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Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Non-equilibrium states of a thermodynamic statistical system are investigated using the thermodynamic parameter of the system lifetime, first-passage time, the time before degeneration of the system under influence of fluctuations.…

Statistical Mechanics · Physics 2020-03-19 V. V. Ryazanov

In this letter, a new filtering technique to solve a nonlinear state estimation problem has been developed. It is well known that for a nonlinear system, the prior and posterior probability density functions (pdf) are non-Gaussian in…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Kundan Kumar , Shovan Bhaumik

Design, architecture and deployment details of a decision support system engineered to minimize operating costs of compressor stations in a gas network are presented. The system employs standard simulation software for pipelines, combined…

Systems and Control · Computer Science 2013-11-15 Mariusz Kamola , Sebastian Plamowski

In this paper, we first construct a model for free surface flows that takes into account the air entrainment by a system of four partial differential equations. We derive it by taking averaged values of gas and fluid velocities on the cross…

Analysis of PDEs · Mathematics 2013-02-04 Christian Bourdarias , Mehmet Ersoy , Stéphane Gerbi

The identification of states and parameters from noisy measurements of a dynamical system is of great practical significance and has received a lot of attention. Classically, this problem is expressed as optimization over a class of models.…

In this article we survey recent progress on mathematical results on gas flow in pipe networks with a special focus on questions of control and stabilization. We briefly present the modeling of gas flow and coupling conditions for flow…

Analysis of PDEs · Mathematics 2020-10-07 Martin Gugat , Michael Herty

Pipe flow models are developed with a focus on their eventual use for feedback control design at the process control level, as opposed to the unit level, in gas processing facilities. Accordingly, linearized facility-scale models are…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Sven Brüggemann , Robert H. Moroto , Robert R. Bitmead

In this paper, a dual estimation methodology is developed for both time-varying parameters and states of a nonlinear stochastic system based on the Particle Filtering (PF) scheme. Our developed methodology is based on a concurrent…

Systems and Control · Computer Science 2016-06-29 Najmeh Daroogheh , Nader Meskin , Khashayar Khorasani

State estimation in water distribution networks (WDN), the problem of estimating all unknown network heads and flows given select measurements, is challenging due to the nonconvexity of hydraulic models and significant uncertainty from…

Optimization and Control · Mathematics 2021-03-12 Shen Wang , Ahmad F. Taha , Nikolaos Gatsis , Lina Sela , Marcio Giacomoni

Spatially-periodic channels are increasingly attracting attention as an efficient alternative to packed columns for a number of analytical and engineering processes. In incompressible flows, the periodic geometry allows to compute the flow…

The success of the ensemble Kalman filter has triggered a strong interest in expanding its scope beyond classical state estimation problems. In this paper, we focus on continuous-time data assimilation where the model and measurement errors…

Numerical Analysis · Mathematics 2019-06-26 Nikolas Nüsken , Sebastian Reich , Paul J. Rozdeba

The current energy transition promotes the convergence of operation between the power and natural gas systems. In that direction, it becomes paramount to improve the modeling of non-convex natural gas flow dynamics within the coordinated…

Systems and Control · Electrical Eng. & Systems 2022-09-27 Adriano Arrigo , Mihály Dolányi , Kenneth Bruninx , Jean-François Toubeau

Bayesian analysis is a framework for parameter estimation that applies even in uncertainty regimes where the commonly used local (frequentist) analysis based on the Cram\'er-Rao bound is not well defined. In particular, it applies when no…

Quantum Physics · Physics 2021-03-17 Simon Morelli , Ayaka Usui , Elizabeth Agudelo , Nicolai Friis

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

Natural gas transmission pipelines are complex systems whose flow characteristics are governed by challenging non-linear physical behavior. These pipelines extend over hundreds and even thousands of miles. Gas is typically injected into the…

Systems and Control · Computer Science 2014-09-17 Sidhant Misra , Michael W. Fisher , Scott Backhaus , Russell Bent , Michael Chertkov , Feng Pan

The well known metrological linear squeezing parameters (such as quadrature or spin squeezing) efficiently quantify the sensitivity of Gaussian states. Yet, these parameters are insufficient to characterize the much wider class of highly…

Quantum Physics · Physics 2019-03-11 Manuel Gessner , Augusto Smerzi , Luca Pezzè

Numerical simulations of compressible real-fluid flows are notoriously plagued by spurious pressure oscillations arising in regions of abrupt flow variations. As a possible remedy, several numerical formulations enforce the pressure…

Fluid Dynamics · Physics 2026-05-27 Gennaro Coppola , Alessandro Aiello , Carlo De Michele

Simulating transition dynamics between metastable states is a fundamental challenge in dynamical systems and stochastic processes with wide real-world applications in understanding protein folding, chemical reactions and neural activities.…

Machine Learning · Computer Science 2024-10-22 Haibo Wang , Yuxuan Qiu , Yanze Wang , Rob Brekelmans , Yuanqi Du

A finite element model and its equivalent electronic analogue circuit of hydraulic transmission lines have been developed. Basic equations are approximated to be a set of ordinary differential equations that can be represented in state…

Fluid Dynamics · Physics 2023-08-08 Jian-Jun Shu