Effective drifts in dynamical systems with multiplicative noise: a review of recent progress

G Volpe, J Wehr - Reports on Progress in Physics, 2016 - iopscience.iop.org
Noisy dynamical models are employed to describe a wide range of phenomena. Since exact
modeling of these phenomena requires access to their microscopic dynamics, whose time …

Intrinsic map dynamics exploration for uncharted effective free-energy landscapes

E Chiavazzo, R Covino, RR Coifman… - Proceedings of the …, 2017 - National Acad Sciences
We describe and implement a computer-assisted approach for accelerating the exploration
of uncharted effective free-energy surfaces (FESs). More generally, the aim is the extraction …

Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data

T Schneider, AM Stuart, JL Wu - Journal of Computational Physics, 2022 - Elsevier
Enforcing sparse structure within learning has led to significant advances in the field of data-
driven discovery of dynamical systems. However, such methods require access not only to …

A stochastic stability equation for unsteady turbulence in the stable boundary layer

V Boyko, N Vercauteren - Quarterly Journal of the Royal …, 2023 - Wiley Online Library
The atmospheric boundary layer is particularly challenging to model in conditions of stable
stratification, which can be associated with intermittent or unsteady turbulence. We develop …

Learning about structural errors in models of complex dynamical systems

JL Wu, ME Levine, T Schneider, A Stuart - Journal of Computational …, 2024 - Elsevier
Complex dynamical systems are notoriously difficult to model because some degrees of
freedom (eg, small scales) may be computationally unresolvable or are incompletely …

Learning stochastic closures using ensemble Kalman inversion

T Schneider, AM Stuart, JL Wu - Transactions of Mathematics …, 2021 - academic.oup.com
Although the governing equations of many systems, when derived from first principles, may
be viewed as known, it is often too expensive to numerically simulate all the interactions they …

Data assimilation with model error: Analytical and computational study for Sabra shell model

N Chen, A Farhat, E Lunasin - Physica D: Nonlinear Phenomena, 2023 - Elsevier
Understanding the impact of model error on data assimilation is an important practical topic.
Model error in the subgrid scale is commonly seen in various applications as a natural …

Transfer-learning-based coarse-graining method for simple fluids: toward deep inverse liquid-state theory

A Moradzadeh, NR Aluru - The journal of physical chemistry letters, 2019 - ACS Publications
Machine learning is an attractive paradigm to circumvent difficulties associated with the
development and optimization of force-field parameters. In this study, a deep neural network …

Nonparametric estimation of stochastic differential equations with sparse Gaussian processes

CA Garcia, A Otero, P Felix, J Presedo, DG Marquez - Physical Review E, 2017 - APS
The application of stochastic differential equations (SDEs) to the analysis of temporal data
has attracted increasing attention, due to their ability to describe complex dynamics with …

Drift estimation of multiscale diffusions based on filtered data

A Abdulle, G Garegnani, GA Pavliotis, AM Stuart… - Foundations of …, 2023 - Springer
We study the problem of drift estimation for two-scale continuous time series. We set
ourselves in the framework of overdamped Langevin equations, for which a single-scale …