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High-dimensional recordings of dynamical processes are often characterized by a much smaller set of effective variables, evolving on low-dimensional manifolds. Identifying these latent dynamics requires solving two intertwined problems:…

Machine Learning · Computer Science 2026-01-21 Manuel Hinz , Maximilian Mauel , Patrick Seifner , David Berghaus , Kostadin Cvejoski , Ramses J. Sanchez

We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Haldun Balim , Andrea Carron , Melanie N. Zeilinger , Johannes Köhler

This paper presents a new stochastic finite element method for computing structural stochastic responses. The method provides a new expansion of stochastic response and decouples the stochastic response into a combination of a series of…

Numerical Analysis · Mathematics 2021-04-28 Zhibao Zheng

The increased availability of observation data from engineering systems in operation poses the question of how to incorporate this data into finite element models. To this end, we propose a novel statistical construction of the finite…

Methodology · Statistics 2021-01-25 Mark Girolami , Eky Febrianto , Ge Yin , Fehmi Cirak

We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the…

Data Analysis, Statistics and Probability · Physics 2023-04-07 Di Qi , John Harlim

A framework for deriving probabilistic data-driven closure models is proposed for coarse-grained numerical simulations of turbulence in statistically stationary state. The approach unites the ideal large-eddy simulation model and data…

Fluid Dynamics · Physics 2025-03-25 Sagy Ephrati

We propose a physics-aware machine learning method to time-accurately predict extreme events in a turbulent flow. The method combines two radically different approaches: empirical modelling based on reservoir computing, which learns the…

Fluid Dynamics · Physics 2019-12-24 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

Bioprocess mechanistic modeling is essential for advancing intelligent digital twin representation of biomanufacturing, yet challenges persist due to complex intracellular regulation, stochastic system behavior, and limited experimental…

Machine Learning · Statistics 2025-05-07 Keilung Choy , Wei Xie , Keqi Wang

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Computational Fluid Dynamics (CFD) plays a pivotal role in fluid mechanics, enabling precise simulations of fluid behavior through partial differential equations (PDEs). However, traditional CFD methods are resource-intensive, particularly…

Computational Engineering, Finance, and Science · Computer Science 2025-02-06 Tiffany Fan , Murray Cutforth , Marta D'Elia , Alexandre Cortiella , Alireza Doostan , Eric Darve

First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…

We present a new strategy for filtering high-dimensional multiscale systems characterized by high-order non-Gaussian statistics using observations from leading-order moments. A closed stochastic-statistical modeling framework suitable for…

Mathematical Physics · Physics 2024-07-09 Di Qi , Jian-Guo Liu

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

High-fidelity numerical simulations of chaotic, high dimensional nonlinear dynamical systems are computationally expensive, necessitating the development of efficient surrogate models. Most surrogate models for such systems are…

Machine Learning · Computer Science 2026-03-16 Dibyajyoti Chakraborty , Hojin Kim , Romit Maulik

Real-time simulation of elastic structures is essential in many applications, from computer-guided surgical interventions to interactive design in mechanical engineering. The Finite Element Method is often used as the numerical method of…

Machine Learning · Computer Science 2021-09-21 Alban Odot , Ryadh Haferssas , Stéphane Cotin

Nonequilibrium statistical models of point vortex systems are constructed using an optimal closure method, and these models are employed to approximate the relaxation toward equilibrium of systems governed by the two-dimensional Euler…

Fluid Dynamics · Physics 2018-12-26 Jonathan Maack , Bruce Turkington

A precise domain triangulation is recognized as indispensable for the accurate numerical approximation of differential operators within collocation methods, leading to a substantial reduction in discretization errors. An efficient finite…

Numerical Analysis · Mathematics 2025-07-15 G. Shylaja , V. Kesavulu Naidu , B. Venkatesh , S. M. Mallikarjunaiah

We propose a framework employing stochastic differential equations to facilitate the long-term stability analysis of power grids with intermittent wind power generations. This framework takes into account the discrete dynamics which play a…

Systems and Control · Computer Science 2017-03-10 Xiaozhe Wang , Tao Wang , Hsiao-Dong Chiang , Jianhui Wang , Hui Liu

Machine learning techniques have been applied to enhance turbulence modeling in recent years. However, the "black box" nature of most machine learning techniques poses significant interpretability challenges in improving turbulence models.…

Fluid Dynamics · Physics 2025-08-22 Boqian Zhang , Juanmian Lei