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This article provides a concise overview of some of the recent advances in the application of rough path theory to machine learning. Controlled differential equations (CDEs) are discussed as the key mathematical model to describe the…

Machine Learning · Computer Science 2023-02-10 Adeline Fermanian , Terry Lyons , James Morrill , Cristopher Salvi

This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…

Chaotic Dynamics · Physics 2008-06-12 Krzysztof Gawedzki

In this paper, we study a class of multiscale McKean-Vlasov stochastic systems where the entire system depends on the distribution of the fast component. First of all, by the Poisson equation method we prove that the slow component…

Probability · Mathematics 2025-09-30 Jie Xiang , Huijie Qiao

We use machine learning (ML) to infer stress and plastic flow rules using data from repre- sentative polycrystalline simulations. In particular, we use so-called deep (multilayer) neural networks (NN) to represent the two response…

Computational Physics · Physics 2018-09-05 Reese E. Jones , Jeremy A. Templeton , Clay M. Sanders , Jakob T. Ostien

Recently, rectified flow (RF)-based models have achieved state-of-the-art performance in many areas for both the multi-step and one-step generation. However, only a few theoretical works analyze the discretization complexity of RF-based…

Machine Learning · Computer Science 2025-08-13 Ruofeng Yang , Zhaoyu Zhu , Bo Jiang , Cheng Chen , Shuai Li

We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. In comparison with recent advances in this vein, the…

Optimization and Control · Mathematics 2017-02-23 Damien Scieur , Vincent Roulet , Francis Bach , Alexandre d'Aspremont

We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…

Probability · Mathematics 2021-04-21 Michael Röckner , Longjie Xie

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

The recent advances in machine learning in various fields of applications can be largely attributed to the rise of deep learning (DL) methods and architectures. Despite being a key technology behind autonomous cars, image processing, speech…

Machine Learning · Computer Science 2023-07-06 Carsten Hartmann , Lorenz Richter

Consider the dynamics of turbulent flow in rivers, estuaries and floods. Based on the widely used k-epsilon model for turbulence, we use the techniques of centre manifold theory to derive dynamical models for the evolution of the water…

patt-sol · Physics 2007-05-23 Z. Mei , A. J. Roberts , Zhenquan Li

The well-known Lagrangian of current superfluid systems is not relativistic covariant, this paper gives a general relativistic covariant Lagrangian of superfluid systems, and naturally finds the non-relativistic Lagrangian and its all…

General Physics · Physics 2017-07-18 Jia-Min Yuan , Yong-Chang Huang

We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…

Probability · Mathematics 2020-07-29 Luu Hoang Duc

Homogenisation empowers the efficient macroscale system level prediction of physical scenarios with intricate microscale structures. Here we develop an innovative powerful, rigorous and flexible framework for asymptotic homogenisation of…

Dynamical Systems · Mathematics 2025-04-08 A. J. Roberts

Numerical and experimental turbulence simulations are nowadays reaching the size of the so-called big data, thus requiring refined investigative tools for appropriate statistical analyses and data mining. We present a new approach based on…

Fluid Dynamics · Physics 2017-01-05 Stefania Scarsoglio , Giovanni Iacobello , Luca Ridolfi

A multiscale approach for fluid flow is developed that retains an atomistic description in key regions. The method is applied to a classic problem where all scales contribute: The force on a moving wall bounding a fluid-filled cavity.…

Materials Science · Physics 2009-11-11 Xiaobo Nie , Mark. O. Robbins , Shiyi Chen

Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…

Machine Learning · Statistics 2025-08-19 Soon Hoe Lim , Yijin Wang , Annan Yu , Emma Hart , Michael W. Mahoney , Xiaoye S. Li , N. Benjamin Erichson

A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

We develop numerical multiscale methods for viscous boundary layer flow. The goal is to derive effective boundary conditions, or wall laws, through high resolution simulations localized to the boundary coupled to a coarser simulation in the…

Numerical Analysis · Mathematics 2021-10-14 Sean Carney , Björn Engquist

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…

Fluid Dynamics · Physics 2020-07-08 Jason Reneuve , Laurent Chevillard

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

Optimization and Control · Mathematics 2024-02-06 Benjamin Grimmer