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Causal dependence modelling of multivariate extremes is intended to improve our understanding of the relationships amongst variables associated with rare events. Regular variation provides a standard framework in the study of extremes. This…

Methodology · Statistics 2025-02-20 Mario Krali

A simple variant of recycling and rescaling method to generate inflow turbulence using unstructured grid CFD codes is presented. The method has been validated on large eddy simulation of spatially developing flat plate turbulent boundary…

Fluid Dynamics · Physics 2014-08-22 Sunil K. Arolla

Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art…

Computational Physics · Physics 2020-10-01 Pierre Jacquier , Azzedine Abdedou , Vincent Delmas , Azzeddine Soulaimani

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Identifying the causal relationship among variables from observational data is an important yet challenging task. This work focuses on identifying the direct causes of an outcome and estimating their magnitude, i.e., learning the causal…

Methodology · Statistics 2026-01-08 Zhenyu Wang , Yifan Hu , Peter Bühlmann , Zijian Guo

Conformal prediction provides a distribution-free framework for uncertainty quantification via prediction sets with exact finite-sample coverage. In low dimensions these sets are easy to interpret, but in high-dimensional or structured…

Machine Learning · Statistics 2026-05-08 Trevor Harris

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

The precise set of parameters governing the transition to turbulence in wall-bounded shear flows remains an open question; many theoretical bounds have been obtained, but there is not yet a consensus between these bounds and…

Fluid Dynamics · Physics 2021-01-04 Chang Liu , Dennice F. Gayme

The aim of this work is to analyse the formation mechanisms of large-scale coherent structures in the flow around a wall-mounted square cylinder, due to their impact on pollutant transport within cities. To this end, we assess causal…

Accurate trajectory prediction has long been a major challenge for autonomous driving (AD). Traditional data-driven models predominantly rely on statistical correlations, often overlooking the causal relationships that govern traffic…

Artificial Intelligence · Computer Science 2025-05-13 Bonan Wang , Haicheng Liao , Chengyue Wang , Bin Rao , Yanchen Guan , Guyang Yu , Jiaxun Zhang , Songning Lai , Chengzhong Xu , Zhenning Li

This paper studies the event-triggered distributed fusion estimation problems for a class of nonlinear networked multisensor fusion systems without noise statistical characteristics. When considering the limited resource problems of two…

Systems and Control · Electrical Eng. & Systems 2022-08-04 Rusheng Wang , Bo Chen , Zhongyao Hu , Li Yu

In this paper, a turbulence model based on deep neural network is developed for turbulent flow around airfoil at high Reynolds numbers. According to the data got from the Spalart-Allmaras (SA) turbulence model, we build a neural network…

Fluid Dynamics · Physics 2021-11-29 Xuxiang Sun , Wenbo Cao , Yilang Liu , Linyang Zhu , Weiwei Zhang

Volatility forecasts play a central role among equity risk measures. Besides traditional statistical models, modern forecasting techniques based on machine learning can be employed when treating volatility as a univariate, daily…

Risk Management · Quantitative Finance 2024-08-09 Fernando Moreno-Pino , Stefan Zohren

A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal…

Artificial Intelligence · Computer Science 2020-08-04 Marco Zaffalon , Alessandro Antonucci , Rafael Cabañas

Turbulent problems in industrial applications are predominantly solved using Reynolds Averaged Navier Stokes (RANS) turbulence models. The accuracy of the RANS models is limited due to closure assumptions that induce uncertainty into the…

Fluid Dynamics · Physics 2018-02-20 Atieh Alizadeh Moghaddam , Amir Sadaghiyani

This paper describes a robust linear time-invariant output-feedback control strategy to reduce turbulent fluctuations, and therefore skin-friction drag, in wall-bounded turbulent fluid flows, that nonetheless gives performance guarantees in…

Fluid Dynamics · Physics 2016-03-25 Peter H. Heins , Bryn Ll. Jones , Ati S. Sharma

Turing patterns emerge from a spatially uniform state following a linear instability driven by diffusion. Features of the eventual pattern (stabilized by non-linearities) are already present in the initial unstable modes. On a uniform flat…

Soft Condensed Matter · Physics 2019-01-31 John R. Frank , Jemal Guven , Mehran Kardar , Henry Shackleton

There is wide agreement that the accuracy of turbulence models suffer from their sensitivity with respect to physical input data, the uncertainties of user-elected parameters, as well as the model inadequacy. However, the application of…

Numerical Analysis · Mathematics 2015-08-07 Hoang A. Tran , Clayton G. Webster , Guannan Zhang

Purpose: This study introduces a novel framework for identifying and exploiting predictive lead-lag relationships in financial markets. We propose an integrated approach that combines advanced statistical methodologies with machine learning…

Statistical Finance · Quantitative Finance 2025-07-15 Ivan Letteri
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