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In this paper, an end-to-end nonlinear model reduction methodology is presented based on the convolutional recurrent autoencoder networks. The methodology is developed in the context of the overall data-driven reduced-order model framework…

Fluid Dynamics · Physics 2020-03-30 Sandeep Reddy Bukka , Allan Ross Magee , Rajeev Kumar Jaiman

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

Quantum Physics · Physics 2007-05-23 Mark Davidson

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

Statistical Mechanics · Physics 2026-05-12 Carolina Garcia , Lucía Perea Durán , Agnese Venezia , Alex Conradie

A network community-based reduced-order model is developed to capture key interactions amongst coherent structures in high-dimensional unsteady vortical flows. The present approach is data-inspired and founded on network-theoretic…

Fluid Dynamics · Physics 2018-06-20 Muralikrishnan Gopalakrishnan Meena , Aditya G. Nair , Kunihiko Taira

Separated flows past complex geometries are modelled by discrete vortex techniques. The flows are assumed to be rotational and inviscid, and a new technique is described to determine the streamfunctions for linear shear profiles. The…

chao-dyn · Physics 2007-05-23 P. Franzese , L. Zannetti

We formulate a low-storage method for performing dynamic mode decomposition that can be updated inexpensively as new data become available; this formulation allows dynamical information to be extracted from large datasets and data streams.…

Fluid Dynamics · Physics 2015-06-22 Maziar S. Hemati , Matthew O. Williams , Clarence W. Rowley

We present a new stochastic approach to describe and remodel the conversion process of a wind farm at a sampling frequency of 1Hz. When conditioning on various wind direction sectors, the dynamics of the conversion process appear as a…

Data Analysis, Statistics and Probability · Physics 2015-09-11 Patrick Milan , Matthias Wächter , Joachim Peinke

We introduce a widely applicable tensor network-based framework for developing reduced order models describing wall-bounded fluid flows. As a paradigmatic example, we consider the incompressible Navier-Stokes equations and the lid-driven…

Fluid Dynamics · Physics 2024-10-10 Martin Kiffner , Dieter Jaksch

We present new numerical schemes to integrate stochastic partial differential equations which describe the spatio-temporal dynamics of reaction-diffusion (RD) problems under the effect of internal fluctuations. The schemes conserve the…

Statistical Mechanics · Physics 2009-11-10 Esteban Moro

In this contribution, we introduce a versatile formalism to derive unified two-phase models describing both the separated and disperse regimes. It relies on the stationary action principle and interface geometric variables. The main ideas…

Fluid Dynamics · Physics 2025-10-02 Arthur Loison , Teddy Pichard , Samuel Kokh , Marc Massot

One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…

Fluid Dynamics · Physics 2025-11-18 Lukas Bentkamp , Michael Wilczek

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

This work develops a low-dimensional nonlinear stochastic model of symmetry-breaking coherent structures from experimental measurements of a turbulent axisymmetric bluff body wake. Traditional model reduction methods decompose the field…

Fluid Dynamics · Physics 2021-05-31 Jared L. Callaham , Georgios Rigas , Jean-Christophe Loiseau , Steven L. Brunton

We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…

Geophysics · Physics 2020-09-11 Tobias Rapp , Carsten Dachsbacher

Turbulence is characterised by chaotic dynamics and a high-dimensional state space, which make this phenomenon challenging to predict. However, turbulent flows are often characterised by coherent spatiotemporal structures, such as vortices…

Fluid Dynamics · Physics 2023-06-21 Nguyen Anh Khoa Doan , Alberto Racca , Luca Magri

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…

Machine Learning · Statistics 2026-02-23 Marcos Tapia Costa , Nikolas Kantas , George Deligiannidis

In dilute turbulent particle-laden flows, such as atmospheric dispersion of pollutants or virus particles, the dynamics of tracer-like to low inertial particles are significantly altered by the fluctuating motion of the carrier fluid phase.…

Fluid Dynamics · Physics 2024-06-19 Josh Williams , Uwe Wolfram , Ali Ozel

When very small particles are suspended in a fluid in motion, they tend to follow the flow. How such tracer particles are mixed, transported, and dispersed by turbulent flow has been successfully described by statistical models. Heavy…

Fluid Dynamics · Physics 2023-12-21 J. Bec , K. Gustavsson , B. Mehlig