Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-wo...
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ISBN:
(数字)9781665467612
ISBN:
(纸本)9781665467629
Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-world system. This omission is unfavorable in two ways: The models are not as data-efficient as they could be by incorporating physical prior knowledge, and the model itself might not be physically correct. We propose Gaussian Process Port-Hamiltonian systems (GPPHS) as a physics-informed Bayesian learning approach with uncertainty quantification. The Bayesian nature of GP-PHS uses collected data to form a distribution over all possible Hamiltonians instead of a single point estimate. Due to the underlying physics model, a GP-PHS generates passive systems with respect to designated inputs and outputs. Further, the proposed approach preserves the compositional nature of Port-Hamiltonian systems.
Rigorous theories connecting physical properties of a heterogeneous material to its microstructure offer a promising avenue to guide the computational material design and optimization. The spectral density function χ...
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Rigorous theories connecting physical properties of a heterogeneous material to its microstructure offer a promising avenue to guide the computational material design and optimization. The spectral density function χ̃V(k), which can be obtained experimentally from scattering data, enables accurate determination of various transport and wave propagation characteristics, including the time-dependent diffusion spreadability S(t) and effective dynamic dielectric constant εe for electromagnetic wave propagation. Moreover, χ̃V(k) determines rigorous upper bounds on the fluid permeability K. Given the importance of χ̃V(k), we present here an efficient Fourier-space based computational framework to construct three-dimensional (3D) statistically isotropic two-phase heterogeneous materials corresponding to targeted spectral density functions. In particular, we employ a variety of analytical functional forms for χ̃V(k) that satisfy all known necessary conditions to construct disordered stealthy hyperuniform, standard hyperuniform, nonhyperuniform, and antihyperuniform two-phase heterogeneous material systems at varying phase volume fractions. We show that by tuning the correlations in the system across length scales via the targeted functions, one can generate a rich spectrum of distinct structures within each of the above classes of materials. Importantly, we present the first realization of antihyperuniform two-phase heterogeneous materials in 3D, which are characterized by autocovariance function χV(r) with a power-law tail, resulting in microstructures that contain clusters of dramatically different sizes and morphologies. We also determine the diffusion spreadability S(t) and estimate the fluid permeability K associated with all of the constructed materials directly from the corresponding spectral densities. Although it is well established that the long-time asymptotic scaling behavior of S(t) only depends on the functional form of χ̃V(k), with the stealthy hyperuniform a
Photovoltaic (PV) system fault diagnosis is crucial because it helps PV system operators reduce energy and income losses. It also decreases the risk of fire and electric shock from PV system failures. Thus, the implem...
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Singularly perturbed dynamical systems play a crucial role in climate dynamics and plasma physics. A powerful and well-known tool to address these systems is the Fenichel normal form, which significantly simplifies fa...
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In this paper we consider the modeling of measurement error for fund returns data. In particular, given access to a time-series of discretely observed log-returns and the associated maximum over the observation period...
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Accurate detection of outliers is crucial for the success of numerous data analysis tasks. In this context, we propose the Probabilistic Robust AutoEncoder (PRAE) that can simultaneously remove outliers during trainin...
Accurate detection of outliers is crucial for the success of numerous data analysis tasks. In this context, we propose the Probabilistic Robust AutoEncoder (PRAE) that can simultaneously remove outliers during training (transductive) and learn a mapping that can be used to detect outliers in new data (inductive). We first present the Robust AutoEncoder (RAE) objective that excludes outliers while including a subset of samples (inliers) that can be effectively reconstructed using an AutoEncoder (AE). RAE minimizes the autoencoder's reconstruction error while incorporating as many samples as possible. This could be formulated via regularization by subtracting an ℓ0 norm, counting the number of selected samples from the reconstruction term. As this leads to an intractable combinatorial problem, we propose two probabilistic relaxations of RAE, which are differentiable and alleviate the need for a combinatorial search. We prove that the solution to the PRAE problem is equivalent to the solution of RAE. We then use synthetic data to demonstrate that PRAE can accurately remove outliers in various contamination levels. Finally, we show that using PRAE for outlier detection leads to state-of-the-art results for inductive and transductive outlier detection.
作者:
Bendory, TamirLan, Ti-YenMarshall, Nicholas F.Rukshin, IrisSinger, AmitSchool of Electrical Engineering
Tel Aviv University Tel Aviv Israel Program in Applied and Computational Mathematics Princeton University Princeton NJ USA Department of Mathematics Oregon State University Corvallis OR USA Program in Applied and Computational Mathematics Princeton University Princeton NJ USA Program in Applied and Computational Mathematics and the Department of Mathematics Princeton University Princeton NJ USA
We consider the multi-target detection problem of estimating a two-dimensional target image from a large noisy measurement image that contains many randomly rotated and translated copies of the target image. Motivated...
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To fill the gap between accurate (and expensive) ab initio calculations and efficient atomistic simulations based on empirical interatomic potentials, a new class of descriptions of atomic interactions has emerged and...
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Understanding, predicting and controlling laminar-turbulent boundary-layer transition is crucial for the next generation aircraft design. However, in real flight experiments, or wind tunnel tests, often only sparse se...
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Understanding, predicting and controlling laminar-turbulent boundary-layer transition is crucial for the next generation aircraft design. However, in real flight experiments, or wind tunnel tests, often only sparse sensor measurements can be collected at fixed locations. Thus, in developing reduced models for predicting and controlling the flow at the sensor locations, the main challenge is in accounting for how the surrounding field of unobserved (or unresolved) variables interacts with the observed (or resolved) variables at the fixed sensor locations. This makes the Mori-Zwanzig (MZ) formalism a natural choice, as it results in the Generalized Langevin Equations which provides a mathematically sound framework for constructing non-Markovian reduced-order models that include the effects the unresolved variables have on the resolved variables. These effects are captured in the so called memory kernel and orthogonal dynamics, which, when using Mori's linear projection, provides a higher order approximation to the traditional approximate Koopman learning methods. In this work, we explore recently developed data-driven methods for extracting the MZ operators to two boundary-layer flows obtained from high resolution data;a low speed incompressible flow over a flat plate exhibiting bypass transition;and a high speed compressible flow over a flared cone at Mach 6 and zero angle of attack where transition was initiated using a broadband forcing approach ("natural" transition). In each case, an array of "sensors" are placed near the surface of the solid boundary, and the MZ operators are learned and the predictions are compared to the Extended Dynamic Mode Decomposition (EDMD), both using delay embedded coordinates. Further comparisons are made with Long Short-Term Memory (LSTM) and a regression based projection framework using neural networks for the MZ operators. First, we compare the effects of including delay embedded coordinates with EDMD and Mori based MZ and provide
An optimal control problem in the space of probability measures, and the viscosity solutions of the corresponding dynamic programming equations defined using the intrinsic linear derivative are studied. The value func...
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