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We investigate a complex system involving multiple shapes to be optimized in a domain, taking into account geometric constraints on the shapes and uncertainty appearing in the physics. We connect the differential geometry of product shape…

Optimization and Control · Mathematics 2023-08-16 Caroline Geiersbach , Tim Suchan , Kathrin Welker

In this article, we investigate the artificial viscosity and hourglass control algorithms for high-order staggered Lagrangian hydrodynamics(SGH), as proposed in~\cite[Sun et al., 2025]{Sun2025High}. Inspired by the subzonal pressure method…

Numerical Analysis · Mathematics 2025-09-10 Zhiyuan Sun , Jun Liu , Pei Wang

Smoothed particle hydrodynamics is a particle-based, fully Lagrangian, method for fluid-flow simulations. In this work, fundamental concepts of the method are first briefly recalled. Then, we present a thorough comparison of three different…

Fluid Dynamics · Physics 2012-08-22 Kamil Szewc , Jacek Pozorski , Jean-Pierre Minier

Smoothed Particle Hydrodynamics (SPH_ is a mesh-free Lagrangian method renowned for modeling large deformations and free-surface flows, yet classical formulations remain confined to deterministic systems. We introduce Stochastic SPH…

Computational Engineering, Finance, and Science · Computer Science 2026-05-14 Mridul Tiwari , Sawan Kumar , Md Rushdie Ibne Islam , Souvik Chakraborty

To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a…

Optimization and Control · Mathematics 2019-12-17 Sebastian Götschel , Michael L. Minion

A coupled forward-backward stochastic differential system (FBSDS) is formulated in spaces of fields for the incompressible Navier-Stokes equation in the whole space. It is shown to have a unique local solution, and further if either the…

Mathematical Physics · Physics 2014-03-04 Freddy Delbaen , Jinniao Qiu , Shanjian Tang

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

Numerical simulations of the air in the atmosphere and water in the oceans are essential for numerical weather prediction. The state-of-the-art for performing these fluid simulations relies on an Eulerian viewpoint, in which the fluid…

Fluid Dynamics · Physics 2025-08-12 Philip Caplan , Otis Milliken , Toby Pouler , Zeyi Tong , Col McDermott , Sam Millay

Lagrangian averaging is a valuable tool for the analysis and modelling of multiscale processes in fluid dynamics. The numerical computation of Lagrangian (time) averages from simulation data is challenging, however. It can be carried out by…

Fluid Dynamics · Physics 2024-12-23 Abhijeet Minz , Lois E. Baker , Hossein A. Kafiabad , Jacques Vanneste

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…

Fluid Dynamics · Physics 2024-11-14 Tianyi Li , Luca Biferale , Fabio Bonaccorso , Michele Buzzicotti , Luca Centurioni

Novel view synthesis has shown rapid progress recently, with methods capable of producing increasingly photorealistic results. 3D Gaussian Splatting has emerged as a promising method, producing high-quality renderings of scenes and enabling…

Computer Vision and Pattern Recognition · Computer Science 2024-07-19 Richard Shaw , Michal Nazarczuk , Jifei Song , Arthur Moreau , Sibi Catley-Chandar , Helisa Dhamo , Eduardo Perez-Pellitero

Modeling and simulation of fluid-structure interactions are crucial to the success of aerospace engineering. This work addresses a novel hybrid algorithm that models the close coupling between compressible flows and deformable materials…

Computational Physics · Physics 2025-04-16 Mingshuo Han , Shiwei Hu , Tianbai Xiao , Yonghao Zhang

Solvent-mediated hydrodynamic interactions between colloidal particles can significantly alter their dynamics. We discuss the implementation of Stokesian dynamics in leading approximation for streaming processors as provided by the compute…

Computational Physics · Physics 2012-09-12 Michael Kopp , Felix Höfling

This paper proposes stochastic models for the analysis of ocean surface trajectories obtained from freely-drifting satellite-tracked instruments. The proposed time series models are used to summarise large multivariate datasets and infer…

Applications · Statistics 2017-03-16 Adam M. Sykulski , Sofia C. Olhede , Jonathan M. Lilly , Eric Danioux

This paper is based on a formulation of the Navier-Stokes equations developed by P. Constantin and the first author (\texttt{arxiv:math.PR/0511067}, to appear), where the velocity field of a viscous incompressible fluid is written as the…

Probability · Mathematics 2010-03-16 Gautam Iyer , Jonathan Mattingly

In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…

Optimization and Control · Mathematics 2025-04-01 Caroline Geiersbach , Tim Suchan , Kathrin Welker

The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…

Statistical Mechanics · Physics 2020-03-18 Massimo Materassi

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used…

Machine Learning · Statistics 2017-09-29 Alexander Grigorievskiy , Neil Lawrence , Simo Särkkä