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We propose, and illustrate via a neural network example, two different approaches to coarse-graining large heterogeneous networks. Both approaches are inspired from, and use tools developed in, methods for uncertainty quantification in…

Efficiently solving the Fokker-Planck equation (FPE) is crucial for understanding the probabilistic evolution of stochastic particles in dynamical systems, however, analytical solutions or density functions are only attainable in specific…

Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…

High-dimensional recordings of dynamical processes are often characterized by a much smaller set of effective variables, evolving on low-dimensional manifolds. Identifying these latent dynamics requires solving two intertwined problems:…

The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…

In the present article, novel Coarse-Graining (CG) algorithms for the Eulerian-Lagrangian (EL) simulation of particle-laden flows are proposed. These include different variants of Reproducing Kernel Particle Methods (RKPM) and an extended…

Partition of unity networks (POU-Nets) have been shown capable of realizing algebraic convergence rates for regression and solution of PDEs, but require empirical tuning of training parameters. We enrich POU-Nets with a Gaussian noise model…

We propose a novel framework for adaptively learning the time-evolving solutions of stochastic partial differential equations (SPDEs) using score-based diffusion models within a recursive Bayesian inference setting. SPDEs play a central…

We explore the derivation of distributed parameter system evolution laws (and in particular, partial differential operators and associated partial differential equations, PDEs) from spatiotemporal data. This is, of course, a classical…

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

This work considers the problem of computing the canonical polyadic decomposition (CPD) of large tensors. Prior works mostly leverage data sparsity to handle this problem, which is not suitable for handling dense tensors that often arise in…

A dynamical atomistic chain to simulate mechanical properties of a one-dimensional material with zero temperature may be modelled by the molecular dynamics (MD) model. Because the number of particles (atoms) is huge for a MD model, in…

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…

Grain boundaries (GBs) govern critical properties of polycrystals. Although significant advancements have been made in characterizing minimum energy GBs, real GBs are seldom found in such states, making it challenging to establish…

Gaussian random fields (GRFs) constitute an important part of spatial modelling, but can be computationally infeasible for general covariance structures. An efficient approach is to specify GRFs via stochastic partial differential equations…

Dominant approaches for modelling Partial Differential Equations (PDEs) rely on deterministic predictions, yet many physical systems of interest are inherently chaotic and uncertain. While training probabilistic models from scratch is…

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…