English
Related papers

Related papers: A Stochastic Lagrangian Basis for a Probabilistic …

200 papers

Climate change poses significant challenges for accurate climate modeling due to the complexity and variability of non-Gaussian climate systems. To address the complexities of non-Gaussian systems in climate modeling, this thesis proposes a…

Applications · Statistics 2024-06-28 Yunjin Tong

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased…

Methodology · Statistics 2022-04-27 Arthur P. Guillaumin , Adam M. Sykulski , Sofia C. Olhede , Frederik J. Simons

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 introduce a new framework of numerical multiscale methods for advection-dominated problems motivated by climate sciences. Current numerical multiscale methods (MsFEM) work well on stationary elliptic problems but have difficulties when…

Computational Engineering, Finance, and Science · Computer Science 2019-05-28 Konrad Simon , Jörn Behrens

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

We describe an immersed boundary method in which the fluid-structure coupling is achieved in an Eulerian framework. The method is an improved extension of the immersed boundary method originally developed by Kajishima et al. [1], which…

Fluid Dynamics · Physics 2022-01-12 Naoki Hori , Marco Edoardo Rosti , Shu Takagi

By building upon the recent theory that established the connection between implicit generative modeling (IGM) and optimal transport, in this study, we propose a novel parameter-free algorithm for learning the underlying distributions of…

Machine Learning · Statistics 2019-06-12 Antoine Liutkus , Umut Şimşekli , Szymon Majewski , Alain Durmus , Fabian-Robert Stöter

Many modern spatial models express the stochastic variation component as a basis expansion with random coefficients. Low rank models, approximate spectral decompositions, multiresolution representations, stochastic partial differential…

Methodology · Statistics 2019-02-20 Mitchell Krock , William Kleiber , Stephen Becker

Topological entropy serves as a viable candidate for quantifying mixing and complexity of a highly chaotic system. Particularly in turbulence, this is determined as the exponential stretching rate of a fluid material line that typically…

Fluid Dynamics · Physics 2026-03-12 Ankan Biswas , Amal Manoharan , Ashwin Joy

In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…

Optimization and Control · Mathematics 2021-02-10 Hafida Bouanani , Carsten Hartmann , Omar Kebiri

We present a Parametrization of the Physics Informed Neural Network (P-PINN) approach to tackle the problem of uncertainty quantification in reservoir engineering problems. We demonstrate the approach with the immiscible two phase flow…

Computational Engineering, Finance, and Science · Computer Science 2022-05-26 Cedric Fraces Gasmi , Hamdi Tchelepi

Lacking a universal law for granular flows across gravitational environments, fundamental processes such as hopper discharge remain vulnerable to failure in low gravity environments. A central challenge is clogging, the spontaneous arrest…

Soft Condensed Matter · Physics 2026-03-03 Oliver Gaida , Olfa D'Angelo , Jonathan E. Kollmer

A new modeling approach for large-eddy simulation (LES) is obtained by combining a `regularization principle' with an explicit filter and its inversion. This regularization approach allows a systematic derivation of the implied…

Chaotic Dynamics · Physics 2009-11-07 Bernard J. Geurts , Darryl D. Holm

Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms,…

Signal Processing · Electrical Eng. & Systems 2024-07-03 Jan Grashorn , Matteo Broggi , Ludovic Chamoin , Michael Beer

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

The thermodynamic entropy of coarse-grained (CG) models stands as one of the most important properties for quantifying the missing information during the CG process and for establishing transferable (or extendible) CG interactions. However,…

Chemical Physics · Physics 2024-04-10 Jaehyeok Jin , David R. Reichman

We present a new Eulerian framework for the computation of turbulent compressible multiphase channel flows, specifically to assess turbulence modulation by dispersed particulate matter in dilute concentrations but with significant mass…

Fluid Dynamics · Physics 2025-08-12 Ajay Dhankarghare , Yuval Dagan

Motivated by challenges in Earth mantle convection, we present a massively parallel implementation of an Eulerian-Lagrangian method for the advection-diffusion equation in the advection-dominated regime. The advection term is treated by a…

Computational Engineering, Finance, and Science · Computer Science 2021-03-04 Nils Kohl , Marcus Mohr , Sebastian Eibl , Ulrich Rüde

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic…

Probability · Mathematics 2023-05-10 Oana Lang , Wei Pan

A promising method for improving the representation of clouds in climate models, and hence climate projections, is to develop machine learning-based parameterizations using output from global storm-resolving models. While neural networks…

Atmospheric and Oceanic Physics · Physics 2025-05-06 Arthur Grundner , Tom Beucler , Pierre Gentine , Veronika Eyring