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Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…

Chaotic Dynamics · Physics 2010-01-01 Lun-Shin Yao

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

Recent advancements of intermediate-scale quantum processors have triggered tremendous interest in the exploration of practical quantum advantage. The simulation of fluid dynamics, a highly challenging problem in classical physics but vital…

Analyzing large-scale data from simulations of turbulent flows is memory intensive, requiring significant resources. This major challenge highlights the need for data compression techniques. In this study, we apply a physics-informed Deep…

Fluid Dynamics · Physics 2022-04-20 Mohammadreza Momenifar , Enmao Diao , Vahid Tarokh , Andrew D. Bragg

Polynomial chaos based methods enable the efficient computation of output variability in the presence of input uncertainty in complex models. Consequently, they have been used extensively for propagating uncertainty through a wide variety…

Optimization and Control · Mathematics 2020-09-18 Tuhin Sahai

We show how a recently introduced statistics [Patil et al, Phys. Rev. Lett. 81 5878 (2001)] provides a direct relationship between dimension and predictability in spatiotemporal chaotic systems. Regions of low dimension are identified as…

Chaotic Dynamics · Physics 2007-05-23 Gerson Francisco , Paulsamy Muruganandam

We examine the sensitivity of wavefunction intensities in chaotic quantum systems to small changes in an arbitrary external perturbation. A universal scaling is proposed for all three Dyson ensembles and a novel theoretical approach is used…

Condensed Matter · Physics 2009-10-28 E. R. Mucciolo , B. D. Simons , A. V. Andreev , V. N. Prigodin

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based…

Numerical Analysis · Mathematics 2015-06-18 Georgios Arampatzis , Markos Katsoulakis

The availability of large spatial data geocoded at accurate locations has fueled a growing interest in spatial modeling and analysis of point processes. The proposed research is motivated by the intensity estimation problem for large…

Applications · Statistics 2021-07-19 Lihao Yin , Huiyan Sang

A data-driven algorithm is proposed that employs sparse data from velocity and/or scalar sensors to forecast the future evolution of three dimensional turbulent flows. The algorithm combines time-delayed embedding together with Koopman…

Fluid Dynamics · Physics 2026-03-04 George Papadakis , Shengqi Lu

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

This paper advances the stochastic regularity theory for the Navier-Stokes equations by introducing a variable-intensity noise model within the Sobolev and Besov spaces. Traditional models usually assume constant-intensity noise, but many…

Fluid Dynamics · Physics 2024-11-08 Rômulo Damasclin Chaves dos Santos

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

We present turbulent Schmidt number Sc_t estimations above three-dimensional urban canopies, where Sc_t is a property of the flow defined as the ratio of the eddy diffusivity of momentum (K_M) to the eddy diffusivity of mass (D_t). Despite…

Fluid Dynamics · Physics 2020-01-30 Annalisa Di Bernardino , Paolo Monti , Giovanni Leuzzi , Giorgio Querzoli

The computational cost of fluid simulations increases rapidly with grid resolution. This has given a hard limit on the ability of simulations to accurately resolve small scale features of complex flows. Here we use a machine learning…

Computational Physics · Physics 2021-06-23 Jiawei Zhuang , Dmitrii Kochkov , Yohai Bar-Sinai , Michael P. Brenner , Stephan Hoyer

The present paper deals with the problem of improving the efficiency of large scale turbulent flow simulations. The high-fidelity methods for modelling turbulent flows become available for a wider range of applications thanks to the…

Computational Physics · Physics 2018-04-10 Boris Krasnopolsky

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

Turbulence in wall-bounded flows is characterized by stable statistics. Although, in many turbulent systems, this stable statistical state corresponds to a stable fixed point of an associated statistical state dynamics (SSD) closed at…

Fluid Dynamics · Physics 2023-12-14 Brian F. Farrell , Petros J. Ioannou