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We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential…

Numerical Analysis · Mathematics 2009-11-11 Panagiotis Stinis

Complex dynamical systems are used for predictions in many domains. Because of computational costs, models are truncated, coarsened, or aggregated. As the neglected and unresolved terms become important, the utility of model predictions…

Machine Learning · Computer Science 2021-08-19 Abhinav Gupta , Pierre F. J. Lermusiaux

A ubiquitous challenge in design space exploration or uncertainty quantification of complex engineering problems is the minimization of computational cost. A useful tool to ease the burden of solving such systems is model reduction. This…

Numerical Analysis · Mathematics 2021-04-16 Felix Newberry , Jerrad Hampton , Kenneth Jansen , Alireza Doostan

Explaining the emergence of stochastic irreversible macroscopic dynamics from time-reversible deterministic microscopic dynamics is one of the key problems in philosophy of physics. The Mori-Zwanzig projection operator formalism, which is…

Statistical Mechanics · Physics 2022-07-04 Michael te Vrugt

This paper presents a probabilistic approach to represent and quantify model-form uncertainties in the reduced-order modeling of complex systems using operator inference techniques. Such uncertainties can arise in the selection of an…

Machine Learning · Statistics 2024-11-08 Jin Yi Yong , Rudy Geelen , Johann Guilleminot

Standard projection-based model reduction for dynamical systems incurs closure error because it only accounts for instantaneous dependence on the resolved state. From the Mori-Zwanzig (MZ) perspective, projecting the full dynamics onto a…

Dynamical Systems · Mathematics 2026-01-13 Arjun Vijaywargiya , George Biros

Many mathematical models utilize limit processes. Continuous functions and the calculus, differential equations and topology, all are based on limits and continuity. However, when we perform measurements and computations, we can achieve…

Artificial Intelligence · Computer Science 2025-10-20 Mark Burgin

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

Reduced models for the (defocusing) nonlinear Schr\"odinger equation are developed. In particular, we develop reduced models that only involve the low-frequency modes given noisy observations of these modes. The ansatz of the reduced…

Statistical Mechanics · Physics 2015-05-25 John Harlim , Xiantao Li

In this work we introduce a manifold learning-based method for uncertainty quantification (UQ) in systems describing complex spatiotemporal processes. Our first objective is to identify the embedding of a set of high-dimensional data…

Data Analysis, Statistics and Probability · Physics 2022-05-18 Katiana Kontolati , Dimitrios Loukrezis , Ketson R. M. dos Santos , Dimitrios G. Giovanis , Michael D. Shields

Uncertainty quantification seeks to provide a quantitative means to understand complex systems that are impacted by parametric uncertainty. The polynomial chaos method is a computational approach to solve stochastic partial differential…

Numerical Analysis · Mathematics 2017-09-27 Melvin Leok , Gautam Wilkins

The Mori-Zwanzig projection formalism is widely used in studying systems with many degrees of freedom. We used a system-bath Hamiltonian system to show that the Mori's and Zwanzig's projection procedures are mutual limiting cases of each…

Statistical Mechanics · Physics 2009-04-20 Jianhua Xing

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Significant efforts have been devoted in the last decade towards improving the predictivity of coarse-grained models in molecular dynamics simulations and providing a rigorous justification of their use, through a combination of theoretical…

Chemical Physics · Physics 2019-01-16 Nicodemo Di Pasquale , Thomas Hudson , Matteo Icardi

In this work we introduce a manifold learning-based surrogate modeling framework for uncertainty quantification in high-dimensional stochastic systems. Our first goal is to perform data mining on the available simulation data to identify a…

Machine Learning · Statistics 2024-11-11 Dimitris G. Giovanis , Dimitrios Loukrezis , Ioannis G. Kevrekidis , Michael D. Shields

Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…

Statistical Mechanics · Physics 2011-02-08 Jianhua Xing , Kenneth S Kim

We study mathematical and computational models for computing the deformation of fiber-reinforced cross-plied laminates due to external forces. This requires an understanding of both micro-structural effects and different sources of…

Numerical Analysis · Mathematics 2016-04-20 Ivo Babuska , Mohammad Motamed

Despite the inherently fuzzy nature of reconstructions in historical linguistics, most scholars do not represent their uncertainty when proposing proto-forms. With the increasing success of recently proposed approaches to automating certain…

Computation and Language · Computer Science 2023-10-20 Johann-Mattis List , Nathan W. Hill , Robert Forkel , Frederic Blum

In this paper we consider the problem of deriving approximate autonomous dynamics for a number of variables of a dynamical system, which are weakly coupled to the remaining variables. In a previous paper we have used the Ruelle response…

Statistical Mechanics · Physics 2015-06-11 Jeroen Wouters , Valerio Lucarini

We extend the Nakajima-Zwanzig projection operator technique to the determination of multitime correlation functions of open quantum systems. The correlation functions are expressed in terms of certain multitime homogeneous and…

Quantum Physics · Physics 2017-02-16 Anton Ivanov , Heinz-Peter Breuer