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Lagrangian averaging plays an important role in the analysis of wave--mean-flow interactions and other multiscale fluid phenomena. The numerical computation of Lagrangian means, e.g. from simulation data, is however challenging. Typical…

Fluid Dynamics · Physics 2023-04-26 Hossein A. Kafiabad , Jacques Vanneste

There is a great need for accurate and efficient computational approaches that can account for both the discrete and stochastic nature of chemical interactions as well as spatial inhomogeneities and diffusion. This is particularly true in…

Chemical Physics · Physics 2010-03-16 Krishna A. Iyengar , Leonard A. Harris , Paulette Clancy

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

In this review, we describe and analyze a mesoscale simulation method for fluid flow, which was introduced by Malevanets and Kapral in 1999, and is now called multi-particle collision dynamics (MPC) or stochastic rotation dynamics (SRD).…

Soft Condensed Matter · Physics 2009-11-13 G. Gompper , T. Ihle , D. M. Kroll , R. G. Winkler

The numerical simulation of multiphase flows involving dispersed components with large scale disparities, such as the collisions between millimeter-sized bubbles and micron-sized mineral particles in flotation, poses a significant…

Fluid Dynamics · Physics 2026-05-21 Linfeng Jiang , Enrico Calzavarini , Dominik Krug

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Stochastic algorithms are efficient approaches to solving machine learning and optimization problems. In this paper, we propose a general framework called Splash for parallelizing stochastic algorithms on multi-node distributed systems.…

Machine Learning · Computer Science 2015-09-24 Yuchen Zhang , Michael I. Jordan

A hybrid computational method coupling the lattice-Boltzmann (LB) method and a Langevin-dynamics (LD) method is developed to simulate nanoscale particle and polymer (NPP) suspensions in the presence of both thermal fluctuation and…

We present a consistent high-order staggered Lagrangian hydrodynamics framework designed to reconcile an underlying disparity in existing curvilinear formulations: the mismatch between quadrature-based "strong" mass conservation and the…

Numerical Analysis · Mathematics 2026-04-01 Zhiyuan Sun , Jun Liu , Pei Wang

We present a fully Lagrangian conservation form of the general relativistic hydrodynamic equations for perfect fluids with artificial viscosity in a given arbitrary background spacetime. This conservation formulation is achieved by choosing…

Astrophysics · Physics 2009-10-31 S. Siegler , H. Riffert

To simulate the dynamics of fluid with polydisperse particles on macroscale level, one has to solve hydrodynamic equations with several relaxation terms, representing momentum transfer from fluid to particles and vice versa. For small…

Modern techniques for physical simulations rely on numerical schemes and mesh-refinement methods to address trade-offs between precision and complexity, but these handcrafted solutions are tedious and require high computational power.…

Machine Learning · Computer Science 2024-02-21 Janny Steeven , Nadri Madiha , Digne Julie , Wolf Christian

Obtaining accurate water level predictions are essential for water resource management and implementing flood mitigation strategies. Several data-driven models can be found in the literature. However, there has been limited research with…

Applications · Statistics 2025-06-27 Victor Hugo Nagahama , James Sweeney , Niamh Cahill

Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…

Numerical Analysis · Mathematics 2024-04-24 N. Huang , Y. -H. Dai , D. Orban , M. A. Saunders

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

We propose a novel belief space planning technique for continuous dynamics by viewing the belief system as a hybrid dynamical system with time-driven switching. Our approach is based on the perturbation theory of differential equations and…

Optimization and Control · Mathematics 2021-07-14 Haruki Nishimura , Mac Schwager

First-principles particle-in-cell (PIC) simulation is a powerful tool for understanding plasma behavior, but this power often comes at great computational expense. Artificially reducing the ion/electron mass ratio is a time-honored practice…

Plasma Physics · Physics 2022-01-14 Gregory R. Werner , Scott Robertson , Thomas G. Jenkins , Andrew M. Chap , John R. Cary

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

The Smoothed Particle Hydrodynamics (SPH) is a particle-based, Lagrangian method for fluid-flow simulations. In this work, fundamental concepts of this method are first briefly recalled. Then, the ability to accurately model granular…

Geophysics · Physics 2016-02-26 Kamil Szewc

A unified simulator that can model diverse physical phenomena without solver-specific redesign is a long-standing goal across simulation science. We present a learning-based particle simulator built on a single transformer architecture to…

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