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Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

We consider the commonly encountered situation (e.g., in weather forecasting) where the goal is to predict the time evolution of a large, spatiotemporally chaotic dynamical system when we have access to both time series data of previous…

We consider a class of stochastic programming problems where the implicitly decision-dependent random variable follows a nonparametric regression model with heteroscedastic error. The Clarke subdifferential and surrogate functions are not…

Optimization and Control · Mathematics 2025-05-13 Boyang Shen , Junyi Liu

Coarse-grained models of chaotic systems neglect unresolved degrees of freedom, inducing structured model error that limits predictability and distorts long-term statistics. Typical data-driven closures are trained to minimize error over a…

Dynamical Systems · Mathematics 2026-03-31 Martin Thomas Brolly

Reduced-order models, also known as proxy model or surrogate model, are approximate models that are less computational expensive as opposed to fully descriptive models. With the integration of machine learning, these models have garnered…

Machine Learning · Computer Science 2024-10-15 Jungang Chen , Eduardo Gildin , John Killough

The method of constrained randomisation is applied to three-dimensional simulated galaxy distributions. With this technique we generate for a given data set surrogate data sets which have the same linear properties as the original data…

Astrophysics · Physics 2009-11-07 C. Raeth , W. Bunk , M. Huber , G. Morfill , J. Retzlaff , P. Schuecker

Two dimensional passive scalar turbulence is studied by means of a k-space diffusion model based on a third order differential approximation. This simple description of local nonlinear interactions in Fourier space is shown to present a…

Fluid Dynamics · Physics 2019-10-08 Pierre Morel , Shaokang Xu , Özgür D. Gürcan

Turbulent flow remains a challenging subject, despite extensive efforts to find analytical descriptions. Modeling small scales of motion is crucial for saving time and resources in numerical simulations, particularly in industrial…

Fluid Dynamics · Physics 2025-08-13 Julia Domingues Lemos , Fabio Pereira dos Santos

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Extensive experimental evidence highlight that scalar turbulence exhibits anomalous diffusion and stronger intermittency levels at small scales compared to that in fluid turbulence. This renders the corresponding subgrid-scale dynamics…

Fluid Dynamics · Physics 2024-06-19 S. Hadi Seyedi , Ali Akhavan-Safaei , Mohsen Zayernouri

When simulating multiscale systems, where some fields cannot be fully prescribed despite their effects on the simulation's accuracy, closure models are needed. This phenomenon is observed in turbulent fluid dynamics, where Large Eddy…

Fluid Dynamics · Physics 2025-12-01 Eduardo Vital , Jean-Marc Gratien , Yassine Ayoun , Thibault Faney , Julien Bohbot

Complex nonlinear turbulent dynamical systems are ubiquitous in many areas. Recovering unobserved state variables is an important topic for the data assimilation of turbulent systems. In this article, an efficient continuous in time data…

Fluid Dynamics · Physics 2021-11-03 Nan Chen , Yuchen Li , Evelyn Lunasin

Stochastic unit commitment models typically handle uncertainties in forecast demand by considering a finite number of realizations from a stochastic process model for loads. Accurate evaluations of expectations or higher moments for the…

Systems and Control · Computer Science 2014-07-09 Cosmin Safta , Richard L. Chen , Habib N. Najm , Ali Pinar , Jean-paul watson

Accurate subgrid-scale closures are essential for weather/climate models, where predicting extreme events is critical. Traditional closures have structural errors, e.g., producing excessive diffusion that dampens extremes. Artificial…

Stochastic modelling of complex systems plays an essential, yet often computationally intensive role across the quantitative sciences. Recent advances in quantum information processing have elucidated the potential for quantum simulators to…

Quantum Physics · Physics 2021-06-22 Thomas J. Elliott

A stochastic data-driven reduced-order model applicable to a wide range of turbulent natural and engineering flows is presented. Combining ideas from Koopman theory and spectral model order reduction, the stochastic low-dimensional inflated…

Fluid Dynamics · Physics 2025-04-07 Tianyi Chu , Oliver T. Schmidt

We propose a Machine Learning (ML) non-Markovian closure modeling framework for accurate predictions of statistical responses of turbulent dynamical systems subjected to external forcings. One of the difficulties in this statistical closure…

Computational Physics · Physics 2022-10-12 Di Qi , John Harlim

Building an accurate surrogate model for the spatio-temporal outputs of a computer simulation is a challenging task. A simple approach to improve the accuracy of the surrogate is to cluster the outputs based on similarity and build a…

Machine Learning · Computer Science 2023-07-06 Chandrika Kamath , Juliette S. Franzman

An artificial neural-network-based subgrid-scale model using the resolved stress, which is capable of predicting untrained decaying isotropic turbulence, is developed. Providing the grid-scale strain-rate tensor alone as input leads the…

Fluid Dynamics · Physics 2023-05-17 Myeongseok Kang , Youngmin Jeon , Donghyun You

The presence of nonlocal interactions and intermittent signals in the homogeneous isotropic turbulence grant multi-point statistical functions a key role in formulating a new generation of large-eddy simulation (LES) models of higher…

Fluid Dynamics · Physics 2023-06-22 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri