Serafim Kalliadasis

M. Schmuck, M. Pradas, G. A. Pavliotis et al.

Consider the generalized Kuramoto-Sivashinsky (gKS) equation. It is a model prototype for a wide variety of physical systems, from flame-front propagation, and more general front propagation in reaction-diffusion systems, to interface motion of viscous film flows. Our aim is to develop a systematic and rigorous low-dimensional representation of the gKS equation. For this purpose, we approximate it by a renormalization group (RG) equation which is qualitatively characterized by rigorous error bounds. This formulation allows for a new stochastic mode reduction guaranteeing optimality in the sense of maximal information entropy. Herewith, noise is systematically added to the reduced gKS equation and gives a rigorous and analytical explanation for its origin. These new results would allow to reliably perform low-dimensional numerical computations by accounting for the neglected degrees of freedom in a systematic way. Moreover, the presented reduction strategy might also be useful in other applications where classical mode reduction approaches fail or are too complicated to be implemented.

Dimitrios Gourzoulidis, Soumaya Elkantassi, Serafim Kalliadasis

We develop a physics-informed neural network (PINN) framework for nonlocal partial differential equations arising in dynamic density functional theory (DDFT). Such equations are challenging for standard PINN methods because they involve nonlinearities, nonlocal interaction terms, and an underlying gradient-flow structure, often leading to slow convergence and difficult optimization. We adapt the PINN methodology to DDFT gradient-flow equations and introduce two computational components: a modified Lorentzian activation function that behaves approximately linearly for small inputs and decays toward zero as the input magnitude increases, and a precomputed discrete operator for evaluating the nonlocal convolution term efficiently during training. The method is tested on four examples in one and two space dimensions. In the first example, the exact stationary solution is known, while in the remaining cases the neural-network approximations are validated against reference solutions computed using continuous and discontinuous Galerkin finite element discretizations. Accuracy and physical consistency are assessed through $L^1$, $L^2$, and $L^\infty$ errors, together with mass conservation and free-energy dissipation. The results show that the proposed activation function accelerates convergence relative to the standard $\tanh$ function, while the overall framework maintains good agreement with the reference solutions and captures the expected gradient-flow behaviour. These findings demonstrate the potential of the proposed PINN framework for solving nonlocal gradient-flow equations arising in DDFT.

Lake Yang, Antonio Malpica-Morales, Frank Ioannis Papadakis Wood et al.

Neural ordinary differential equations (Neural ODEs) often fit training trajectories while generalizing poorly to unseen initial conditions and long horizons. We propose MPINeuralODE, which combines a soft physics-informed residual with a Multiple-Initial-Condition (MIC) multiple-shooting curriculum whose ingredients are structurally complementary: the physics term anchors the vector-field magnitude on the support that MIC enlarges. We evaluate along three axes: out-of-sample error, long-horizon stability, and Hamiltonian drift, which together expose whether the learned dynamics recover the underlying vector field. On Lotka-Volterra, MPINeuralODE achieves the lowest out-of-sample and long-horizon MSE among data-driven methods, with a 26% reduction over the baseline Neural ODE, while essentially matching the PINN ablation on Hamiltonian drift.

Dimitrios Gourzoulidis, Mirko Gallo, Soumaya Elkantassi et al.

We introduce a finite-element framework for simulating thermal fluctuations in compressible fluids governed by the fluctuating Navier-Stokes equations. The method is designed to preserve the fundamental fluctuation-dissipation balance at the discrete level. This is achieved by defining the stochastic forcing term in the weak formulation, ensuring its covariance is proportional to the discrete viscous dissipation operator. A nodal quadrature rule is employed to eliminate unphysical mesh-scale correlations. The time integration is performed using the Crank-Nicolson scheme to maintain numerical stability and accuracy. The proposed approach is numerically validated in one, two, and three spatial dimensions, demonstrating its capability to correctly capture equilibrium fluctuation statistics across various discretisation parameters.

Antonio Malpica-Morales, Miguel A. Duran-Olivencia, Serafim Kalliadasis

Accurate prediction of electricity day-ahead prices is essential in competitive electricity markets. Although stationary electricity-price forecasting techniques have received considerable attention, research on non-stationary methods is comparatively scarce, despite the common prevalence of non-stationary features in electricity markets. Specifically, existing non-stationary techniques will often aim to address individual non-stationary features in isolation, leaving aside the exploration of concurrent multiple non-stationary effects. Our overarching objective here is the formulation of a framework to systematically model and forecast non-stationary electricity-price time series, encompassing the broader scope of non-stationary behavior. For this purpose we develop a data-driven model that combines an N-dimensional Langevin equation (LE) with a neural-ordinary differential equation (NODE). The LE captures fine-grained details of the electricity-price behavior in stationary regimes but is inadequate for non-stationary conditions. To overcome this inherent limitation, we adopt a NODE approach to learn, and at the same time predict, the difference between the actual electricity-price time series and the simulated price trajectories generated by the LE. By learning this difference, the NODE reconstructs the non-stationary components of the time series that the LE is not able to capture. We exemplify the effectiveness of our framework using the Spanish electricity day-ahead market as a prototypical case study. Our findings reveal that the NODE nicely complements the LE, providing a comprehensive strategy to tackle both stationary and non-stationary electricity-price behavior. The framework's dependability and robustness is demonstrated through different non-stationary scenarios by comparing it against a range of basic naive methods.

Peter Yatsyshin, Serafim Kalliadasis, Andrew B. Duncan

We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that system? By combining non-parametric Bayesian inference with physically-motivated constraints, we develop an efficient learning algorithm which automates the construction of approximate free energy functionals. In contrast to optimisation-based machine learning approaches, which seek to minimise a cost function, the central idea of the proposed Bayesian inference is to propagate a set of prior assumptions through the model, derived from physical principles. The experimental data is used to probabilistically weigh the possible model predictions. This naturally leads to humanly interpretable algorithms with full uncertainty quantification of predictions. In our case, the output of the learning algorithm is a probability distribution over a family of free energy functionals, consistent with the observed particle data. We find that surprisingly small data samples contain sufficient information for inferring highly accurate analytic expressions of the underlying free energy functionals, making our algorithm highly data efficient. We consider excluded volume particle interactions, which are ubiquitous in nature, whilst being highly challenging for modelling in terms of free energy. To validate our approach we consider the paradigmatic case of one-dimensional fluid and develop inference algorithms for the canonical and grand-canonical statistical-mechanical ensembles. Extensions to higher-dimensional systems are conceptually straightforward, whilst standard coarse-graining techniques allow one to easily incorporate attractive interactions.

José A. Carrillo, Serafim Kalliadasis, Fuyue Liang et al.

We assess the benefit of including an image inpainting filter before passing damaged images into a classification neural network. For this we employ a modified Cahn-Hilliard equation as an image inpainting filter, which is solved via a finite volume scheme with reduced computational cost and adequate properties for energy stability and boundedness. The benchmark dataset employed here is MNIST, which consists of binary images of handwritten digits and is a standard dataset to validate image-processing methodologies. We train a neural network based of dense layers with the training set of MNIST, and subsequently we contaminate the test set with damage of different types and intensities. We then compare the prediction accuracy of the neural network with and without applying the Cahn-Hilliard filter to the damaged images test. Our results quantify the significant improvement of damaged-image prediction due to applying the Cahn-Hilliard filter, which for specific damages can increase up to 50% and is in general advantageous for low to moderate damage.