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This work focuses on the numerical approximation of the Shallow Water Equations (SWE) using a Lagrange-Projection type approach. We propose to extend to this context recent implicit-explicit schemes developed in the framework of…

Numerical Analysis · Mathematics 2016-07-05 Christophe Chalons , Pierre Kestener , Samuel Kokh , Maxime Stauffert

We present an abstract concept for the error analysis of numerical schemes for semilinear stochastic partial differential equations (SPDEs) and demonstrate its usefulness by proving the strong convergence of a Milstein-Galerkin finite…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…

Numerical Analysis · Mathematics 2023-06-12 Minglei Yang , Pengjun Wang , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

In this paper, we first propose a filter-based continuous Ensemble Eddy Viscosity (EEV) model for stochastic turbulent flow problems. We then propose a generic algorithm for a family of fully discrete, grad-div regularized, efficient…

Numerical Analysis · Mathematics 2025-08-15 Brandiece N. Berry , Md Mahmudul Islam , Muhammad Mohebujjaman , Neethu Suma Raveendran

Density gradient theory (DGT) allows fast and accurate determination of surface tension and density profile through a phase interface. Several algorithms have been developed to apply this theory in practical calculations. While the…

Chemical Physics · Physics 2016-08-09 Xiaoqun Mu , Florian Frank , Faruk O. Alpak , Walter G. Chapman

The concept of generalized Gibbs ensembles (GGEs) has been introduced to describe steady states of integrable models. Recent advances show that GGEs can also be stabilized in nearly integrable quantum systems when driven by external fields…

Quantum Physics · Physics 2021-08-18 Florentin Reiter , Florian Lange , Shreyans Jain , Matt Grau , Jonathan P. Home , Zala Lenarčič

Most sub-grid scale (SGS) models employed in LES (large eddy simulation) formulations were originally developed for incompressible, single phase, inert flows and assume transfer of energy based on the classical energy cascade mechanism.…

Fluid Dynamics · Physics 2023-09-13 Jhon Cordova , Cesar Celis , Andres Mendiburu , Luis Bravo , Prashant Khare

We present a quantum computing algorithm for the smoothed particle hydrodynamics (SPH) method. We use a normalization procedure to encode the SPH operators and domain discretization in a quantum register. We then perform the SPH summation…

Quantum Physics · Physics 2025-09-26 Rhonda Au-Yeung , Anthony J. Williams , Viv M. Kendon , Steven J. Lind

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

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

A novel notion for constructing a well-balanced scheme - a gradient-robust scheme - is introduced and a showcase application for a steady compressible, isothermal Stokes equations is presented. Gradient-robustness means that arbitrary…

Numerical Analysis · Mathematics 2020-06-24 Mine Akbas , Thierry Gallouet , Almut Gassmann , Alexander Linke , Christian Merdon

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

Simulation of the dynamics of physical systems is essential to the development of both science and engineering. Recently there is an increasing interest in learning to simulate the dynamics of physical systems using neural networks.…

Machine Learning · Computer Science 2022-01-31 Ce Yang , Weihao Gao , Di Wu , Chong Wang

We develop structure-preserving numerical methods for the Serre-Green-Naghdi equations, a model for weakly dispersive free-surface waves. We consider both the classical form, requiring the inversion of a non-linear elliptic operator, and a…

Numerical Analysis · Mathematics 2026-04-08 Hendrik Ranocha , Mario Ricchiuto

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

This paper provides a framework to analyze stochastic gradient algorithms in a mean squared error (MSE) sense using the asymptotic normality result of the stochastic gradient descent (SGD) iterates. We perform this analysis by taking the…

Machine Learning · Statistics 2019-10-28 Yakup Ceki Papo

Bistable systems present two degenerate metastable configurations separated by an energy barrier. Thermal or quantum fluctuations can promote the transition between the configurations at a rate which depends on the dynamical properties of…

Statistical Mechanics · Physics 2018-07-23 L. Stella , H. Ness , C. D. Lorenz , L. Kantorovich

The shear shallow water model is an extension of the classical shallow water model to include the effects of vertical shear. It is a system of six non-linear hyperbolic PDE with non-conservative products. We develop a high-order entropy…

Numerical Analysis · Mathematics 2023-10-03 Anshu Yadav , Deepak Bhoriya , Harish Kumar , Praveen Chandrashekar