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We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…

Fluid Dynamics · Physics 2017-09-20 Valentin Resseguier , Etienne Mémin , Dominique Heitz , Bertrand Chapron

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

Current design constraints have encouraged the studies of aeroacoustics fields around compressible jet flows. The present work addresses the numerical study of unsteady turbulent jet flows for aeroacoustic analyses of main engine rocket…

Fluid Dynamics · Physics 2022-12-26 Carlos Junqueira-Junior , Sami Yamouni , Joao Luiz F. Azevedo , William Wolf

Stochastic parametrisations are used in weather and climate models to improve the representation of unpredictable unresolved processes. When compared to a deterministic model, a stochastic model represents `model uncertainty', i.e., sources…

Atmospheric and Oceanic Physics · Physics 2020-04-22 Hannah M. Christensen

Total energy electronic structure calculations, based on density functional theory or on the more empirical tight binding approach, are generally believed to scale as the cube of the number of electrons. By using the localisaton property of…

Materials Science · Physics 2009-11-11 Florian R. Krajewski , Michele Parrinello

We introduce a stochastic model of diffeomorphisms, whose action on a variety of data types descends to stochastic evolution of shapes, images and landmarks. The stochasticity is introduced in the vector field which transports the data in…

Computer Vision and Pattern Recognition · Computer Science 2018-10-23 Alexis Arnaudon , Darryl D. Holm , Stefan Sommer

We put forth a dynamic modeling framework for sub-grid parametrization of large eddy simulation of turbulent flows based upon the use of the approximate deconvolution procedure to compute the Smagorinsky constant self-adaptively from the…

Fluid Dynamics · Physics 2016-05-02 Romit Maulik , Omer San

We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential…

Probability · Mathematics 2018-09-21 Nathan E. Glatt-Holtz , David P. Herzog , Jonathan C. Mattingly

Geophysical methods provide a cost-effective way to characterize the subsurface for hydrogeological projects, but they rely on solving an inverse problem. Traditionally, deterministic approaches are used, which face challenges due to…

Geophysics · Physics 2025-12-05 Arsalan Ahmed , Thomas Hermans , David Dudal , Wouter Deleersnyder

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

Large-eddy simulations (LES) with an appropriate subgrid-scale (SGS) model provide a powerful tool for investigating real-world turbulence. The Smagorinsky model, one of the simplest and most used SGS models, often shows an over-dissipative…

Fluid Dynamics · Physics 2026-03-30 Nobumitsu Yokoi , Pablo D. Mininni , Annick Pouquet , Duane Rosenberg , Raffaele Marino

Large eddy approximation of turbulent flow is given a natural setting within the DSC framework of computational fluid dynamics. Periodic cellular coarse-graining prevents the nodal flow from piling up and preserves its large patterns. The…

Numerical Analysis · Mathematics 2008-08-28 Steffen Hein

In this paper, we establish a set of criteria which are applied to discuss various formulations under which Lagrangian stochastic models can be found. These models are used for the simulation of fluid particles in single-phase turbulence as…

Fluid Dynamics · Physics 2015-01-13 J. -P. Minier , S. Chibbaro , S. B. Pope

We prove universality of a macroscopic behavior of solutions of a large class of semi-linear parabolic SPDEs on $\mathbb{R}_+\times\mathbb{T}$ with fractional Laplacian $(-\Delta)^{\sigma/2}$, additive noise and polynomial non-linearity,…

Probability · Mathematics 2025-03-19 Paweł Duch

We introduce stochastic normalizing flows, an extension of continuous normalizing flows for maximum likelihood estimation and variational inference (VI) using stochastic differential equations (SDEs). Using the theory of rough paths, the…

Machine Learning · Statistics 2020-02-27 Liam Hodgkinson , Chris van der Heide , Fred Roosta , Michael W. Mahoney

We review progress that has been made in utilizing one form of Direct Statistical Simulation (DSS) to describe geophysical and astrophysical flows that are anisotropic and inhomogeneous. We first explain the approach, which is based upon a…

Fluid Dynamics · Physics 2019-03-19 J. B. Marston , Wanming Qi , S. M. Tobias

Mesoscale eddies are critical in ocean circulation and the global climate system. Standard eddy identification methods are usually based on deterministic optimal point estimates of the ocean flow field. However, uncertainty exists in…

Dynamical Systems · Mathematics 2024-09-24 Jeffrey Covington , Nan Chen , Stephen Wiggins , Evelyn Lunasin

The $\alpha$-modeling strategy is followed to derive a new subgrid parameterization of the turbulent stress tensor in large-eddy simulation (LES). The LES-$\alpha$ modeling yields an explicitly filtered subgrid parameterization which…

Chaotic Dynamics · Physics 2007-05-23 Bernard J. Geurts , Darryl D. Holm

This article addresses the widely overlooked conceptual inconsistency of the large eddy simulation (LES) framework, namely that the commonly used advection term introduces higher wave numbers in the filtered Navier-Stokes equations than…

Fluid Dynamics · Physics 2026-03-17 Max Hausmann , Berend van Wachem

Ecosystems display a complex spatial organization. Ecologists have long tried to characterize them by looking at how different measures of biodiversity change across spatial scales. Ecological neutral theory has provided simple predictions…

Populations and Evolution · Quantitative Biology 2017-12-13 Simone Pigolotti , Massimo Cencini , Daniel Molina , Miguel A. Muñoz