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We introduce an approach for analyzing the responses of dynamical systems to external perturbations that combines score-based generative modeling with the Generalized Fluctuation-Dissipation Theorem (GFDT). The methodology enables accurate…

Data Analysis, Statistics and Probability · Physics 2024-11-11 Ludovico Theo Giorgini , Katherine Deck , Tobias Bischoff , Andre Souza

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

Matrix evolution equations occur in many applications, such as dynamical Lyapunov/Sylvester systems or Riccati equations in optimization and stochastic control, machine learning or data assimilation. In many such problems, the dominant…

Numerical Analysis · Mathematics 2026-02-12 Nayef Shkeir , Tobias Grafke

This paper presents a novel paradigm in simulation-based engineering sciences by introducing a new framework called Generative Parametric Design (GPD). The GPD framework enables the generation of new designs along with their corresponding…

Computational Engineering, Finance, and Science · Computer Science 2025-12-15 Mohammed El Fallaki Idrissi , Jad Mounayer , Sebastian Rodriguez , Fodil Meraghni , Francisco Chinesta

This work deals with the integration of nonsmooth flexible multibody systems with impacts and dry friction. We develop a framework which improves a non-impulsive trajectory of state variables by impulsive correction after each time-step if…

Numerical Analysis · Mathematics 2017-03-14 Shahed Rezaei , Thorsten Schindler

The Finite-Difference Time-Domain (FDTD) method is a well-known technique for the analysis of quantum devices. It solves a discretized Schrodinger equation in an explicitly iterative process. However, the method requires the spatial grid…

Quantum Physics · Physics 2012-12-05 Frederick Ira Moxley , Weizhong Dai

Generalized Polynomial Chaos (gPC) theory has been widely used for representing parametric uncertainty in a system, thanks to its ability to propagate uncertainty evolution. In an optimal control context, gPC can be combined with several…

Optimization and Control · Mathematics 2021-10-05 Yuichiro Aoyama , Augustinos D. Saravanos , Evangelos A. Theodorou

Compared to smooth surfaces, droplet spreading on porous surfaces is more complex and has relevance in many engineering applications. In this work, we investigate the infiltration dynamics of molten sand droplets on structured porous…

Dynamic Distribution Decomposition (DDD) was introduced in Taylor-King et. al. (PLOS Comp Biol, 2020) as a variation on Dynamic Mode Decomposition. In brief, by using basis functions over a continuous state space, DDD allows for the fitting…

Machine Learning · Computer Science 2020-06-12 Jake P. Taylor-King , Cristian Regep , Jyothish Soman , Flawnson Tong , Catalina Cangea , Charlie Roberts

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

We introduce a class of unconditionally energy stable, high order accurate schemes for gradient flows in a very general setting. The new schemes are a high order analogue of the minimizing movements approach for generating a time discrete…

Numerical Analysis · Mathematics 2020-02-11 Alexander Zaitzeff , Selim Esedoglu , Krishna Garikipati

Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…

Machine Learning · Computer Science 2026-05-20 Zinuo You , Jin Zheng , John Cartlidge

We develop numerical methods for computing statistics of stochastic processes on surfaces of general shape with drift-diffusion dynamics $d\mathbf{X}_t = a(\mathbf{X}_t)dt + \mathbf{b}(\mathbf{X}_t)d\mathbf{W}_t$. We formulate descriptions…

Numerical Analysis · Mathematics 2023-02-28 B. J. Gross , P. Kuberry , P. J. Atzberger

In this paper, a class of compact higher-order gas-kinetic schemes (GKS) with spectral resolution will be presented. Based on the high-order gas evolution model in GKS, both the interface flux function and conservative flow variables can be…

Computational Physics · Physics 2019-01-03 Fengxiang Zhao , Xing Ji , Wei Shyy , Kun Xu

New one-leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the nonnegativity and the entropy-dissipation structure of the diffusive equations. The…

Numerical Analysis · Mathematics 2013-12-02 Ansgar Jüngel , Josipa-Pina Milišić

The increasing use of microfluidics in industrial, biomedical, and clinical applications requires a more and more precise control of the microfluidic flows and suspended particles or cells. This leads to higher demands in three-dimensional…

Fluid Dynamics · Physics 2020-11-10 Massimiliano Rossi , Rune Barnkob

The multiscale gap-tooth scheme uses a given microscale simulator of complicated physical processes to enable macroscale simulations by computing only only small sparse patches. This article develops the gap-tooth scheme to the case of…

Dynamical Systems · Mathematics 2014-05-29 Meng Cao , A. J. Roberts

The Generalized Pareto Distribution (GPD) plays a central role in modelling heavy tail phenomena in many applications. Applying the GPD to actual datasets however is a non-trivial task. One common way suggested in the literature to…

Statistics Theory · Mathematics 2017-08-08 Se Yoon Lee , Joseph H. T. Kim

Molecular dynamics (MD) simulations are a central tool in science and engineering enabling the study of dynamical behavior and the link between microscopic structure and macroscopic function. Their high computational cost, however, has…

Chemical Physics · Physics 2026-01-22 Salman N. Salman , Sergey A. Shteingolts , Ron Levie , Dan Mendels

Massively parallel computer architectures create new opportunities for the performance of long-timescale molecular dynamics (MD) simulations. Here, we introduce the path-accelerated molecular dynamics (PAMD) method that takes advantage of…

Computational Physics · Physics 2021-01-11 Jorge L. Rosa-Raíces , Bin Zhang , Thomas F. Miller
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