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Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subspace estimation methods for HMMs whose output lies a finite…
Applying parallel-in-time algorithms to multiscale Hamiltonian systems to obtain stable long time simulations is very challenging. In this paper, we present novel data-driven methods aimed at improving the standard parareal algorithm…
Fourier Neural Operators (FNOs) have demonstrated exceptional accuracy in mapping functional spaces by leveraging Fourier transforms to establish a connection with underlying physical principles. However, their opaque inner workings often…
Modeling rarefied hypersonic flows remains a fundamental challenge due to the breakdown of classical continuum assumptions in the transition-continuum regime, where the Knudsen number ranges from approximately 0.1 to 10. Conventional…
We introduce a wall model (WM) for large-eddy simulation (LES) applicable to rough surfaces with Gaussian and non-Gaussian distributions for both transitionally and fully rough regimes. The model is applicable to arbitrary complex…
We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…
This paper presents a high-accuracy higher-order multiscale method for solving multi-continuum problems in in highly heterogeneous media. First, microscopic unit cell functions are defined, leading to the derivation of macroscopic…
We present a general-purpose method to train Markov chain Monte Carlo kernels, parameterized by deep neural networks, that converge and mix quickly to their target distribution. Our method generalizes Hamiltonian Monte Carlo and is trained…
We present the components of a high-order accurate Navier-Stokes solver designed to simulate high-Reynolds-number stratified flows. The proposed numerical model addresses some of the numerical and computational challenges that…
Long Short Term Memory networks (LSTMs) are used to build single models that predict river discharge across many catchments. These models offer greater accuracy than models trained on each catchment independently if using the same data.…
This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon. Based on the…
The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…
We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…
Multiscale is a hallmark feature of complex nonlinear systems. While the simulation using the classical numerical methods is restricted by the local \textit{Taylor} series constraints, the multiscale techniques are often limited by finding…
Longitudinal Dispersion(LD) is the dominant process of scalar transport in natural streams. An accurate prediction on LD coefficient(Dl) can produce a performance leap in related simulation. The emerging machine learning(ML) techniques…
Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…
In transient simulations of particulate Stokes flow, to accurately capture the interaction between the constituent particles and the confining wall, the discretization of the wall often needs to be locally refined in the region approached…
This paper presents a robust, adaptive numerical scheme for simulating high density ratio and high shear multiphase flows on locally refined Cartesian grids that adapt to the evolving interfaces and track regions of high vorticity. The…
Sampling logconcave functions arising in statistics and machine learning has been a subject of intensive study. Recent developments include analyses for Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have…
Traditional fluid flow predictions require large computational resources. Despite recent progress in parallel and GPU computing, the ability to run fluid flow predictions in real-time is often infeasible. Recently developed machine learning…