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A new method is proposed for estimating the rate of fugitive emissions of particulate matter from multiple time-dependent sources via measurements of deposition and concentration. We cast this source inversion problem within the Bayesian…

Applications · Statistics 2016-11-01 Bamdad Hosseini , John M. Stockie

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

Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…

Methodology · Statistics 2025-03-25 Klaus Mosegaard , Andrew Curtis

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

We introduce a computational framework to statistically infer thermophysical properties of any given wall from in-situ measurements of air temperature and surface heat fluxes. The proposed framework uses these measurements, within a…

Applications · Statistics 2018-08-16 Lia De Simon , Marco Iglesias , Benjamin Jones , Christopher Wood

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Dynamics of a one-dimensional system of Brownian particles with short-range repulsive interaction (diameter sigma) is studied with a liquid-theoretical approach. The mean square displacement, the two-particle displacement correlation, and…

Statistical Mechanics · Physics 2013-12-06 T. Ooshida , S. Goto , T. Matsumoto , A. Nakahara , M. Otsuki

Upper-ocean turbulent flows at horizontal length scales smaller than the deformation radius depart from geostrophic equilibrium and develop important vertical velocities, which are key to marine ecology and climatic processes. Due to their…

Fluid Dynamics · Physics 2023-12-04 Michael Maalouly , Guillaume Lapeyre , Bastien Cozian , Gilmar Mompean , Stefano Berti

Mathematical models based on probability density functions (PDF) have been extensively used in hydrology and subsurface flow problems, to describe the uncertainty in porous media properties (e.g., permeability modelled as random field).…

Fluid Dynamics · Physics 2020-06-01 Matteo Icardi , Marco Dentz

The Van Allen radiation belts in the magnetosphere have been extensively studied using models based on radial diffusion theory, which is based on a quasi-linear approach with prescribed inner and outer boundary conditions. The 1-d diffusion…

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…

Fluid Dynamics · Physics 2010-06-17 J. Bakosi

We propose a new model of turbulence for use in large-eddy simulations (LES). The turbulent force, represented here by the turbulent Lamb vector, is divided in two contributions. The contribution including only subfilter fields is…

Fluid Dynamics · Physics 2009-11-11 Jean-Philippe Laval , Berengere Dubrulle

This paper defines a novel Bayesian inverse problem to infer an infinite-dimensional uncertain operator appearing in a differential equation, whose action on an observable state variable affects its dynamics. Inference is made tractable by…

Applications · Statistics 2022-07-07 Teresa Portone , Robert D. Moser

We formulate a perturbative approximation to gravitational instability, based on Lagrangian hydrodynamics in Newtonian cosmology. We take account of `pressure' effect of fluid, which is kinematically caused by velocity dispersion, to aim…

Astrophysics · Physics 2009-11-07 Masaaki Morita , Takayuki Tatekawa

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

We discuss the particle method in quantum mechanics which provides an exact scheme to calculate the time-dependent wavefunction from a single-valued continuum of trajectories where two spacetime points are linked by at most a single orbit.…

Quantum Physics · Physics 2009-11-10 Peter Holland

We study the problem of drift estimation for two-scale continuous time series. We set ourselves in the framework of overdamped Langevin equations, for which a single-scale surrogate homogenized equation exists. In this setting, estimating…

Numerical Analysis · Mathematics 2021-06-08 Assyr Abdulle , Giacomo Garegnani , Grigorios A. Pavliotis , Andrew M. Stuart , Andrea Zanoni

Our aim is to present a fast and general Bayesian inference framework based on the synergy between machine learning techniques and standard sampling methods and apply it to infer the physical properties of clumpy dusty torus using infrared…

Instrumentation and Methods for Astrophysics · Physics 2011-02-11 A. Asensio Ramos , C. Ramos Almeida

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

Methodology · Statistics 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz