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Latent force models are systems whereby there is a mechanistic model describing the dynamics of the system state, with some unknown forcing term that is approximated with a Gaussian process. If such dynamics are non-linear, it can be…

Machine Learning · Statistics 2019-11-05 Wil O. C. Ward , Tom Ryder , Dennis Prangle , Mauricio A. Álvarez

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Identification of nonlinear dynamic systems remains a significant challenge across engineering. This work suggests an approach based on Bayesian filtering to extract and identify the contribution of an unknown nonlinear term in the system…

Machine Learning · Statistics 2022-07-01 Timothy J. Rogers , Tobias Friis

State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

An approach for the identification of discontinuous and nonsmooth nonlinear forces, as those generated by frictional contacts, in mechanical systems that can be approximated by a single-degree-of-freedom model is presented. To handle the…

Signal Processing · Electrical Eng. & Systems 2023-07-26 Luca Marino , Alice Cicirello

We introduce a computational framework to statistically infer thermophysical properties of any given wall from in-situ measurements of air temperature and surface heat fluxes. The proposed framework uses these measurements, within a…

Applications · Statistics 2018-08-16 Lia De Simon , Marco Iglesias , Benjamin Jones , Christopher Wood

This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Julien Berger , Clemence Legros

We analyze energetics of a non-Gaussian process described by a stochastic differential equation of the Langevin type. The process represents a paradigmatic model of a nonequilibrium system subject to thermal fluctuations and additional…

Statistical Mechanics · Physics 2015-06-16 L. Kusmierz , J. M. Rubi , E. Gudowska-Nowak

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

This investigation deals with the analysis of stagnation point heat transfer and corresponding flow features of hydromagnetic viscous incompressible fluid over a vertical shrinking sheet. The considered sheet is assumed to be permeable and…

Fluid Dynamics · Physics 2015-11-20 Rakesh Kumar , Shilpa Sood

In this paper we focus on a type of inverse problem in which the data is expressed as an unknown function of the sought and unknown model function (or its discretised representation as a model parameter vector). In particular, we deal with…

Applications · Statistics 2019-08-19 Dalia Chakrabarty , Prasenjit Saha

Thermal convection is observed in molecular dynamic simulation of a fluidized granular system of nearly elastic hard disks moving under gravity, inside a rectangular box. Boundaries introduce no shearing or time dependence, but the energy…

Statistical Mechanics · Physics 2009-10-31 Rosa Ramirez , Dino Risso , Patricio Cordero

We present results of a simulation study of inelastic hard-disks vibrated in a vertical container. An Event-Driven Molecular Dynamics method is developed for studying the onset of convection. Varying the relevant parameters (inelasticity,…

Statistical Mechanics · Physics 2016-08-31 Daniela Paolotti , Alain Barrat , Umberto Marini Bettolo Marconi , Andrea Puglisi

Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Rui Dai , Giulio Evangelisti , Sandra Hirche

We propose an efficient transfer Bayesian optimization method, which finds the maximum of an expensive-to-evaluate black-box function by using data on related optimization tasks. Our method uses auxiliary information that represents the…

Machine Learning · Statistics 2019-09-18 Tomoharu Iwata , Takuma Otsuka

State space models are well-known for their versatility in modeling dynamic systems that arise in various scientific disciplines. Although parametric state space models are well studied, nonparametric approaches are much less explored in…

Methodology · Statistics 2015-07-23 Satyaki Mazumder , Sourabh Bhattacharya

In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…

Nuclear Theory · Physics 2025-04-01 Xinyu Wang , Xiang Chen , Junping Yang , Ying Cui , Zhuxia Li , Kai Zhao , Yingxun Zhang

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Ralf Metzler

We consider the statistical linear inverse problem of recovering the unknown initial heat state from noisy interior measurements over an inhomogeneous domain of the solution to the heat equation at a fixed time instant. We employ…

Methodology · Statistics 2025-06-18 Matteo Giordano
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