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We are concerned about the averaging principle for the stochastic Burgers equation with slow-fast time scale. This slow-fast system is driven by L\'{e}vy processes. Under some appropriate conditions, we show that the slow component of this…

Probability · Mathematics 2021-12-14 Hongge Yue , Yong Xu , Ruifang Wang , Zhe Jiao

This paper studies least-square regression penalized with partly smooth convex regularizers. This class of functions is very large and versatile allowing to promote solutions conforming to some notion of low-complexity. Indeed, they force…

Optimization and Control · Mathematics 2014-07-01 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

We propose, analyze, and investigate numerically a novel two-level Galerkin reduced order model (2L-ROM) for the efficient and accurate numerical simulation of the steady Navier-Stokes equations. In the first step of the 2L-ROM, a…

Numerical Analysis · Mathematics 2022-11-24 Dylan Park , Changhong Mou , Honghu Liu , Adrian Sandu , Traian Iliescu

Mathematical regularisation of the nonlinear terms in the Navier-Stokes equations provides a systematic approach to deriving subgrid closures for numerical simulations of turbulent flow. By construction, these subgrid closures imply…

Chaotic Dynamics · Physics 2009-11-11 Bernard J. Geurts , Darryl D. Holm

This work is about parameter estimation for a fast-slow stochastic system with non-Gaussian $\alpha$-stable L\'evy noise. When the observations are only available for slow components, a system parameter is estimated and the accuracy for…

Dynamical Systems · Mathematics 2020-02-28 Ying Chao , Pingyuan Wei , Jinqiao Duan

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

While model order reduction is a promising approach in dealing with multi-scale time-dependent systems that are too large or too expensive to simulate for long times, the resulting reduced order models can suffer from instabilities. We have…

Fluid Dynamics · Physics 2022-06-08 Jacob Price , Brek Meuris , Madelyn Shapiro , Panos Stinis

We obtain energy estimates for a transport and stretching noise under Leray Projection on a 2D bounded convex domain, in Sobolev Spaces of arbitrarily high order. The estimates are taken in equivalent inner products, defined through powers…

Analysis of PDEs · Mathematics 2024-08-27 Daniel Goodair

This paper considers large-scale linear stochastic systems representing, e.g., spatially discretized stochastic partial differential equations. Since asymptotic stability can often not be ensured in such a stochastic setting (e.g. due to…

Numerical Analysis · Mathematics 2022-05-19 Martin Redmann , Nahid Jamshidi

A non-intrusive reduced order model based on convolutional autoencoders (NIROM-CAEs) is proposed as a data-driven tool to build an efficient nonlinear reduced-order model for stochastic spatio-temporal large-scale physical problems. The…

Fluid Dynamics · Physics 2022-08-08 Azzedine Abdedou , Azzeddine Soulaïmani

Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a…

Numerical Analysis · Mathematics 2019-09-17 Roland Pulch

We focus in this paper on the stochastic stabilization problems of PDEs by Levy noise. Sufficient conditions under which the perturbed systems decay exponentially with a general rate function are provided and some examples are constructed…

Probability · Mathematics 2011-04-15 Jianhai Bao , Chenggui Yuan

The Koper model is a vector field in which the differential equations describe the electrochemical oscillations appearing in diffusion processes. This work focuses on the understanding of the slow dynamics of stochastic Koper model…

Dynamical Systems · Mathematics 2022-12-09 Hina Zulfiqar , Shenglan Yuan , Muhammad Shoaib Saleem

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Probability · Mathematics 2015-02-25 William F. Thompson , Rachel A. Kuske , Adam H. Monahan

This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity…

Probability · Mathematics 2021-06-08 Shenglan Yuan , Dirk Blömker , Jinqiao Duan

We study the performance of long short-term memory networks (LSTMs) and neural ordinary differential equations (NODEs) in learning latent-space representations of dynamical equations for an advection-dominated problem given by the viscous…

Computational Physics · Physics 2020-02-26 Romit Maulik , Arvind Mohan , Bethany Lusch , Sandeep Madireddy , Prasanna Balaprakash , Daniel Livescu

We present a comparative computational study of two stabilized Reduced Order Models (ROMs) for the simulation of convection-dominated incompressible flow (Reynolds number of the order of a few thousands). Representative solutions in the…

Fluid Dynamics · Physics 2024-05-01 Pierfrancesco Siena , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

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

Partial differential equations (PDEs) are often dependent on input quantities which are inherently uncertain. To quantify this uncertainty, these PDEs must be solved over a large ensemble of parameters. Even for a single realization this…

Numerical Analysis · Mathematics 2017-10-24 Max Gunzburger , Traian Iliescu , Michael Schneier

Convection is a fundamental fluid transport phenomenon, where the large-scale motion of a fluid is driven, for example, by a thermal gradient or an electric potential. Modeling convection has given rise to the development of chaos theory…

Computational Physics · Physics 2021-08-17 Yifei Guan , Steven L. Brunton , Igor Novosselov