools for extracting complete, redundancy-free and consistent coarse grained…
One of the main features of interest in analysing the light curves of stars is the underlying periodic behaviour. The corresponding observations are a complex type of time series with unequally spaced time points and are sometimes…
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…