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Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Ruikun Li , Jiazhen Liu , Huandong Wang , Qingmin Liao , Yong Li

Dynamical systems see widespread use in natural sciences like physics, biology, chemistry, as well as engineering disciplines such as circuit analysis, computational fluid dynamics, and control. For simple systems, the differential…

Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…

Machine Learning · Computer Science 2020-01-09 Junteng Jia , Austin R. Benson

Modeling living systems at the collective scale can be very challenging because the individual constituents can themselves be complex and the respective interactions between the constituents are not fully understood. With the advent of high…

Soft Condensed Matter · Physics 2021-10-27 Ahmad Borzou , Alison E. Patteson , J. M. Schwarz

We propose a data-driven framework for learning reduced-order moment dynamics from PDE-governed systems using Neural ODEs. In contrast to derivative-based methods like SINDy, which necessitate densely sampled data and are sensitive to…

Pattern Formation and Solitons · Physics 2025-06-06 Shaoxuan Chen , Su Yang , Panayotis G. Kevrekidis , Wei Zhu

Physical systems whose dynamics are governed by partial differential equations (PDEs) find applications in numerous fields, from engineering design to weather forecasting. The process of obtaining the solution from such PDEs may be…

Machine Learning · Computer Science 2022-09-21 Pratyush Bhatt , Yash Kumar , Azzeddine Soulaimani

In this work, we introduce a novel first-order nonlocal partial differential equation with saturated diffusion to describe the macroscopic behavior of traffic dynamics. We show how the proposed model is better in comparison with existing…

Optimization and Control · Mathematics 2025-04-02 Dawson Do , Hossein Nick Zinat Matin , Masuma Mollika Miti , Maria Laura Delle Monache

I propose a novel framework that integrates stochastic differential equations (SDEs) with deep generative models to improve uncertainty quantification in machine learning applications involving structured and temporal data. This approach,…

Machine Learning · Statistics 2026-01-09 James Rice

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…

Machine Learning · Computer Science 2024-06-21 Aiqing Zhu , Qianxiao Li

Many successful methods to learn dynamical systems from data have recently been introduced. However, ensuring that the inferred dynamics preserve known constraints, such as conservation laws or restrictions on the allowed system states,…

Machine Learning · Computer Science 2024-02-16 Alistair White , Niki Kilbertus , Maximilian Gelbrecht , Niklas Boers

Solving time-dependent Partial Differential Equations (PDEs) using a densely discretized spatial domain is a fundamental problem in various scientific and engineering disciplines, including modeling climate phenomena and fluid dynamics.…

Machine Learning · Computer Science 2025-10-24 Jan Hagnberger , Daniel Musekamp , Mathias Niepert

Using Newtonian and Brownian dynamics simulations, the structural and transport properties of hard and soft spheres have been studied. The soft spheres were modeled using inverse power potentials ($V\sim r^{-n}$, with $1/n$ the potential…

Soft Condensed Matter · Physics 2015-05-13 Erik Lange , Jose B. Caballero , Antonio M. Puertas , Matthias Fuchs

We numerically study the effect of an active turbulent environment on a passive deformable droplet. The system is simulated using coupled hydrodynamic and nematodynamic equations for nematic liquid crystals with an active stress which is…

Soft Condensed Matter · Physics 2024-05-06 Chamkor Singh , Abhishek Chaudhuri

We consider the dynamics of thin two-dimensional viscous droplets on chemically heterogeneous surfaces moving under the combined effects of slip, mass transfer and capillarity. The resulting long-wave evolution equation for the droplet…

Fluid Dynamics · Physics 2021-12-20 Danny Groves , Nikos Savva

We introduce an event-driven simulation scheme for overdamped dynamics of frictionless hard spheres subjected to external forces, neglecting hydrodynamic interactions. Our event-driven approach is based on an exact equation of motion which…

Soft Condensed Matter · Physics 2015-06-03 Edan Lerner , Gustavo Düring , Matthieu Wyart

This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…

Analysis of PDEs · Mathematics 2019-10-21 Ludovic Goudenège , Adam Larat , Julie Llobell , Marc Massot , David Mercier , Olivier Thomine , Aymeric Vié

The asymptotic analysis of kinetic models describing the behavior of particles interacting through alignment is performed. We will analyze the asymptotic regime corresponding to large alignment frequency where the alignment effects are…

Analysis of PDEs · Mathematics 2017-01-16 M. Bostan , J. A. Carrillo

We study a class of integrodifferential equations and related ordinary differential equations for the initial value problem of a rigid sphere falling through an infinite fluid medium. We prove that for creeping Newtonian flow, the motion of…

Mathematical Physics · Physics 2007-05-23 Jon Jacobsen , Anandhan Jayaraman , Andrew Belmonte

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…

Machine Learning · Computer Science 2019-03-06 Steffen Wiewel , Moritz Becher , Nils Thuerey

Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with some representative datasets. Recently, an augmented framework has been…

Machine Learning · Computer Science 2021-02-23 Qunxi Zhu , Yao Guo , Wei Lin