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We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…

计算金融 · 定量金融 2019-03-27 Antoine Jacquier , Emma R. Malone , Mugad Oumgari

The simulation of large open water surface is challenging using a uniform volumetric discretization of the Navier-Stokes equations. Simulating water splashes near moving objects, which height field methods for water waves cannot capture,…

图形学 · 计算机科学 2021-09-21 Libo Huang , Ziyin Qu , Xun Tan , Xinxin Zhang , Dominik L. Michels , Chenfanfu Jiang

Despite the progress within the last decades, weather forecasting is still a challenging and computationally expensive task. Current satellite-based approaches to predict thunderstorms are usually based on the analysis of the observed…

机器学习 · 计算机科学 2019-12-04 Christian Schön , Jens Dittrich , Richard Müller

Coastal erosion describes the displacement of land caused by destructive sea waves, currents or tides. Major efforts have been made to mitigate these effects using groins, breakwaters and various other structures. We try to address this…

最优化与控制 · 数学 2022-01-19 Luka Schlegel , Volker Schulz

Time Series Forecasting is at the core of many practical applications such as sales forecasting for business, rainfall forecasting for agriculture and many others. Though this problem has been extensively studied for years, it is still…

机器学习 · 计算机科学 2020-03-23 Anirban Chatterjee , Subhadip Paul , Uddipto Dutta , Smaranya Dey

The motion of a particle in a correlated random potential under the influence of a driving force is investigated in mean field theory. The correlations of the disorder are characterized by a short distance cutoff and a power law decay with…

凝聚态物理 · 物理学 2009-10-28 Heinz Horner

Accurate and timely prediction of sea fog is very important for effectively managing maritime and coastal economic activities. Given the intricate nature and inherent variability of sea fog, traditional numerical and statistical forecasting…

机器学习 · 计算机科学 2023-07-21 Yanfei Xiang , Qinghong Zhang , Mingqing Wang , Ruixue Xia , Yang Kong , Xiaomeng Huang

In many real-world scenarios, we often deal with streaming data that is sequentially collected over time. Due to the non-stationary nature of the environment, the streaming data distribution may change in unpredictable ways, which is known…

机器学习 · 计算机科学 2022-06-07 Wendi Li , Xiao Yang , Weiqing Liu , Yingce Xia , Jiang Bian

I present the numerical computation of speed and direction of the drift of a spiral wave in an excitable medium in the presence of an electric field. In contrast to earlier results, the drift speed presents a strong variation close to the…

软凝聚态物质 · 物理学 2007-05-23 Herve Henry

Ocean wave climate has a significant impact on near-shore and off-shore human activities, and its characterisation can help in the design of ocean structures such as wave energy converters and sea dikes. Therefore, engineers need long time…

机器学习 · 统计学 2022-05-27 Said Obakrim , Valérie Monbet , Nicolas Raillard , Pierre Ailliot

The HMC algorithm, combining the advantages of molecular dynamics and Monte-Carlo methods, is the most efficient algorithm to simulate QCD including the effects of sea quarks. In the standard approach momentum fields are generated with a…

高能物理 - 格点 · 物理学 2012-12-18 Alberto Ramos

Accurate marine wind forecasts are essential for safe navigation, ship routing, and energy operations, yet they remain challenging because observations over the ocean are sparse, heterogeneous, and temporally variable. We reformulate wind…

机器学习 · 计算机科学 2025-12-04 Matteo Peduto , Qidong Yang , Jonathan Giezendanner , Devis Tuia , Sherrie Wang

We determine distributions and correlation properties of offshore wind speeds and wind speed increments by analyzing wind data sampled with a resolution of one second for 20 months at different heights above sea level in the North Sea.…

大气与海洋物理 · 物理学 2024-11-11 So-Kumneth Sim , Philipp Maass , H. Eduardo Roman

Significant wave height forecasting is a key problem in ocean data analytics. This task affects several maritime operations, such as managing the passage of vessels or estimating the energy production from waves. In this work, we focus on…

机器学习 · 统计学 2024-05-07 Vitor Cerqueira , Luis Torgo

Movements of maritime vessels are inherently complex and challenging to model due to the dynamic and often unpredictable nature of maritime operations. Even within structured maritime environments, such as shipping lanes and port…

机器学习 · 计算机科学 2025-06-10 George S. Theodoropoulos , Andreas Patakis , Andreas Tritsarolis , Yannis Theodoridis

Variability in sea ice conditions, combined with strong couplings to the atmosphere and the ocean, lead to a broad range of complex sea ice dynamics. More in-situ measurements are needed to better identify the phenomena and mechanisms that…

Numerous studies have focused on learning and understanding the dynamics of physical systems from video data, such as spatial intelligence. Artificial intelligence requires quantitative assessments of the uncertainty of the model to ensure…

机器学习 · 计算机科学 2024-12-18 Aoming Liang , Qi Liu , Lei Xu , Fahad Sohrab , Weicheng Cui , Changhui Song , Moncef Gabbouj

We study the problem of Arnold's diffusion in an example of isochronous system by using a geometrical method known as Windows Method. Despite the simple features of this example, we show that the absence of an anisochrony term leads to…

动力系统 · 数学 2017-03-01 Alessandro Fortunati

Developing methods to predict disastrous natural phenomena is more important than ever, and tornadoes are among the most dangerous ones in nature. Due to the unpredictability of the weather, counteracting them is not an easy task and today…

机器学习 · 计算机科学 2022-08-12 Davide Alessandro Coccomini , Giuliano Zara

The complex interactions of localized vortices with waves is investigated using a model of point vortices in the presence of a transverse or longitudinal wave. This simple model shows a rich dynamical behavior including oscillations of a…

等离子体物理 · 物理学 2013-04-18 Xavier Leoncini , Alberto Verga