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A stochastic Machine-Learning approach is developed for data-driven Reynolds-Averaged Navier-Stokes (RANS) predictions of turbulent flows, with quantified model uncertainty. This is done by combining a Bayesian symbolic identification…

Fluid Dynamics · Physics 2025-02-05 Soufiane Cherroud , Xavier Merle , Paola Cinnella , Xavier Gloerfelt

An algorithmic limit of compressed sensing or related variable-selection problems is analytically evaluated when a design matrix is given by an overcomplete random matrix. The replica method from statistical mechanics is employed to derive…

Disordered Systems and Neural Networks · Physics 2018-11-14 Tomoyuki Obuchi , Yoshinori Nakanishi-Ohno , Masato Okada , Yoshiyuki Kabashima

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

Computational Engineering, Finance, and Science · Computer Science 2022-10-18 Philippe Bisaillon , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris

Learning and predicting the dynamics of physical systems requires a profound understanding of the underlying physical laws. Recent works on learning physical laws involve generalizing the equation discovery frameworks to the discovery of…

Machine Learning · Statistics 2023-10-11 Tapas Tripura , Souvik Chakraborty

The paper proposes a method of damage detection in elastic materials, which is based on analyzing the time-dependent (dynamic) response of the material excited by an acoustic signal. A case study is presented consisting of experimental…

Signal Processing · Electrical Eng. & Systems 2019-12-24 Michael Oberguggenberger , Martin Schwarz

Estimating hidden processes from non-linear noisy observations is particularly difficult when the parameters of these processes are not known. This paper adopts a machine learning approach to devise variational Bayesian inference for such…

Machine Learning · Computer Science 2019-11-05 Komlan Atitey , Pavel Loskot , Lyudmila Mihaylova

Stochastic Reaction Networks (SRNs) are a fundamental modeling framework for systems ranging from chemical kinetics and epidemiology to ecological and synthetic biological processes. A central computational challenge is the estimation of…

Molecular Networks · Quantitative Biology 2025-12-09 Quentin Badolle , Arthur Theuer , Zhou Fang , Ankit Gupta , Mustafa Khammash

This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…

Machine Learning · Computer Science 2014-04-02 Jan-Peter Calliess , Antonis Papachristodoulou , Stephen J. Roberts

Stochastic contraction analysis is a recently developed tool for studying the global stability properties of nonlinear stochastic systems, based on a differential analysis of convergence in an appropriate metric. To date, stochastic…

Optimization and Control · Mathematics 2013-04-02 Quang-Cuong Pham , Jean-Jacques Slotine

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić

This work develops a measurement-driven and model-based formal verification approach, applicable to systems with partly unknown dynamics. We provide a principled method, grounded on reachability analysis and on Bayesian inference, to…

Systems and Control · Computer Science 2015-09-14 Sofie Haesaert , Paul M. J. Van den Hof , Alessandro Abate

We propose a method for learning dynamical systems from high-dimensional empirical data that combines variational autoencoders and (spatio-)temporal attention within a framework designed to enforce certain scientifically-motivated…

Machine Learning · Computer Science 2023-06-22 Kai Lagemann , Christian Lagemann , Sach Mukherjee

Bayesian model updating facilitates the calibration of analytical models based on observations and the quantification of uncertainties in model parameters such as stiffness and mass. This process significantly enhances damage assessment and…

Applications · Statistics 2024-08-06 Taro Yaoyama , Tatsuya Itoi , Jun Iyama

Automated analysis of complex systems based on multiple readouts remains a challenge. Change point detection algorithms are aimed to locating abrupt changes in the time series behaviour of a process. In this paper, we present a novel change…

Machine Learning · Computer Science 2023-10-05 Artem Ryzhikov , Mikhail Hushchyn , Denis Derkach

Understanding how stochastic gene expression is regulated in biological systems using snapshots of single-cell transcripts requires state-of-the-art methods of computational analysis and statistical inference. A Bayesian approach to…

Quantitative Methods · Quantitative Biology 2018-12-10 Yen Ting Lin , Nicolas E. Buchler

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

** This article is published (open-access). ** A novel deterministic symbolic regression method SpaRTA (Sparse Regression of Turbulent Stress Anisotropy) is introduced to infer algebraic stress models for the closure of RANS equations…

Computational Physics · Physics 2020-04-20 Martin Schmelzer , Richard P. Dwight , Paola Cinnella

We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Ayush Pandey