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We combine conditional state density construction with an extension of the Scenario Approach for stochastic Model Predictive Control to nonlinear systems to yield a novel particle-based formulation of stochastic nonlinear output-feedback…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We introduce continuous Lagrangian reachability (CLRT), a new algorithm for the computation of a tight and continuous-time reachtube for the solution flows of a nonlinear, time-variant dynamical system. CLRT employs finite strain theory to…

Numerical Analysis · Computer Science 2018-09-25 Jacek Cyranka , Md. Ariful Islam , Scott A. Smolka , Sicun Gao , Radu Grosu

In this paper, a new formalism for the filtered density function (FDF) approach is developed for the treatment of turbulent polydispersed two-phase flows in LES simulations. Contrary to the FDF used for turbulent reactive single-phase…

Fluid Dynamics · Physics 2012-02-07 Sergio Chibbaro , jean-Pierre Minier

Particle Marginal Metropolis-Hastings (PMMH) is a general approach to Bayesian inference when the likelihood is intractable, but can be estimated unbiasedly. Our article develops an efficient PMMH method that scales up better to higher…

Computation · Statistics 2023-05-10 David Gunawan , Pratiti Chatterjee , Robert Kohn

In general-purpose particle detectors, the particle-flow algorithm may be used to reconstruct a comprehensive particle-level view of the event by combining information from the calorimeters and the trackers, significantly improving the…

Data Analysis, Statistics and Probability · Physics 2021-06-10 Joosep Pata , Javier Duarte , Jean-Roch Vlimant , Maurizio Pierini , Maria Spiropulu

The last decade has seen max-stable processes emerge as a common tool for the statistical modeling of spatial extremes. However, their application is complicated due to the unavailability of the multivariate density function, and so…

Methodology · Statistics 2009-02-23 Simone A. Padoan , Mathieu Ribatet , Scott A. Sisson

We revisit the issue of Lagrangian irreversibility in the context of recent results [Xu, et al., PNAS, 111, 7558 (2014)] on flight-crash events in turbulent flows and show how extreme events in the Eulerian dissipation statistics are…

Fluid Dynamics · Physics 2020-04-22 Jason R. Picardo , Akshay Bhatnagar , Samriddhi Sankar Ray

A probabilistic machine learning model is introduced to augment the $k-\omega\ SST$ turbulence model in order to improve the modelling of separated flows and the generalisability of learnt corrections. Increasingly, machine learning methods…

Computational Engineering, Finance, and Science · Computer Science 2023-01-24 Joel Ho , Nick Pepper , Tim Dodwell

The process of dynamic state estimation (filtering) based on point process observations is in general intractable. Numerical sampling techniques are often practically useful, but lead to limited conceptual insight about optimal…

Machine Learning · Statistics 2015-08-04 Yuval Harel , Ron Meir , Manfred Opper

State filtering is a key problem in many signal processing applications. From a series of noisy measurement, one would like to estimate the state of some dynamic system. Existing techniques usually adopt a Gaussian noise assumption which…

Methodology · Statistics 2016-12-16 Bin Liu

The aim of the present paper is to introduce and to discuss inconsistencies errors that may arise when Eulerian and Lagrangian models are coupled for the simulations of turbulent poly-dispersed two-phase flows. In these hydrid models, two…

Fluid Dynamics · Physics 2011-04-07 Sergio Chibbaro , Jean-Pierre Minier

Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…

Probability · Mathematics 2013-06-04 Dan Crisan , Kai Li

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

In this work, we develop tracking and estimation techniques relevant to underwater targets. Particularly, we explore particle filtering techniques for target tracking. It is a numerical approximation method for implementing a recursive…

Signal Processing · Electrical Eng. & Systems 2019-10-11 T M Feroz Ali

We show that the method of maximum-likelihood estimation, recently introduced in the context of quantum process tomography, can be applied to the determination of Mueller matrices characterizing the polarization properties of classical…

Optics · Physics 2009-11-11 A. Aiello , G. Puentes , D. Voigt , J. P. Woerdman

Multi-sensor state space models underpin fusion applications in networks of sensors. Estimation of latent parameters in these models has the potential to provide highly desirable capabilities such as network self-calibration. Conventional…

Systems and Control · Computer Science 2018-01-04 Murat Uney , Bernard Mulgrew , Daniel E Clark

Accurate prediction of the hydrodynamic forces on particles is central to the fidelity of Euler-Lagrange (EL) simulations of particle-laden flows. Traditional EL methods typically rely on determining the hydrodynamic forces at the positions…

Fluid Dynamics · Physics 2025-09-08 Berend van Wachem , Hani Elmestikawy , Akshay Chandran , Max Hausmann

Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…

Recent developments in vortex particle methods for simulating three-dimensional incompressible flows are presented. A lightweight, dynamic Large-Eddy Simulation model is tested, featuring a dynamic procedure that relies solely on Lagrangian…

Fluid Dynamics · Physics 2026-01-13 Flavio A. C. Martins , Alexander van Zuijlen , Carlos J. Simao Ferreira

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…