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Risk assessment of hurricane-driven storm surge relies on deterministic computer models that produce outputs over a large spatial domain. The surge models can often be run at a range of fidelity levels, with greater precision yielding more…

Methodology · Statistics 2026-03-31 Cyrus S. McCrimmon , Pulong Ma

A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…

Fluid Dynamics · Physics 2022-04-20 Nan Chen , Di Qi

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

Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…

Systems and Control · Computer Science 2014-11-18 Luca Bortolussi , Vashti Galpin , Jane Hillston

The development of turbulence closure models, parametrizing the influence of small non-resolved scales on the dynamics of large resolved ones, is an outstanding theoretical challenge with vast applicative relevance. We present a closure,…

Fluid Dynamics · Physics 2024-06-26 Giulio Ortali , Alessandro Corbetta , Gianluigi Rozza , Federico Toschi

We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…

Data Analysis, Statistics and Probability · Physics 2018-08-15 Philipp Batz , Andreas Ruttor , Manfred Opper

In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…

Numerical Analysis · Mathematics 2020-12-17 Zhongjian Wang , Jack Xin , Zhiwen Zhang

A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…

Fluid Dynamics · Physics 2025-01-30 Noah Zambrano , Karthik Duraisamy

Multiscale dynamical systems characterized by interacting fast and slow processes are ubiquitous across scientific domains, from climate dynamics to fluid mechanics. Accurate modeling of such systems requires capturing both the long-term…

Chaotic Dynamics · Physics 2025-11-07 Giulio Del Felice , Ludovico Theo Giorgini

Chaotic dynamical systems such as turbulent flows are characterized by an exponential divergence of infinitesimal perturbations to initial conditions. Therefore, conventional adjoint/tangent sensitivity analysis methods that are successful…

Computational Engineering, Finance, and Science · Computer Science 2019-03-01 Nisha Chandramoorthy , Zhong-Nan Wang , Qiqi Wang , Paul Tucker

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…

Fluid Dynamics · Physics 2010-06-17 J. Bakosi

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

Numerical Analysis · Mathematics 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Coherent structures/motions in turbulence inherently give rise to intermittent signals with sharp peaks, heavy-skirt, and skewed distributions of velocity increments, highlighting the non-Gaussian nature of turbulence. That suggests that…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Ali Akhavan-Safaei , Mohsen Zayernouri

Flow-based generative models can face significant challenges when modeling scientific data with multiscale Fourier spectra, often producing large errors in fine-scale features. We address this problem within the framework of stochastic…

Machine Learning · Statistics 2025-09-04 Yifan Chen , Eric Vanden-Eijnden

Many unsteady flows exhibiting complex dynamics are nevertheless characterized by emergent large-scale coherence in space and time. Reduced-order models based on Galerkin projection of the governing equations onto an orthogonal modal basis…

Fluid Dynamics · Physics 2022-06-28 Jared L. Callaham , Jean-Christophe Loiseau , Steven L. Brunton

Chaos is ubiquitous in physical systems. The associated sensitivity to initial conditions is a significant obstacle in forecasting the weather and other geophysical fluid flows. Data assimilation is the process whereby the uncertainty in…

Data Analysis, Statistics and Probability · Physics 2020-11-03 Alberto Carrassi , Marc Bocquet , Jonathan Demaeyer , Colin Grudzien , Patrick Raanes , Stephane Vannitsem

We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…

Probability · Mathematics 2025-05-07 Andrea Agazzi , Jonathan C. Mattingly , Omar Melikechi

Solving flow through porous media is a crucial step in the topology optimisation of cold plates, a key component in modern thermal management. Traditional computational fluid dynamics (CFD) methods, while accurate, are often prohibitively…

Fluid Dynamics · Physics 2026-03-10 Jinhong Wang , Matei C. Ignuta-Ciuncanu , Ricardo F. Martinez-Botas , Teng Cao

We present a novel approach for enhancing the resolution and geometric fidelity of 3D Gaussian Splatting (3DGS) beyond native training resolution. Current 3DGS methods are fundamentally limited by their input resolution, producing…

Graphics · Computer Science 2025-06-10 Shuja Khalid , Mohamed Ibrahim , Yang Liu

The Reynolds-averaged Navier-Stokes (RANS) equations provide a computationally efficient method for solving fluid flow problems in engineering applications. However, the use of closure models to represent turbulence effects can reduce their…

Fluid Dynamics · Physics 2024-05-02 Oliver Brenner , Justin Plogmann , Pasha Piroozmand , Patrick Jenny
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