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We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic differential equations, which relies upon discrete-time observations of the state. The…

Machine Learning · Computer Science 2025-03-11 Riccardo Bonalli , Alessandro Rudi

In this paper, we study a nonlinear system of first order partial differential equations describing the macroscopic behavior of an ensemble of interacting self-propelled rigid bodies. Such system may be relevant for the modelling of bird…

Analysis of PDEs · Mathematics 2022-10-31 Pierre Degond , Amic Frouvelle , Sara Merino-Aceituno , Ariane Trescases

The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…

Statistical Mechanics · Physics 2013-07-01 George W A Constable , Alan J McKane , Tim Rogers

This article presents an innovative approach to integrating port-Hamiltonian systems with neural network architectures, transitioning from deterministic to stochastic models. The study presents novel mathematical formulations and…

Dynamical Systems · Mathematics 2024-03-26 Luca Di Persio , Matthias Ehrhardt , Sofia Rizzotto

We investigate the utility of deep learning for modeling the clustering of particles that are aerodynamically coupled to turbulent fluids. Using a Lagrangian particle module within the Athena++ hydrodynamics code, we simulate the dynamics…

Earth and Planetary Astrophysics · Physics 2024-01-09 Yan-Mong Chan , Natascha Manger , Yin Li , Chao-Chin Yang , Zhaohuan Zhu , Philip J. Armitage , Shirley Ho

Active systems, which are driven out of equilibrium by local non-conservative forces, can adopt unique behaviors and configurations. An important challenge in the design of novel materials which utilize such properties is to precisely…

Soft Condensed Matter · Physics 2022-08-09 Gregory Rassolov , Laura Tociu , Étienne Fodor , Suriyanarayanan Vaikuntanathan

Self-propelled colloids constitute an important class of intrinsically non-equilibrium matter. Typically, such a particle moves ballistically at short times, but eventually changes its orientation, and displays random-walk behavior in the…

Soft Condensed Matter · Physics 2019-05-27 Jochen Arlt , Vincent A Martinez , Angela Dawson , Teuta Pilizota , Wilson C K Poon

Accurately learning the temporal behavior of dynamical systems requires models with well-chosen learning biases. Recent innovations embed the Hamiltonian and Lagrangian formalisms into neural networks and demonstrate a significant…

Machine Learning · Computer Science 2021-10-04 Shaan Desai , Marios Mattheakis , David Sondak , Pavlos Protopapas , Stephen Roberts

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

Neural Stochastic Differential Equations model a dynamical environment with neural nets assigned to their drift and diffusion terms. The high expressive power of their nonlinearity comes at the expense of instability in the identification…

Machine Learning · Computer Science 2021-03-01 Manuel Haussmann , Sebastian Gerwinn , Andreas Look , Barbara Rakitsch , Melih Kandemir

Natural phenomena frequently involve a very large number of interacting molecules moving in confined regions of space. Cellular transport by motor proteins is an example of such collective behavior. We derive a deterministic compartmental…

Subcellular Processes · Quantitative Biology 2017-11-01 Yoram Zarai , Michael Margaliot , Anatoly B. Kolomeisky

We develop interacting particle algorithms for learning latent variable models with energy-based priors. To do so, we leverage recent developments in particle-based methods for solving maximum marginal likelihood estimation (MMLE) problems.…

Machine Learning · Statistics 2025-10-15 Joanna Marks , Tim Y. J. Wang , O. Deniz Akyildiz

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

Machine Learning · Statistics 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

Model-based control requires an accurate model of the system dynamics for precisely and safely controlling the robot in complex and dynamic environments. Moreover, in the presence of variations in the operating conditions, the model should…

Robotics · Computer Science 2024-09-04 Alessandro Saviolo , Jonathan Frey , Abhishek Rathod , Moritz Diehl , Giuseppe Loianno

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

(abridged) We present a detailed derivation of a simple hydrodynamic two-fluid model, which aims at the description of the phase separation of non-entangled polymer solutions, where viscoelastic effects play a role. It is directly based…

We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…

Soft Condensed Matter · Physics 2022-03-15 Lorenzo Caprini , Umberto Marini Bettolo Marconi , René Wittmann , Hartmut Löwen

We introduce a stochastic agent-based model for the flocking dynamics of self-propelled particles that exhibit velocity-alignment interactions with neighbours within their field of view. The stochasticity in the dynamics of the model arises…

Statistical Mechanics · Physics 2019-07-24 Trilochan Bagarti , Shakti N. Menon

Modeling complex physical dynamics is a fundamental task in science and engineering. Traditional physics-based models are sample efficient, and interpretable but often rely on rigid assumptions. Furthermore, direct numerical approximation…

Machine Learning · Computer Science 2023-03-02 Rui Wang , Rose Yu
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