Related papers: A stochastic reduced-order model for statistical m…
The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…
Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…
We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate…
We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that…
Computing the invariant probability measure of a randomly perturbed dynamical system usually means solving the stationary Fokker-Planck equation. This paper studies several key properties of a novel data-driven solver for low-dimensional…
Deep learning is a powerful tool to represent subgrid processes in climate models, but many application cases have so far used idealized settings and deterministic approaches. Here, we develop stochastic parameterizations with calibrated…
In this work, we develop novel structure-preserving numerical schemes for a class of nonlinear Fokker--Planck equations with nonlocal interactions. Such equations can cover many cases of importance, such as porous medium equations with…
In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…
This paper presents a physics-informed machine learning (ML) framework to construct reduced-order models (ROMs) for reactive-transport quantities of interest (QoIs) based on high-fidelity numerical simulations. QoIs include species decay,…
Determining process-structure-property linkages is one of the key objectives in material science, and uncertainty quantification plays a critical role in understanding both process-structure and structure-property linkages. In this work, we…
Functionally graded materials (FGMs) are two-phase composites with continuously changing microstructure adapted to performance requirements. Traditionally, the overall behavior of FGMs has been determined using local averaging techniques or…
Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…
The inclusion of convection in stellar evolution models lacks realism, especially near convective-radiative interfaces. Furthermore, the interaction of convection with oscillations prevent us from accurately predicting seismic frequencies,…
The evolution of local defects such as dislocations and cracks often determines the performance of engineering materials. For a proper description and understanding of these phenomena, one needs to descend to a very small scale, at which…
In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…
Models and methods that are able to accurately and efficiently predict the flows of low-speed rarefied gases are in high demand, due to the increasing ability to manufacture devices at micro and nano scales. One such model and method is a…
The Statistical Finite Element Method (statFEM) offers a Bayesian framework for integrating computational models with observational data, thus providing improved predictions for structural health monitoring and digital twinning. This paper…
We consider the systematic numerical approximation of Biot's quasistatic model for the consolidation of a poroelastic medium. Various discretization schemes have been analysed for this problem and inf-sup stable finite elements have been…
In Materials Science, material development involves evaluating and optimizing the internal structures of the material, generically referred to as microstructures. Microstructures structure is stochastic, analogously to image textures. A…
Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose…