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We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle is the natural way of…

Optimization and Control · Mathematics 2010-12-16 Kengy Barty , Pierre Carpentier , Guy Cohen , Pierre Girardeau

Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…

Methodology · Statistics 2025-05-27 Si Cheng , Magali N. Blanco , Timothy V. Larson , Lianne Sheppard , Adam Szpiro , Ali Shojaie

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

Modal decomposition techniques are showing a fast growth in popularity for their good properties as data-driven tools. There are several modal decomposition techniques, yet Proper Orthogonal Decomposition (POD) and Dynamic Mode…

Adjoint-based sensitivity analysis methods are powerful tools for engineers who use flow simulations for design. However, the conventional adjoint method breaks down for scale-resolving simulations like large-eddy simulation (LES) or direct…

In this paper, we combine concepts of the generalized multiscale finite element method and mode decomposition methods to construct a robust local-global approach for model reduction of flows in high-contrast porous media. This is achieved…

Computational Physics · Physics 2013-01-25 Mehdi Ghommem , Michael Presho , Victor M. Calo , Yalchin Efendiev

Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…

Machine Learning · Computer Science 2020-06-29 Viktor Oganesyan , Alexandra Volokhova , Dmitry Vetrov

Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…

Machine Learning · Statistics 2022-06-16 Courtney Paquette , Elliot Paquette , Ben Adlam , Jeffrey Pennington

The numerical simulation of incompressible flows is challenging due to the tight coupling of velocity and pressure. Projection methods offer an effective solution by decoupling these variables, making them suitable for large-scale…

Numerical Analysis · Mathematics 2025-12-12 Mejdi Azaïez , Yayu Guo , Carlos Núñez Fernández , Samuele Rubino , Chuanju Xu

We present a formalism for dissipation-optimized decomposition of the strain rate tensor (SRT) of turbulent flow data using Proper Orthogonal Decomposition (POD). The formalism includes a novel inverse spectral SRT operator allowing the…

Large models and enormous data are essential driving forces of the unprecedented successes achieved by modern algorithms, especially in scientific computing and machine learning. Nevertheless, the growing dimensionality and model…

Machine Learning · Computer Science 2023-10-04 Yijun Dong

Dynamic mode decomposition (DMD) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for…

Machine Learning · Computer Science 2022-10-12 Diya Sashidhar , J. Nathan Kutz

In this work, a numerical simulation of 1D Burgers' equation is developed using finite difference method and a reduced order model (ROM) of the simulation is developed using proper orthogonal decomposition (POD). The objective of this work…

Numerical Analysis · Mathematics 2023-03-14 Neelakantan Padmanabhan

A framework is proposed to generate a phenomenological model that extracts the essence of a dynamical system (DS) with large degrees of freedom using machine learning. For a given microscopic DS, the optimum transformation to a small number…

Statistical Mechanics · Physics 2023-12-20 Tomoaki Nogawa

Uncovering the underlying ordinary differential equations (ODEs) that govern dynamic systems is crucial for advancing our understanding of complex phenomena. Traditional symbolic regression methods often struggle to capture the temporal…

Machine Learning · Computer Science 2025-06-24 Yang Chang , Kuang-Da Wang , Ping-Chun Hsieh , Cheng-Kuan Lin , Wen-Chih Peng

Current design constraints have encouraged the studies of aeroacoustic fields around compressible jet flows. The present work addresses the numerical study of unsteady turbulent jet flows as a preparation for future aeroacoustic analyses of…

Fluid Dynamics · Physics 2023-01-13 Sami Yamouni , Carlos Junqueira-Junior , Joao Luiz F. Azevedo , William R. Wolf

Both Dimensionality Reduction (DR) and Graph Drawing (GD) aim to visualize abstract, non-linear structures, yet rely on different optimization paradigms. This contrast is evident in Multidimensional Scaling (MDS), which typically depends on…

Machine Learning · Computer Science 2026-05-04 Daniel Hangan , Stephen Kobourov , Jacob Miller

This paper proposes a novel approach to Hamiltonian simulation using Decision Diagrams (DDs), which are an exact representation based on exploiting redundancies in representations of quantum states and operations. While the simulation of…

Quantum Physics · Physics 2024-03-04 Aaron Sander , Lukas Burgholzer , Robert Wille

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time.…

Numerical Analysis · Mathematics 2022-07-22 Hugo Esquivel , Arun Prakash , Guang Lin

Computational fluid dynamics is a direct modeling of physical laws in a discretized space. The basic physical laws include the mass, momentum and energy conservations, physically consistent transport process, and similar domain of…

Fluid Dynamics · Physics 2021-07-15 Fengxiang Zhao , Xing Ji , Wei Shyy , Kun Xu