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In this work we are interested in stochastic particle methods for multi-objective optimization. The problem is formulated using parametrized, single-objective sub-problems which are solved simultaneously. To this end a consensus based…

Optimization and Control · Mathematics 2022-08-03 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

A system of five ordinary differential equations is studied which combines the Lorenz-84 model for the atmosphere and a box model for the ocean. The behaviour of this system is studied as a function of the coupling parameters. For most…

chao-dyn · Physics 2015-06-24 L. van Veen , F. Verhulst , T. Opsteegh

Spatially dependent parameters of a two-component chaotic reaction-diffusion PDE model describing ocean ecology are observed by sampling a single species. We estimate model parameters and the other species in the system by…

Dynamical Systems · Mathematics 2017-04-05 Sean Kramer , Erik M. Bollt

Accurate representation of atmosphere-ocean boundary layers, including the interplay of turbulence, surface waves, and air-sea fluxes, remains a challenge in geophysical fluid dynamics, particularly for climate simulations. This study…

Atmospheric and Oceanic Physics · Physics 2025-09-04 Long Li , Etienne Mémin , Bertrand Chapron

Constructing efficient and accurate parameterizations of sub-grid scale processes is a central area of interest in the numerical modelling of geophysical fluids. Using a modified version of the two-level Lorenz '96 model, we present here a…

Statistical Mechanics · Physics 2020-11-16 Gabriele Vissio , Valerio Lucarini

Subgrid parameterizations of mesoscale eddies continue to be in demand for climate simulations. These subgrid parameterizations can be powerfully designed using physics and/or data-driven methods, with uncertainty quantification. For…

Atmospheric and Oceanic Physics · Physics 2024-02-23 Pavel Perezhogin , Laure Zanna , Carlos Fernandez-Granda

Stochastic parametrisations are used in weather and climate models to improve the representation of unpredictable unresolved processes. When compared to a deterministic model, a stochastic model represents `model uncertainty', i.e., sources…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Hannah M. Christensen

In recent work, the authors have developed a generic methodology for calibrating the noise in fluid dynamics stochastic partial differential equations where the stochasticity was introduced to parametrize subgrid-scale processes. The…

Machine Learning · Statistics 2024-03-19 Dan Crisan , Oana Lang , Alexander Lobbe

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…

Systems and Control · Electrical Eng. & Systems 2026-05-05 Yanxin Fu , Wenxiao Zhao

We derive a family of Gaussian non-Markovian stochastic Schr\"odinger equations for the dynamics of open quantum systems. The different unravelings correspond to different choices of squeezed coherent states, reflecting different…

Quantum Physics · Physics 2018-04-18 Nina Megier , Walter T. Strunz , Carlos Viviescas , Kimmo Luoma

The rotating shallow water model is a simplification of oceanic and atmospheric general circulation models that are used in many applications such as surge prediction, tsunami tracking and ocean modelling. In this paper we introduce a class…

Analysis of PDEs · Mathematics 2023-03-22 Oana Lang , Dan Crisan , Etienne Mémin

The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

Observations of tropical convection from precipitation radar and the concurring large-scale atmospheric state at two locations (Darwin and Kwajalein) are used to establish effective stochastic models to parameterise subgrid-scale tropical…

Atmospheric and Oceanic Physics · Physics 2016-04-20 Georg A. Gottwald , Karsten Peters , Laura Davies

In this paper we describe the construction of an efficient probabilistic parameterization that could be used in a coarse-resolution numerical model in which the variation of moisture is not properly resolved. An Eulerian model using a…

Atmospheric and Oceanic Physics · Physics 2018-10-30 Yue-Kin Tsang , Geoffrey K. Vallis

Fluid-structure interaction models involve parameters that describe the solid and the fluid behavior. In simulations, there often is a need to vary these parameters to examine the behavior of a fluid-structure interaction model for…

Numerical Analysis · Mathematics 2020-04-24 Roman Weinhandl , Peter Benner , Thomas Richter

The Quantum Approximate Optimization Algorithm (QAOA) is a powerful tool in solving various combinatorial problems such as Maximum Satisfiability and Maximum Cut. Hard computational problems, however, require deep circuits that place high…

Quantum Physics · Physics 2025-10-28 Malick A. Gaye , Omar Shehab , Paraj Titum , Gregory Quiroz

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…

Atmospheric and Oceanic Physics · Physics 2018-08-01 Manuel Pulido , Pierre Tandeo , Marc Bocquet , Alberto Carrassi , Magdalena Lucini

We study filtering of multiscale dynamical systems with model error arising from unresolved smaller scale processes. The analysis assumes continuous-time noisy observations of all components of the slow variables alone. For a linear model…

Dynamical Systems · Mathematics 2014-12-03 Tyrus Berry , John Harlim