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It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · 物理学 2007-05-23 Ken Umeno

This paper presents a new methodology for structural reliability analysis via stochastic finite element method (SFEM). A novel sample-based SFEM is firstly used to compute structural stochastic responses of all spatial points at the same…

计算物理 · 物理学 2020-08-19 Zhibao Zheng

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

数值分析 · 数学 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

Modern machine learning models are typically trained via multi-pass stochastic gradient descent (SGD) with small batch sizes, and understanding their dynamics in high dimensions is of great interest. However, an analytical framework for…

机器学习 · 统计学 2026-02-17 Sota Nishiyama , Masaaki Imaizumi

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

机器学习 · 计算机科学 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…

数值分析 · 数学 2024-08-09 Andrés Centeno , Juan A. Acebrón , José Monteiro

The present study addresses the challenge of enhancing computational efficiency without compromising accuracy in numerical simulations of vacuum gas dynamics using the direct simulation Monte Carlo (DSMC) method. A technique termed "fixed…

流体动力学 · 物理学 2024-07-03 Moslem Sabouri , Ramin Zakeri , Amin Ebrahimi

We propose a data-driven method to solve a stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The objective is to determine power schedules for controllable devices in a power…

最优化与控制 · 数学 2018-01-22 Yi Guo , Kyri Baker , Emiliano Dall'Anese , Zechun Hu , Tyler Summers

With the rapid advancement of intelligent driving and remote sensing, oriented object detection has gained widespread attention. However, achieving high-precision performance is fundamentally constrained by the Angle Boundary Discontinuity…

计算机视觉与模式识别 · 计算机科学 2026-04-24 Minghong Wei , Pu Cao , Zhihao Chen , Zhiyuan Zang , Lu Yang , Qing Song

The real-time fault monitoring and control of the Vacuum Assisted Resin Transfer Moulding (VARTM) production process requires a knowledge of the position of the epoxy flow-front inside the mould. Therefore, a fast and accurate flow-front…

系统与控制 · 计算机科学 2019-02-27 Michael Nauheimer , Rishi Relan , Uffe Høgsbro Thygesen , Erik Lindström , Henrik Madsen

We reconstruct the velocity field of incompressible flows given a finite set of measurements. For the spatial approximation, we introduce the Sparse Fourier divergence-free (SFdf) approximation based on a discrete $L^2$ projection. Within…

流体动力学 · 物理学 2021-10-13 Luis Espath , Dmitry Kabanov , Jonas Kiessling , Raúl Tempone

This paper introduces open-source computational fluid dynamics software named open computational fluid dynamic code for scientific computation with graphics processing unit (GPU) system (OpenCFD-SCU), developed by the authors for direct…

流体动力学 · 物理学 2022-12-21 Guanlin Dang , Shiwei Liu , Tongbiao Guo , Junyi Duan , Xinliang Li

The study of uncertainty propagation poses a great challenge to design numerical solvers with high fidelity. Based on the stochastic Galerkin formulation, this paper addresses the idea and implementation of the first flux reconstruction…

计算物理 · 物理学 2021-12-14 Tianbai Xiao , Jonas Kusch , Julian Koellermeier , Martin Frank

Dye experimentation is a widely used method in experimental fluid mechanics for flow analysis or for the study of the transport of particles within a fluid. This technique is particularly useful in biomedical diagnostic applications ranging…

流体动力学 · 物理学 2023-09-25 Faisal Amlani , Heng Wei , Niema M. Pahlevan

This paper presents a novel algorithm for solving distribution steering problems featuring nonlinear dynamics and chance constraints. Covariance steering (CS) is an emerging methodology in stochastic optimal control that poses constraints…

机器人学 · 计算机科学 2025-09-24 Akash Ratheesh , Vincent Pacelli , Augustinos D. Saravanos , Evangelos A. Theodorou

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

系统与控制 · 电气工程与系统科学 2026-03-11 Wuping Xin

Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…

机器学习 · 统计学 2026-05-12 Anan Saha , Arnab Ganguly

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

统计力学 · 物理学 2025-09-05 Jiayao Shao , Tobias Grafke , Robert S. MacKay

Despite rapid improvements in the performance of central processing unit (CPU), the calculation cost of simulating chemically reacting flow using CFD remains infeasible in many cases. The application of the convolutional neural networks…

机器学习 · 计算机科学 2023-07-26 Joongoo Jeon , Juhyeong Lee , Sung Joong Kim

Flow matching (FM) is a general framework for defining probability paths via Ordinary Differential Equations (ODEs) to transform between noise and data samples. Recent approaches attempt to straighten these flow trajectories to generate…

计算机视觉与模式识别 · 计算机科学 2024-07-03 Ling Yang , Zixiang Zhang , Zhilong Zhang , Xingchao Liu , Minkai Xu , Wentao Zhang , Chenlin Meng , Stefano Ermon , Bin Cui
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