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We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

Small-scale turbulence can be comprehensively described in terms of velocity gradients, which makes them an appealing starting point for low-dimensional modeling. Typical models consist of stochastic equations based on closures for…

Fluid Dynamics · Physics 2024-03-01 Maurizio Carbone , Vincent J. Peterhans , Alexander S. Ecker , Michael Wilczek

Separating turbulent fluctuations from coherent large-scale background flows is a longstanding challenge in the analysis of numerical simulations and astronomical observations. Traditional approaches commonly rely on decomposition-based…

Fluid Dynamics · Physics 2026-05-27 Ji-Hoon Ha , Elena S. Volnova

Modeling of turbulent flows is still challenging. One way to deal with the large scale separation due to turbulence is to simulate only the large scales and model the unresolved contributions as done in large-eddy simulation (LES). This…

Computational Physics · Physics 2019-10-03 Mathis Bode , Michael Gauding , Konstantin Kleinheinz , Heinz Pitsch

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

A probabilistic machine learning model is introduced to augment the $k-\omega\ SST$ turbulence model in order to improve the modelling of separated flows and the generalisability of learnt corrections. Increasingly, machine learning methods…

Computational Engineering, Finance, and Science · Computer Science 2023-01-24 Joel Ho , Nick Pepper , Tim Dodwell

Obtaining high-resolution maps of precipitation data can provide key insights to stakeholders to assess a sustainable access to water resources at urban scale. Mapping a nonstationary, sparse process such as precipitation at very high…

Applications · Statistics 2023-02-08 Jiachen Zhang , Matthew Bonas , Diogo Bolster , Geir-Arne Fuglstad , Stefano Castruccio

In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…

Numerical Analysis · Mathematics 2020-08-24 Junlong Lyu , Zhongjian Wang , Jack Xin , Zhiwen Zhang

Analyzing unsteady fluid flows often requires access to the full distribution of possible temporal states, yet conventional PDE solvers are computationally prohibitive and learned time-stepping surrogates quickly accumulate error over long…

Computational Engineering, Finance, and Science · Computer Science 2026-04-14 Mario Lino , Nils Thuerey

A stochastic data-driven reduced-order model applicable to a wide range of turbulent natural and engineering flows is presented. Combining ideas from Koopman theory and spectral model order reduction, the stochastic low-dimensional inflated…

Fluid Dynamics · Physics 2025-04-07 Tianyi Chu , Oliver T. Schmidt

Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…

Data Analysis, Statistics and Probability · Physics 2020-11-12 S. Baars , D. Castellana , F. W. Wubs , H. A. Dijkstra

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Machine Learning · Statistics 2014-06-02 Danilo Jimenez Rezende , Shakir Mohamed , Daan Wierstra

Large eddy simulation (LES) has become a central technique for simulating turbulent flows in engineering and applied sciences, offering a compromise between accuracy and computational cost by resolving large scale motions and modeling the…

Fluid Dynamics · Physics 2025-08-27 Rik Hoekstra , Wouter Edeling

Particle-laden flows are simulated at various scales using numerical techniques that range from particle-resolved Direct Numerical Simulations (pr-DNS) for small-scale systems to Lagrange point-particle methods for laboratory-scale…

Fluid Dynamics · Physics 2025-07-29 Alexander Metelkin , Sam Jacob Jacob , Bernhard Vowinckel

We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…

chao-dyn · Physics 2008-02-03 Hideki Takayasu , Y-h. Taguchi , Tomoo Katsuyama

Accurately assessing the potential for fault slip is essential in many subsurface operations. Conventional model-based history matching methods, which entail the generation of posterior geomodels calibrated to observed data, can be…

Machine Learning · Computer Science 2026-01-12 Xiaowen He , Su Jiang , Louis J. Durlofsky

We present a new turbulent data reconstruction method with supervised machine learning techniques inspired by super resolution and inbetweening, which can recover high-resolution turbulent flows from grossly coarse flow data in space and…

Fluid Dynamics · Physics 2021-01-25 Kai Fukami , Koji Fukagata , Kunihiko Taira

This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Normalizing flows and variational autoencoders are powerful generative models that can represent complicated density functions. However, they both impose constraints on the models: Normalizing flows use bijective transformations to model…

Machine Learning · Computer Science 2020-11-02 Didrik Nielsen , Priyank Jaini , Emiel Hoogeboom , Ole Winther , Max Welling