Related papers: Sensitivity computation of statistically stationar…
We propose a novel framework for approximating the statistical properties of turbulent flows by combining variational methods for the search of unstable periodic orbits with resolvent analysis for dimensionality reduction. Traditional…
In chaotic dynamical systems, a number of rare trajectories with low level of chaoticity are embedded in chaotic sea, while extraordinary unstable trajectories can exist even in weakly chaotic regions. In this study, a quantitative method…
A streaming model is one where data items arrive over long period of time, either one item at a time or in bursts. Typical tasks include computing various statistics over a sliding window of some fixed time-horizon. What makes the streaming…
Chaotic systems are highly sensitive to a small perturbation, and are ubiquitous throughout biological sciences, physical sciences and even social sciences. Taking this as the underlying principle, we construct an operational notion for…
This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…
Simulations of turbulent flows in 3D are one of the most expensive simulations in computational fluid dynamics (CFD). Many works have been written on surrogate models to replace numerical solvers for fluid flows with faster, learned,…
The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
Turbulent flows are chaotic and unsteady, but their statistical distribution converges to a statistical steady state. Engineering quantities of interest typically take the form of time-average statistics such as $ \frac{1}{t} \int_0^t f (…
In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…
Complex turbulent flow simulations are an integral aspect of the engineering design process. The mainstay of these simulations is represented by eddy viscosity based turbulence models. Eddy viscosity models are computationally cheap due to…
In this paper, we present an open-source, automated, and multi-faceted computational-statistical platform to obtain synthetic homogeneous isotropic turbulent flow and passive scalar transport. A parallel implementation of the well-known…
The spatiotemporal dynamics of turbulent flows is chaotic and difficult to predict. This makes the design of accurate and stable reduced-order models challenging. The overarching objective of this paper is to propose a nonlinear…
In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivity is the derivative of the solution to the equation with respect to…
Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
Stochastic hydrodynamics provides a dynamical framework for the evolution of fluctuations in heavy-ion collisions, but poses significant challenges in numerical simulations. We present an algorithm for the simulation of non-relativistic…
We derive and prove the `fast response' formula for the linear response, the parameter derivatives of long-time-averaged statistics, of hyperbolic deterministic chaotic systems. The expression is pointwisely defined so we can compute the…
In this paper, a methodology to calculate the sensitivity of the least stable modes of fluid-structure interaction systems with respect to local forces is presented. We make use of the adjoint equations of the flow-structure coupled system…
This study evaluates data-driven models from a dynamical system perspective, such as unstable fixed points, periodic orbits, chaotic saddle, Lyapunov exponents, manifold structures, and statistical values. We find that these dynamical…