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In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

Probabilistic ordinary differential equation (ODE) solvers have been introduced over the past decade as uncertainty-aware numerical integrators. They typically proceed by assuming a functional prior to the ODE solution, which is then…

Numerical Analysis · Mathematics 2025-03-25 Yvann Le Fay , Simo Särkkä , Adrien Corenflos

In this paper, we discuss information-theoretic tools for obtaining optimized coarse-grained molecular models for both equilibrium and non-equilibrium molecular dynamics. The latter are ubiquitous in physicochemical and biological…

Numerical Analysis · Mathematics 2016-04-20 Vagelis Harmandaris , Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plecháč

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang

We present a loss function for neural networks that encompasses an idea of trivial versus non-trivial predictions, such that the network jointly determines its own prediction goals and learns to satisfy them. This permits the network to…

Artificial Intelligence · Computer Science 2016-12-15 Nicholas Guttenberg , Martin Biehl , Ryota Kanai

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Bayesian estimation strategies represent the most fundamental formulation of the state estimation problem available, and apply readily to nonlinear systems with non-Gaussian uncertainties. The present paper introduces a novel method for…

Optimization and Control · Mathematics 2013-01-22 T R Bewley , A S Sharma

We systematically derive an exact coarse-grained description for interacting particles with thermodynamically consistent stochastic dynamics, applicable across different observation scales, the mesoscopic and the macroscopic. We implement…

Statistical Mechanics · Physics 2026-03-05 Atul Tanaji Mohite , Heiko Rieger

Common techniques for the spatial discretisation of PDEs on a macroscale grid include finite difference, finite elements and finite volume methods. Such methods typically impose assumed microscale structures on the subgrid fields, so…

Dynamical Systems · Mathematics 2022-04-15 J. E. Bunder , A. J. Roberts

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Analysis of PDEs · Mathematics 2014-08-04 Russel E. Caflisch , Stanley J. Osher , Hayden Schaeffer , Giang Tran

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

Developing physics-based models for molecular simulation requires fitting many unknown parameters to diverse experimental datasets. Traditionally, this process is piecemeal and difficult to reproduce, leading to a fragmented landscape of…

Biological Physics · Physics 2025-04-10 Ryan K. Krueger , Megan C. Engel , Ryan Hausen , Michael P. Brenner

A general scheme, which includes constructions of coarse-grained (CG) models, weighted ensemble dynamics (WED) simulations and cluster analyses (CA) of stable states, is presented to detect dynamical and thermodynamical properties in…

Soft Condensed Matter · Physics 2008-12-04 Xin Zhou

Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…

Biological Physics · Physics 2021-03-01 David Seiferth , Peter Sollich , Stefan Klumpp

The solutions to a large class of semi-linear parabolic PDEs are given in terms of expectations of suitable functionals of a tree of branching particles. A sufficient, and in some cases necessary, condition is given for the integrability of…

Probability · Mathematics 2007-05-23 D. Blömker , M. Romito , R. Tribe

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

The stochastic partial differential equation (SPDE) approach is widely used for modeling large spatial datasets. It is based on representing a Gaussian random field $u$ on $\mathbb{R}^d$ as the solution of an elliptic SPDE $L^\beta u =…

Methodology · Statistics 2023-07-31 David Bolin , Alexandre B. Simas , Zhen Xiong

Coarse-grained (CG) models can provide computationally efficient and conceptually simple characterizations of soft matter systems. While generic models probe the underlying physics governing an entire family of free-energy landscapes,…

Soft Condensed Matter · Physics 2019-08-15 Joseph F. Rudzinski