Related papers: Leveraging Scale Separation and Stochastic Closure…
Quantifying changes in the probability and magnitude of extreme flooding events is key to mitigating their impacts. While hydrodynamic data are inherently spatially dependent, traditional spatial models such as Gaussian processes are poorly…
Modeling the velocity gradient tensor A along Lagrangian trajectories in turbulent flow requires closures for the pressure Hessian and viscous Laplacian of A. Based on an Eulerian-Lagrangian change of variables and the so-called Recent…
There is growing interest in discovering interpretable, closed-form equations for subgrid-scale (SGS) closures/parameterizations of complex processes in Earth systems. Here, we apply a common equation-discovery technique with expansive…
In this work, we develop a scalable approach for a flexible latent factor model for high-dimensional dynamical systems. Each latent factor process has its own correlation and variance parameters, and the orthogonal factor loading matrix can…
Estimation of the initial state of turbulent channel flow from limited data is investigated using an adjoint-variational approach. The data are generated from a reference direct numerical simulation (DNS) which is sub-sampled at different…
A closure model is presented for large-eddy simulation (LES) based on the three-dimensional variational data assimilation algorithm. The approach aims at reconstructing high-fidelity kinetic energy spectra in coarse numerical simulations by…
We present a stochastic method for reconstructing missing spatial and velocity data along the trajectories of small objects passively advected by turbulent flows with a wide range of temporal or spatial scales, such as small balloons in the…
We analyze the dynamics of an algorithm for approximate inference with large Gaussian latent variable models in a student-teacher scenario. To model nontrivial dependencies between the latent variables, we assume random covariance matrices…
This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…
A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…
Understanding the details of small-scale convection and storm formation is crucial to accurately represent the larger-scale planetary dynamics. Presently, atmospheric scientists run high-resolution, storm-resolving simulations to capture…
Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
A data-driven closure modeling based on proper orthogonal decomposition (POD) temporal modes is used to obtain stable and accurate reduced order models (ROMs) of unsteady compressible flows. Model reduction is obtained via Galerkin and…
In this paper, we consider a stochastic system described by a differential equation admitting a spatially varying random coefficient. The differential equation has been employed to model various static physics systems such as elastic…
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process…
Predicting future frames of video sequences is challenging due to the complex and stochastic nature of the problem. Video prediction methods based on variational auto-encoders (VAEs) have been a great success, but they require the training…
The performance of flow matching and diffusion models can be greatly improved at inference time using reward alignment algorithms, yet efficiency remains a major limitation. While several algorithms were proposed, we demonstrate that a…
A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method…
It is well known that chaotic dynamic systems (such as three-body system, turbulent flow and so on) have the sensitive dependence on initial conditions (SDIC). Unfortunately, numerical noises (such as truncation error and round-off error)…