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The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…
This study presents an efficient and accurate discrete adjoint gas-kinetic scheme (GKS) for sensitivity analysis and aerodynamic shape optimization in continuum flow regimes. Developed using the backward mode of algorithmic differentiation…
We study numerically the Kuramoto-Sivashinsky (KS) equation forced by external white noise in two space dimensions, that is a generic model for e.g. surface kinetic roughening in the presence of morphological instabilities. Large scale…
General Stochastic Hybrid Systems (GSHS) have been formulated to represent various types of uncertainties in hybrid dynamical systems. In this paper, we propose computational techniques for Bayesian estimation of GSHS. In particular, the…
Rational Krylov subspace (RKS) techniques are well-established and powerful tools for projection-based model reduction of time-invariant dynamic systems. For hyperbolic wavefield problems, such techniques perform well in configurations…
In this paper we are interested in a rigorous derivation of the Kuramoto-Sivashinsky equation (K--S) in a Free Boundary Problem. As a paradigm, we consider a two-dimensional Stefan problem in a strip, a simplified version of a solid-liquid…
In this work, we propose a local multiscale model reduction approach for the time-domain scalar wave equation in a heterogenous media. A fine mesh is used to capture the heterogeneities of the coefficient field, and the equation is solved…
A numerical real-space version of the Inverse Renormalization Group proposed by Gawedzky et al is developed. It has been tested to obtain the scaling behaviour of the random-forced heat equation in the short scales limit. Prospectives are…
The Regularised Inertial Dean-Kawasaki model (RIDK) -- introduced by the authors and J. Zimmer in earlier works -- is a nonlinear stochastic PDE capturing fluctuations around the mean-field limit for large-scale particle systems in both…
In this paper, a unified gas-kinetic scheme (UGKS) with simplified multi-scale numerical flux is proposed for the thermodynamic non-equilibrium flow simulation involving the excitation of molecular vibrational degrees of freedom in all flow…
Oscillatory rarefied gas flows are frequently encountered in MEMS, and their efficient numerical simulation remains a major challenge due to the time dependent nature of the problem and the high dimensionality of the Boltzmann kinetic…
We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…
Numerical simulations of multiphase flows are crucial in numerous engineering applications, but are often limited by the computationally demanding solution of the Navier-Stokes (NS) equations. Here, we present a data-driven workflow where a…
We introduce Generalized Discrete Diffusion from Snapshots (GDDS), a unified framework for discrete diffusion modeling that supports arbitrary noising processes over large discrete state spaces. Our formulation encompasses all existing…
This paper presents an accurate and robust fourth order gas-kinetic scheme on two dimensional unstructured hybrid mesh for incompressible and compressible viscous flows. For generalized Riemann problem and Navier-Stokes solution, the…
This paper proposes a data-driven model reduction approach on the basis of noisy data. Firstly, the concept of data reduction is introduced. In particular, we show that the set of reduced-order models obtained by applying a Petrov-Galerkin…
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into regions of higher likelihood. We argue that the optimal…
A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…
The renormalization group (RG) is a class of theoretical techniques used to explain the collective physics of interacting, many-body systems. It has been suggested that the RG formalism may be useful in finding and interpreting emergent…
We propose a hybrid method for accurately estimating the score function, i.e., the gradient of the log steady-state density, using a Gaussian Mixture Model (GMM) in conjunction with a bisecting K-means clustering step. Our approach, which…