Related papers: Moment Closure - A Brief Review
Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of…
Moment closure methods are widely used to analyze mathematical models. They are specifically geared toward derivation of approximations of moments of stochastic models, and of similar quantities in other models. The methods possess several…
Closure problems are omnipresent when simulating multiscale systems, where some quantities and processes cannot be fully prescribed despite their effects on the simulation's accuracy. Recently, scientific machine learning approaches have…
The requirement for large-scale global simulations of plasma is an ongoing challenge in both space and laboratory plasma physics. Any simulation based on a fluid model inherently requires a closure relation for the high order plasma…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
Moment-closure approximations are an important tool in the analysis of the dynamics on both static and adaptive networks. Here, we provide a broad survey over different approximation schemes by applying each of them to the adaptive voter…
We propose a high-order stochastic-statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment…
This paper is concerned with approximations of the Boltzmann equation based on the method of moments. We propose a generalization of the setting of the moment-closure problem from relative entropy to {\phi}-divergences and a corresponding…
The moments of spatial probabilistic systems are often given by an infinite hierarchy of coupled differential equations. Moment closure methods are used to approximate a subset of low order moments by terminating the hierarchy at some order…
Controlling a large population, in the limit, a continuum, of structurally identical dynamical systems with parametric variations is a pervasive task in diverse applications in science and engineering. However, the severely underactuated…
Moment closure on general discrete structures often requires one of the following: (i) an absence of short closed loops (zero clustering); (ii) existence of a spatial scale; (iii) ad hoc assumptions. Algebraic methods are presented to avoid…
Metric magnitude is a measure of the "size" of point clouds with many desirable geometric properties. It has been adapted to various mathematical contexts and recent work suggests that it can enhance machine learning and optimization…
The large moment method can be used to compute a large number of moments of physical quantities that are described by coupled systems of linear differential equations. Besides these systems the algorithm requires a certain number of initial…
The concept of moment differentiation is extended to the class of moment summable functions, giving rise to moment differential properties. The main result leans on accurate upper estimates for the integral representation of the moment…
MomentClosure.jl is a Julia package providing automated derivation of the time-evolution equations of the moments of molecule numbers for virtually any chemical reaction network using a wide range of moment closure approximations. It…
We investigate the application of the method of moments approach for the one-dimensional population balance equation. We consider different types of moment closures, namely polynomial (P_N) closures, maximum entropy (M_N) closures and the…
As one of the main governing equations in kinetic theory, the Boltzmann equation is widely utilized in aerospace, microscopic flow, etc. Its high-resolution simulation is crucial in these related areas. However, due to the high…
We survey a number of moment hierarchies and test their performances in computing one-dimensional shock structures. It is found that for high Mach numbers, the moment hierarchies are either computationally expensive or hard to converge,…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…