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Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions…

Numerical Analysis · Mathematics 2025-01-07 Alba Muixí , Sergio Zlotnik , Matteo Giacomini , Pedro Díez

We have deluge of data in time series format for numerous phenomena. The number of snapshots, resolution and many other factors come into play as we look to identify the dynamics in a given problem. The pre-processing and post-processing…

Signal Processing · Electrical Eng. & Systems 2020-01-13 Mohammad N. Murshed , M. Monir Uddin

Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…

Computational Physics · Physics 2016-09-08 Daniel M. Zuckerman , Thomas B. Woolf

A data-driven analysis method known as dynamic mode decomposition (DMD) approximates the linear Koopman operator on projected space. In the spirit of Johnson-Lindenstrauss Lemma, we will use random projection to estimate the DMD modes in…

Machine Learning · Computer Science 2021-11-09 Sudam Surasinghe , Erik M. Bollt

The correlation and extraction of coherent structures from a turbulent flow is a principle objective of data-driven modal decomposition techniques. The Conditional space-time Proper Orthogonal Decomposition (CPOD) offers insight into…

Fluid Dynamics · Physics 2022-07-12 Spencer Stahl , Chitrarth Prasad , Hemanth Goparaju , Datta Gaitonde

We present an exact dimensional reduction for high-dimensional dynamical systems composed of $N$ identical dynamical units governed by quasi-linear ordinary differential equations (ODEs) of order $M$. In these systems, each unit follows a…

Adaptation and Self-Organizing Systems · Physics 2026-05-15 Felix Augustsson , Erik Andreas Martens , Rok Cestnik

We propose a data-driven algorithm for reconstructing the irregular, chaotic flow dynamics around two side-by-side square cylinders from sparse, time-resolved, velocity measurements in the wake. We use Proper Orthogonal Decomposition (POD)…

Fluid Dynamics · Physics 2022-09-08 Flavio Savarino , George Papadakis

This paper presents unifying results for subspace identification (SID) and dynamic mode decomposition (DMD) for autonomous dynamical systems. We observe that SID seeks to solve an optimization problem to estimate an extended observability…

Systems and Control · Electrical Eng. & Systems 2020-03-18 Sungho Shin , Qiugang Lu , Victor M. Zavala

The prediction of the drop size distribution (DSD) resulting from liquid atomization is key to the optimization of multi-phase flows, from gas-turbine propulsion, through agriculture, to healthcare. Obtaining high-fidelity data of liquid…

Fluid Dynamics · Physics 2023-05-30 Tullio Traverso , Thomas Abadie , Omar K. Matar , Luca Magri

This paper puts forth several closure models for the proper orthogonal decomposition (POD) reduced order modeling of fluid flows. These new closure models, together with other standard closure models, are investigated in the numerical…

Fluid Dynamics · Physics 2018-01-29 Omer San , Traian Iliescu

Accurate crowd simulation is crucial for public safety management, emergency evacuation planning, and intelligent transportation systems. However, existing methods, which typically model crowds as a collection of independent individual…

Machine Learning · Computer Science 2026-04-14 Zijin Liu , Xu Geng , Wenshuai Xu , Xiang Zhao , Yan Xia , You Song

Scientific research and engineering practice often require the modeling and decomposition of nonlinear systems. The Dynamic Mode Decomposition (DMD) is a novel Koopman-based technique that effectively dissects high-dimensional nonlinear…

We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…

Optimization and Control · Mathematics 2020-02-17 Dimitris Bertsimas , Ryan Cory-Wright

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie

Dynamic Mode Decomposition (DMD) is a powerful data-driven method used to extract spatio-temporal coherent structures that dictate a given dynamical system. The method consists of stacking collected temporal snapshots into a matrix and…

Machine Learning · Computer Science 2021-05-11 Gabriel F. Barros , Malú Grave , Alex Viguerie , Alessandro Reali , Alvaro L. G. A. Coutinho

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…

Methodology · Statistics 2025-05-20 Qingchuan Sun , Susanne Ditlevsen

Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…

Optimization and Control · Mathematics 2023-04-26 Léo Simpson , Armin Nurkanović , Moritz Diehl

Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…

Computational Physics · Physics 2025-05-15 Diba Behnoudfar
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