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This work describes the implementation of a data-driven approach for the reduction of the complexity of parametrical partial differential equations (PDEs) employing Proper Orthogonal Decomposition (POD) and Gaussian Process Regression…
Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…
The analysis of scattering from complex objects using surface integral equations is a challenging problem. Its resolution has wide ranging applications- from crack propagation to diagnostic medicine. The two ingredients of any integral…
A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…
Acoustic perturbations in a parallel relativistic flow of an inviscid fluid are considered. The general expression for the frequency of the sound waves in a uniformly (with zero shear) moving medium is derived. It is shown that relativity…
Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
Traditional GPR target recognition methods include pre-processing the data by removal of noisy signatures, dewowing (high-pass filtering to remove low-frequency noise), filtering, deconvolution, migration (correction of the effect of survey…
This paper covers the fast solution of large acoustic problems on low-resources parallel platforms. A domain decomposition method is coupled with a dynamic load balancing scheme to efficiently accelerate a geometrical acoustic method. The…
The focus of this paper is a key component of a methodology for understanding, interpolating, and predicting fish movement patterns based on spatiotemporal data recorded by spatially static acoustic receivers. Unlike GPS trackers which emit…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…
We recently showed that the Dephasing Representation (DR) provides an efficient tool for computing ultrafast electronic spectra and that further acceleration is possible with cellularization [M. \v{S}ulc and J. Van\'i\v{c}ek, Mol. Phys.…
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions for posterior consistency and verify these conditions for…
Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier…
In this paper, we propose a generalized expectation consistent signal recovery algorithm to estimate the signal $\mathbf{x}$ from the nonlinear measurements of a linear transform output $\mathbf{z}=\mathbf{A}\mathbf{x}$. This estimation…
Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…
Multiscale analysis of a degenerate pseudoparabolic variational inequality, modelling the two-phase flow with dynamical capillary pressure in a perforated domain, is the main topic of this work. Regularisation and penalty operator methods…
This work presents a generalized physical interpretation of unconventional dispersion asymmetries associated moving elastic solids. By shifting the notion from systems with time-variant material fields to physically traveling materials, the…
Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…