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This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

Vibration and dissipation in vibro-acoustic systems can be assessed using frequency response analysis. Evaluating a frequency sweep on a full-order model can be very costly, so model order reduction methods are employed to compute…

Numerical Analysis · Mathematics 2022-10-24 Quirin Aumann , Steffen W. R. Werner

The single-mode approximation of the resonant state expansion has proven to give accurate first-order approximations of resonance shifts and linewidth changes when modifying the material properties inside open optical resonators. Here, we…

Optics · Physics 2020-01-08 Steffen Both , Thomas Weiss

Molecular dynamics simulations are indispensable for exploring the behavior of atoms and molecules. Grounded in quantum mechanical principles, quantum molecular dynamics provides high predictive power but its computational cost is dominated…

Chemical Physics · Physics 2025-09-10 Siu Wun Cheung , Youngsoo Choi , Jean-Luc Fattebert , Daniel Osei-Kuffuor

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

The structural properties of mechanical metamaterials are typically studied with two-scale methods based on computational homogenization. Because such materials have a complex microstructure, enriched schemes such as second-order…

Computational Engineering, Finance, and Science · Computer Science 2024-10-14 T. Guo , V. G. Kouznetsova , M. G. D. Geers , K. Veroy , O. Rokoš

We derive the ultimate bounds on the performance of nonlinear measurement schemes in the presence of noise. In particular, we investigate the precision of the second-order estimation scheme in the presence of the two most detrimental types…

Quantum Physics · Physics 2014-02-17 Marcin Zwierz , Howard M. Wiseman

Reduced order models are becoming increasingly important for rendering complex and multiscale spatio-temporal dynamics computationally tractable. The computational efficiency of such surrogate models is especially important for design,…

Plasma Physics · Physics 2024-05-21 J. Nathan Kutz , Maryam Reza , Farbod Faraji , Aaron Knoll

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

We consider a dynamical system with small noise for which the drift is parametrized by a finite dimensional parameter. For this model we consider minimum distance estimation from continuous time observations under $l^p$-penalty imposed on…

Statistics Theory · Mathematics 2018-03-16 Alessandro De Gregorio , Stefano Iacus

In this paper we consider different model reduction techniques for systems with moving loads. Due to the time-dependency of the input and output matrices, the application of time-varying projection matrices for the reduction offers new…

Dynamical Systems · Mathematics 2016-07-12 Maria Cruz Varona , Boris Lohmann

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

We calculate reduced moments $\overline \xi_q$ of the matter density fluctuations, up to order $q=5$, from counts in cells produced by Particle--Mesh numerical simulations with scale--free Gaussian initial conditions. We use power--law…

Astrophysics · Physics 2009-10-22 F. Lucchin , S. Matarrese , A. L. Melott , L. Moscardini

The ideas of optimization of learning algorithms in Artificial Neural Networks are reviewed emphasizing generic properties and the online implementations are interpreted from a biological perspective. A simple model of the relevant…

Disordered Systems and Neural Networks · Physics 2017-02-08 N. Caticha , O. Kinouchi

The problem of structured noise suppression is addressed by i)modelling the subspaces hosting the components of the signal conveying the information and ii)applying a non-extensive nonlinear technique for effecting the right separation.…

Mathematical Physics · Physics 2015-05-13 Zhiqiang Xu , Laura Rebollo-Neira , A. Plastino

Motivated by the simulation of stable random fields, we consider the issue of discrete approximations of independently scattered stable noise. Two approaches are proposed: grid approximations available when the underlying space is $\bbR^d$…

Probability · Mathematics 2009-03-10 Clément Dombry

In recent years, there has been a growing interest in understanding complex microstructures and their effect on macroscopic properties. In general, it is difficult to derive an effective constitutive law for such microstructures with…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Theron Guo , Ondřej Rokoš , Karen Veroy

In system identification, it is often difficult to find a physical intuition to choose a noise model structure. The importance of this choice is that, for the prediction error method (PEM) to provide asymptotically efficient estimates, the…

Systems and Control · Computer Science 2016-10-28 Niklas Everitt , Miguel Galrinho , Håkan Hjalmarsson

We study the collective behavior of binary mixture of self-propelled particles. Particles moves along their heading direction with {\it variable speed} and interact through short range alignment interaction. A variable speed parameter…

Soft Condensed Matter · Physics 2020-04-22 Jay Prakash Singh , Shradha Mishra