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In this paper, a novel feedback control-based particle filter algorithm for the continuous-time stochastic hybrid system estimation problem is presented. This particle filter is referred to as the interacting multiple model-feedback…

数值分析 · 数学 2013-05-28 Tao Yang , Henk A. P. Blom , Prashant G. Mehta

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

机器学习 · 计算机科学 2024-10-14 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Numerous fields of nonlinear physics, very different in nature, produce signals and images, that share the common feature of being essentially constituted of piecewise homogeneous phases. Analyzing signals and images from corresponding…

数据分析、统计与概率 · 物理学 2020-06-17 Barbara Pascal , Nelly Pustelnik , Patrice Abry , Jean-Christophe Géminard , Valérie Vidal

When objects are forced to flow through constrictions their transport can be frustrated temporarily or permanently due to the formation of arches in the region of the bottleneck. While such systems have been intensively studied in the case…

流体动力学 · 物理学 2023-08-16 Edgar Ortega-Roano , Mathieu Souzy , Thomas Weinhart , Devaraj van der Meer , Alvaro Marin

The Koopman operator theory is an increasingly popular formalism of dynamical systems theory which enables analysis and prediction of the nonlinear dynamics from measurement data. Building on the recent development of the Koopman model…

流体动力学 · 物理学 2018-06-08 Hassan Arbabi , Milan Korda , Igor Mezic

The emergence of hydrodynamic behavior in electronic flow within clean, particle-hole-symmetric systems at half-filling is a non-trivial problem. Navier-Stokes (NS) equations describe the momentum flow, while experimental measurements…

介观与纳米尺度物理 · 物理学 2025-05-26 Adrien Reingruber , Kitinan Pongsangangan , Fakher Assaad , Maksim Ulybyshev

We present a new class of particle methods with deformable shapes that converge in the uniform norm without requiring remappings, extended overlapping or vanishing moments for the particles. The crux of the method is to use polynomial…

数值分析 · 数学 2013-08-02 Martin Campos Pinto

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

信号处理 · 电气工程与系统科学 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Immersed boundary-lattice Boltzmann method (IB-LBM) has been widely used for simulation of particle-laden flows recently. However, it was limited to small-scale simulations with no more than O(103) particles. Here, we expand IB-LBM for…

计算物理 · 物理学 2020-02-21 Maoqiang Jiang , Jing Li , Zhaohui Liu

We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining…

机器学习 · 计算机科学 2023-05-22 Sitan Chen , Sinho Chewi , Holden Lee , Yuanzhi Li , Jianfeng Lu , Adil Salim

Optical flow estimation is a fundamental and long-standing visual task. In this work, we present a novel method, dubbed HMAFlow, to improve optical flow estimation in challenging scenes, particularly those involving small objects. The…

计算机视觉与模式识别 · 计算机科学 2024-11-18 Dianbo Ma , Kousuke Imamura , Ziyan Gao , Xiangjie Wang , Satoshi Yamane

In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompressible 2D Euler dynamics defined on a simply connected…

应用统计 · 统计学 2020-08-25 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

We present a theoretical approach to optical spectroscopy of open nonequilibrium systems, which generalizes traditional nonlinear optical spectroscopy tools by imposing charge and energy conservation at all levels of approximation. Both…

介观与纳米尺度物理 · 物理学 2019-12-19 Shaul Mukamel , Michael Galperin

We consider cost minimizing stopping time solutions to Skorokhod embedding problems, which deal with transporting a source probability measure to a given target measure through a stopped Brownian process. PDEs and a free boundary problem…

偏微分方程分析 · 数学 2019-03-19 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

In this paper, we consider the problem of regulating the outlet pressure of gas flowing through a pipeline subject to uncertain and variable outlet flow. Gas flow through a pipe is modeled using the coupled isothermal Euler equations, with…

最优化与控制 · 数学 2024-09-27 Bhathiya Rathnayake , Anatoly Zlotnik , Svetlana Tokareva , Mamadou Diagne

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

最优化与控制 · 数学 2023-03-06 Kareem T. Elgindy

We develop a reduced-order framework for optimizing mixing in two-dimensional incompressible flows. Instead of optimizing the full transport PDE, the method maximizes the length of advected material interfaces, leading to a…

数值分析 · 数学 2026-05-07 Ziqian Li , Enrique Zuazua

In order to prevent velocity, pressure, and temperature spikes at material discontinuities occurring when the interface-capturing schemes inconsistently simulate compressible multi-material flows(when the specific heats ratio is…

计算物理 · 物理学 2020-12-29 Zhiwei He , Yousheng Zhang , Li Li , Baolin Tian

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

计算物理 · 物理学 2018-02-28 Hariswaran Sitaraman , Ray Grout

We propose a data-driven filtered reduced order model (DDF-ROM) framework for the numerical simulation of fluid flows. The novel DDF-ROM framework consists of two steps: (i) In the first step, we use explicit ROM spatial filtering of the…

流体动力学 · 物理学 2017-09-14 X. Xie , M. Mohebujjaman , L. G. Rebholz , T. Iliescu
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