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Shallow water equations are extensively considered in the domains of oceans, atmospheric modelling, and engineering research (Franca et al., 2022), which play significant roles in floods and tsunami governance. Nonetheless, the accurate…

We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Classical theory for quasi-Newton schemes has focused on smooth deterministic unconstrained optimization while recent forays into stochastic convex optimization have largely resided in smooth, unconstrained, and strongly convex regimes.…

Label noise is a common issue in real-world datasets that inevitably impacts the generalization of models. This study focuses on robust classification tasks where the label noise is instance-dependent. Estimating the transition matrix…

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 Advanced Circulation (ADCIRC) and Simulating Nearshore Waves (SWAN) coupled model is modified to include a stochastic term in the shallow water equations that represents random external forces from debris carried by surge and short-term…

The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

When dealing with shallow water simulations, the velocity profile is often assumed to be constant along the vertical axis. However, since in many applications this is not the case, modeling errors can be significant. Hence, in this work, we…

We process snapshots of trajectories of evolution equations with intrinsic symmetries, and demonstrate the use of recently developed eigenvector-based techniques to successfully quotient out the degrees of freedom associated with the…

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Watershed models such as the Soil and Water Assessment Tool (SWAT) consist of high-dimensional physical and empirical parameters. These parameters need to be accurately calibrated for models to produce reliable predictions for streamflow,…

With the rapid increase of observational, experimental and simulated data for stochastic systems, tremendous efforts have been devoted to identifying governing laws underlying the evolution of these systems. Despite the broad applications…

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Sharpness-aware minimization (SAM) has emerged as a highly effective technique to improve model generalization, but its underlying principles are not fully understood. We investigate m-sharpness, where SAM performance improves monotonically…