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Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Dynamic mode decomposition (DMD) is a popular approach to analyzing and modeling fluid flows. In practice, datasets are almost always corrupted to some degree by noise. The vanilla DMD is highly noise-sensitive, which is why many…

Fluid Dynamics · Physics 2025-01-30 Andre Weiner , Janis Geise

Exchanging data as character-separated values (CSV) is slow, cumbersome and error-prone. Especially for time-series data, which is common in Activity Recognition, synchronizing several independently recorded sensors is challenging. Adding…

Databases · Computer Science 2019-08-05 Philipp M. Scholl , Benjamin Völker , Bernd Becker , Kristof Van Laerhoven

The matrix profile (MP) is a data structure computed from a time series which encodes the data required to locate motifs and discords, corresponding to recurring patterns and outliers respectively. When the time series contains noisy data…

Machine Learning · Computer Science 2023-06-21 Colin Hehir , Alan F. Smeaton

This work presents a new multiphase SPH model that includes the shifting algorithm and a variable smoothing length formalism to simulate multi-phase flows with accuracy and proper interphase management. The implementation was performed in…

The tendency of irreversible processes to generate entropy is the ultimate driving force for the evolution of nature. In engineering, entropy production is often used as a measure of usable energy losses. In this study we show that the…

Geophysics · Physics 2018-10-30 Yi Yang , Stefan Bruns , Susan Stipp , Henning Sørensen

Modern imaging techniques for probing brain function, including functional Magnetic Resonance Imaging, intrinsic and extrinsic contrast optical imaging, and magnetoencephalography, generate large data sets with complex content. In this…

Neurons and Cognition · Quantitative Biology 2009-11-10 P. P. Mitra , B. Pesaran

There exist several methods developed for the canonical change point problem of detecting multiple mean shifts, which search for changes over sections of the data at multiple scales. In such methods, estimation of the noise level is often…

Methodology · Statistics 2022-11-07 Euan T. McGonigle , Haeran Cho

In this paper, we consider mathematical modeling and numerical simulation of non-isothermal compressible multi-component diffuse-interface two-phase flows with realistic equations of state. A general model with general reference velocity is…

Numerical Analysis · Mathematics 2018-08-15 Jisheng Kou , Shuyu Sun

We study Bayesian inverse problems with mixed noise, modeled as a combination of additive and multiplicative Gaussian components. While traditional inference methods often assume fixed or known noise characteristics, real-world…

Machine Learning · Computer Science 2025-10-17 Paul Hagemann , Robert Gruhlke , Bernhard Stankewitz , Claudia Schillings , Gabriele Steidl

In this study, we investigate the complexity of two-phase flow (air/water) in a heterogeneous soil sample by using complex network theory, where the supposed porous media is non-deformable media, under the time-dependent gas pressure. Based…

Computational Engineering, Finance, and Science · Computer Science 2010-08-11 Hamed. O. Ghaffari , Mamdou Fall , Erman. Evgin

The flow of incompressible fluids through porous media plays a crucial role in many technological applications such as enhanced oil recovery and geological carbon-dioxide sequestration. The flow within numerous natural and synthetic porous…

Computational Engineering, Finance, and Science · Computer Science 2018-05-23 S. H. S. Joodat , K. B. Nakshatrala , R. Ballarini

To understand the non-equilibrium relaxation dynamics of a liquid droplet on a switchable substrate the interplay of different length- and time-scales needs to be understood. We present a method to map the microscopic information, resulting…

Fluid Dynamics · Physics 2022-08-01 Moritz Stieneker , Leon Topp , Svetlana Gurevich , Andreas Heuer

Extracting relevant properties of empirical signals generated by nonlinear, stochastic, and high-dimensional systems is a challenge of complex systems research. Open questions are how to differentiate chaotic signals from stochastic ones,…

Data Analysis, Statistics and Probability · Physics 2021-07-08 B. R. R. Boaretto , R. C. Budzinski , K. L. Rossi , T. L. Prado , S. R. Lopes , C. Masoller

The paper studies identification of linear systems with multiplicative noise from multiple-trajectory data. An algorithm based on the least-squares method and multiple-trajectory data is proposed for joint estimation of the nominal system…

Systems and Control · Electrical Eng. & Systems 2022-06-07 Yu Xing , Benjamin Gravell , Xingkang He , Karl Henrik Johansson , Tyler Summers

In this work, we quantify the time scales and information flow associated with multiscale energy transfer in a weakly turbulent system. This is done through a greedy optimization algorithm which finds the maximum conditional-mutual…

Chaotic Dynamics · Physics 2026-01-13 Christopher W. Curtis , Erik M. Bollt

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

The two-phase mixing layer formed between parallel gas and liquid streams is an important fundamental problem in turbulent multiphase flows. The problem is relevant to many industrial applications and natural phenomena, such as air-blast…

Fluid Dynamics · Physics 2018-12-05 Y. Ling , D. Fuster , G. Tryggvason , S. Zaleski

Direct pore scale simulations of two-fluid flow on digital rock images provide a promising tool to understand the role of surface wetting phenomena on flow and transport in geologic reservoirs. We present computational protocols that mimic…

Geophysics · Physics 2020-07-27 James E. McClure , Zhe Li , Mark Berrill , Thomas Ramstad

This is a review of group entropy and its application to permutation complexity. Specifically we revisit a new approach to the notion of complexity in time serie analysis, based on both permutation entropy and group entropy. As a result,…

Mathematical Physics · Physics 2024-01-24 José M. Amigó , Roberto Dale , Piergiulio Tempesta
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