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We consider the Ornstein-Uhlenbeck (OU) process, a stochastic process widely used in finance, physics, and biology. Parameter estimation of the OU process is a challenging problem. Thus, we review traditional tracking methods and compare…
We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many…
Conceptual hydrologic models remain the cornerstone of rainfall-runoff modeling, yet their calibration is often slow and numerically fragile. Most gradient-based parameter estimation methods rely on finite-difference approximations or…
We introduce an algorithmic framework based on tensor networks for computing fluid flows around immersed objects in curvilinear coordinates. We show that the tensor network simulations can be carried out solely using highly compressed…
This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…
Neural ordinary differential equations (ODEs) provide expressive representations of invertible transport maps that can be used to approximate complex probability distributions, e.g., for generative modeling, density estimation, and Bayesian…
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…
We propose a method for the data-driven inference of temporal evolutions of physical functions with deep learning. More specifically, we target fluid flows, i.e. Navier-Stokes problems, and we propose a novel LSTM-based approach to predict…
Fluid simulations, especially at high Reynolds numbers, are computationally expensive on classical computers, making them promising application targets for quantum computing. Recent studies have combined the lattice Boltzmann method (LBM)…
Neural operators have emerged as cost-effective surrogates for expensive fluid-flow simulators, particularly in computationally intensive tasks such as permeability inversion from time-lapse seismic data, and uncertainty quantification. In…
We consider a family of steady free-surface flow problems in two dimensions, concentrating on the effect of nonlinearity on the train of gravity waves that appear downstream of a disturbance. By exploiting standard complex variable…
Predicting particle transport in complex flows is traditionally achieved by solving the Navier-Stokes equations. While various numerical and experimental methods exist, they typically require deep physical insights and incur high…
The Sinkhorn operator has recently experienced a surge of popularity in computer vision and related fields. One major reason is its ease of integration into deep learning frameworks. To allow for an efficient training of respective neural…
To sidestep the curse of dimensionality when computing solutions to Hamilton-Jacobi-Bellman partial differential equations (HJB PDE), we propose an algorithm that leverages a neural network to approximate the value function. We show that…
We study a natural Wasserstein gradient flow on manifolds of probability distributions with discrete sample spaces. We derive the Riemannian structure for the probability simplex from the dynamical formulation of the Wasserstein distance on…
In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…
Sampling from nonsmooth target probability distributions is essential in various applications, including the Bayesian Lasso. We propose a splitting-based sampling algorithm for the time-implicit discretization of the probability flow for…
We prove an existence result for a large class of PDEs with a nonlinear Wasserstein gradient flow structure. We use the classical theory of Wasserstein gradient flow to derive an EDI formulation of our PDE and prove that under some…
We give a comprehensive description of Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\mathcal F_\nu := \text{MMD}_K^2(\cdot, \nu)$ towards given target measures $\nu$ on the real line, where we focus on the…
Discontinuous Galerkin (DG) methods are promising high order discretizations for unsteady compressible flows. Here, we focus on Numerical Weather Prediction (NWP). These flows are characterized by a fine resolution in $z$-direction and low…