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Cataloging the complex behaviors of dynamical systems can be challenging, even when they are well-described by a simple mechanistic model. If such a system is of limited analytical tractability, brute force simulation is often the only…

Machine Learning · Computer Science 2023-01-04 Hunter Elliott

In this paper, we propose a probabilistic physics-guided framework, termed Physics-guided Deep Markov Model (PgDMM). The framework targets the inference of the characteristics and latent structure of nonlinear dynamical systems from…

Machine Learning · Computer Science 2022-05-26 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We introduce a machine learning framework for moment-equation modeling of rarefied gas flows, addressing strongly non-equilibrium conditions inaccessible to conventional computational fluid dynamics. Our approach utilizes high-order moments…

Fluid Dynamics · Physics 2025-11-04 Hang Song , Satyvir Singh , Manuel Torrilhon , Semih Cayci

A central problem in uncertainty quantification is how to characterize the impact that our incomplete knowledge about models has on the predictions we make from them. This question naturally lends itself to a probabilistic formulation, by…

Statistical Mechanics · Physics 2018-09-03 Giovanni Dematteis , Tobias Grafke , Eric Vanden-Eijnden

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

This paper presents fast non-sampling based methods to assess the risk for trajectories of autonomous vehicles when probabilistic predictions of other agents' futures are generated by deep neural networks (DNNs). The presented methods…

Machine Learning · Computer Science 2021-09-24 Ashkan Jasour , Xin Huang , Allen Wang , Brian C. Williams

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

Statistical Mechanics · Physics 2019-08-06 Richard Kleeman

We develop in this paper a framework of empirical gain maximization (EGM) to address the robust regression problem where heavy-tailed noise or outliers may present in the response variable. The idea of EGM is to approximate the density…

Machine Learning · Computer Science 2021-01-13 Yunlong Feng , Qiang Wu

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Due to the rapidly changing climate, the frequency and severity of extreme weather is expected to increase over the coming decades. As fully-resolved climate simulations remain computationally intractable, policy makers must rely on…

Atmospheric and Oceanic Physics · Physics 2024-02-29 Benedikt Barthel Sorensen , Alexis Charalampopoulos , Shixuan Zhang , Bryce Harrop , Ruby Leung , Themistoklis Sapsis

Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…

Dynamical Systems · Mathematics 2024-02-29 Yang Li , Shenglan Yuan , Shengyuan Xu

We develop an efficient method to calculate probabilities of large deviations from the typical behavior (rare events) in reaction--diffusion systems. The method is based on a semiclassical treatment of underlying "quantum" Hamiltonian,…

Statistical Mechanics · Physics 2009-11-10 Vlad Elgart , Alex Kamenev

The efficient calculation of rare-event kinetics in complex dynamical systems, such as the rate and pathways of ligand dissociation from a protein, is a generally unsolved problem. Markov state models can systematically integrate ensembles…

Chemical Physics · Physics 2016-02-03 Benjamin Trendelkamp-Schroer , Frank Noe

The probability of trajectories of weakly diffusive processes to remain in the tubular neighbourhood of a smooth path is given by the Freidlin-Wentzell-Graham theory of large deviations. The most probable path between two states (the…

Statistical Mechanics · Physics 2020-08-12 Lukas Kikuchi , Rajesh Singh , Mike E. Cates , Ronojoy Adhikari

Accurate subgrid-scale closures are essential for weather/climate models, where predicting extreme events is critical. Traditional closures have structural errors, e.g., producing excessive diffusion that dampens extremes. Artificial…

Extreme events in society and nature, such as pandemic spikes, rogue waves, or structural failures, can have catastrophic consequences. Characterizing extremes is difficult as they occur rarely, arise from seemingly benign conditions, and…

Machine Learning · Computer Science 2022-09-21 Ethan Pickering , Stephen Guth , George Em Karniadakis , Themistoklis P. Sapsis

Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…

Statistical Mechanics · Physics 2021-09-17 Tobias Grafke , Tobias Schäfer , Eric Vanden-Eijnden

Instrumental variable analysis is a powerful tool for estimating causal effects when randomization or full control of confounders is not possible. The application of standard methods such as 2SLS, GMM, and more recent variants are…

Machine Learning · Statistics 2020-06-08 Andrew Bennett , Nathan Kallus , Tobias Schnabel

Although many computational methods for rare event sampling exist, this type of calculation is not usually practical for general nonequilibrium conditions, with macroscopically irreversible dynamics and away from both stationary and…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Joshua T. Berryman , Tanja Schilling