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The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…
In many scientific fields, the generation and evolution of data are governed by partial differential equations (PDEs) which are typically informed by established physical laws at the macroscopic level to describe general and predictable…
This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities…
This review provides a pedagogic and self-contained introduction to master equations and to their representation by path integrals. We discuss analytical and numerical methods for the solution of master equations, keeping our focus on…
A general approach to provide approximate parameterizations of the "small" scales by the "large" ones, is developed for stochastic partial differential equations driven by linear multiplicative noise. This is accomplished via the concept of…
Complex networks theory has commonly been used for modelling and understanding the interactions taking place between the elements composing complex systems. More recently, the use of generative models has gained momentum, as they allow…
The analysis of nonlinear dynamical systems based on the Koopman operator is attracting attention in various applications. Dynamic mode decomposition (DMD) is a data-driven algorithm for Koopman spectral analysis, and several variants with…
Realistic physical phenomena exhibit random fluctuations across many scales in the input and output processes. Models of these phenomena require stochastic PDEs. For three-dimensional coupled (vector-valued) stochastic PDEs (SPDEs), for…
Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…
We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving…
Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…
We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet…
In this work we consider the problem of approximating the statistics of a given Quantity of Interest (QoI) that depends on the solution of a linear elliptic PDE defined over a random domain parameterized by $N$ random variables. The…
The analysis of a timeseries can provide many new perspectives if it is accompanied by the assumption that the timeseries is generated from an underlying dynamical system. For example, statistical properties of the data can be related to…
A complex system comprises multiple interacting entities whose interdependencies form a unified whole, exhibiting emergent behaviours not present in individual components. Examples include the human brain, living cells, soft matter, Earth's…
Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…
Shape optimization models with one or more shapes are considered in this chapter. Of particular interest for applications are problems in which where a so-called shape functional is constrained by a partial differential equation (PDE)…
In this paper, a simulation-based method for the analysis and design of abstracted models for a stochastic hybrid system is proposed. The accuracy of a model is evaluated in terms of its capability to reproduce the system output for all the…
In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…
We construct a probabilistic representation of a system of fully coupled parabolic equations arising as a model describing spatial segregation of interacting population species. We derive a closed system of stochastic equations such that…