English
Related papers

Related papers: Adjoint chaos via cumulant truncation

200 papers

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

Chaotic dynamical systems such as turbulent flows are characterized by an exponential divergence of infinitesimal perturbations to initial conditions. Therefore, conventional adjoint/tangent sensitivity analysis methods that are successful…

Computational Engineering, Finance, and Science · Computer Science 2019-03-01 Nisha Chandramoorthy , Zhong-Nan Wang , Qiqi Wang , Paul Tucker

The reconstruction from observations of high-dimensional chaotic dynamics such as geophysical flows is hampered by (i) the partial and noisy observations that can realistically be obtained, (ii) the need to learn from long time series of…

Machine Learning · Statistics 2020-03-31 Marc Bocquet , Julien Brajard , Alberto Carrassi , Laurent Bertino

Training data-driven turbulence models with high fidelity Reynolds stress can be impractical and recently such models have been trained with velocity and pressure measurements. For gradient-based optimization, such as training deep learning…

Fluid Dynamics · Physics 2021-04-19 Carlos A. Michelén Ströfer , Xin-Lei Zhang , Heng Xiao

A deterministic multi-scale dynamical system is introduced and discussed as prototype model for relative dispersion in stationary, homogeneous and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and…

Fluid Dynamics · Physics 2017-04-19 Guglielmo Lacorata , Angelo Vulpiani

Complex chaotic dynamics, seen in natural and industrial systems like turbulent flows and weather patterns, often span vast spatial domains with interactions across scales. Accurately capturing these features requires a high-dimensional…

Chaotic Dynamics · Physics 2024-10-03 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Donglin Liu , Francisco García Atienza , Mengwu Guo

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Estimation of the initial state of turbulent channel flow from spatially and temporally resolved wall data is performed using adjoint-variational data assimilation. The accuracy of the predicted flow deteriorates with distance from the…

Fluid Dynamics · Physics 2026-02-17 Qi Wang , Mengze Wang , Tamer A. Zaki

Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…

Fluid Dynamics · Physics 2020-11-30 Leonhard A. Leppin , Michael Wilczek

Convection is a fundamental fluid transport phenomenon, where the large-scale motion of a fluid is driven, for example, by a thermal gradient or an electric potential. Modeling convection has given rise to the development of chaos theory…

Computational Physics · Physics 2021-08-17 Yifei Guan , Steven L. Brunton , Igor Novosselov

A method for finding reduced-order approximations of turbulent flow models is presented. The method preserves bounds on the production of turbulent energy in the sense of the $\curly{L}_2$ norm of perturbations from a notional laminar…

Fluid Dynamics · Physics 2013-01-22 A S Sharma

A data-driven turbulence model for coarse-grained numerical simulations of two-dimensional Rayleigh-B\'enard convection is proposed. The model starts from high-fidelity data and is based on adjusting the Fourier coefficients of the…

Fluid Dynamics · Physics 2024-02-08 Sagy Ephrati , Paolo Cifani , Bernard Geurts

In this article, we investigate the convergence behavior of two classes of gathering protocols with fixed circulant topologies using tools from dynamical systems. Given a fixed number of mobile entities moving in the Euclidean plane, we…

Dynamical Systems · Mathematics 2026-04-15 Raphael Gerlach , Sören von der Gracht , Michael Dellnitz

We present a novel reformulation of balanced truncation, a classical model reduction method. The principal innovation that we introduce comes through the use of system response data that has been either measured or computed, without…

Numerical Analysis · Mathematics 2021-10-26 Ion Victor Gosea , Serkan Gugercin , Christopher Beattie

The route to chaos and phase dynamics in a rotating shallow-water model were rigorously examined using a five-mode Galerkin truncated system with complex variables. This system is valuable for investigating how large/meso-scales destabilize…

Chaotic Dynamics · Physics 2024-09-04 Francesco Carbone , Denys Dutykh

This Thesis explores how tools from Statistical Physics and Information Theory can help us describe and understand complex systems. In the first part, we study the interplay between internal interactions, environmental changes, and…

Statistical Mechanics · Physics 2023-03-01 Giorgio Nicoletti

We introduce Adjoint Sampling, a highly scalable and efficient algorithm for learning diffusion processes that sample from unnormalized densities, or energy functions. It is the first on-policy approach that allows significantly more…

We introduce an information-theoretic method for quantifying causality in chaotic systems. The approach, referred to as IT-causality, quantifies causality by measuring the information gained about future events conditioned on the knowledge…

Fluid Dynamics · Physics 2023-11-01 Adrián Lozano-Durán , Gonzalo Arranz , Yuenong Ling

We consider the dynamics of a droplet on a vibrating fluid bath. This hydrodynamic quantum analog system is shown to elicit the canonical behavior of damped-driven systems, including a period doubling route to chaos. By approximating the…

Dynamical Systems · Mathematics 2022-11-10 Aminur Rahman , J. Nathan Kutz