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We propose the use of the Extended Kalman Filter (EKF) for online data assimilation and update of a dynamic model, preliminary identified through the Sparse Identification of Nonlinear Dynamics (SINDy). This data-driven technique may avoid…
Recent advances in counter-adversarial systems have garnered significant research attention to inverse filtering from a Bayesian perspective. For example, interest in estimating the adversary's Kalman filter tracked estimate with the…
Electrical impedance tomography (EIT) is a non-invasive imaging method in which an unknown physical body is probed with electric currents applied on the boundary, and the internal conductivity distribution is recovered from the measured…
Due to the state trajectory-independent features of invariant Kalman filtering (InEKF), it has attracted widespread attention in the research community for its significantly improved state estimation accuracy and convergence under…
We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…
In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…
Protein inverse folding, the design of an amino acid sequence based on a target protein structure, is a fundamental problem of computational protein engineering. Existing methods either generate sequences without leveraging external…
The time dependent non-equilibrium radiation diffusion equations are important for solving the transport of energy through radiation in optically thick regimes and find applications in several fields including astrophysics and inertial…
In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augmented with the system "fast" dynamical states. This…
A new dynamic mode decomposition (DMD) method is introduced for simultaneous online system identification and denoising in conjunction with the adoption of an extended Kalman filter algorithm\color{black}. The present paper explains the…
We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…
In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…
We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…
Based on the recently developed theory of Unscented Kalman Inversion in computational mathematics, we proposed a Bayesian joint inversion framework, i.e., Multi-task Unscented Kalman Inversion (MTUKI), and apply it to the joint inversion of…
The Inertia Relief (IR) technique is widely used by industry and produces equilibrated loads allowing to analyze unconstrained systems without resorting to the more expensive full dynamic analysis. The main goal of this work is to develop a…
Discrete Flow-based Models (DFMs) are powerful generative models for high-quality discrete data but typically suffer from slow sampling speeds due to their reliance on iterative decoding processes. This reliance on a multi-step process…
This paper introduces a computational framework to reconstruct and forecast a partially observed state that evolves according to an unknown or expensive-to-simulate dynamical system. Our reduced-order autodifferentiable ensemble Kalman…
Computational fluid dynamics (CFD) simulations play an important role in engineering science and applications, however, it is not applicable for problems requiring a large number of repeated calculations. Accordingly, many reduced-order…
We study an elliptic interface problem with discontinuous diffusion coefficients on unfitted meshes using the CutFEM method. Our main contribution is the reconstruction of conservative fluxes from the CutFEM solution and their use in a…
In the paper, we present a strategy for accelerating posterior inference for unknown inputs in time fractional diffusion models. In many inference problems, the posterior may be concentrated in a small portion of the entire prior support.…