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Serafim Kalliadasis

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Published work

23 published item(s)

preprint2026arXiv

MPINeuralODE: Multiple-Initial-Condition Physics-Informed Neural ODEs for Globally Consistent Dynamical System Learning

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.

preprint2021arXiv

A Finite-Volume Method for Fluctuating Dynamical Density Functional Theory

We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed scheme deals with general free-energy functionals, including, for instance, external fields or interaction potentials. This allows us to simulate a range of physical phenomena where thermal fluctuations play a crucial role, such as nucleation and other energy-barrier crossing transitions. A positivity-preserving algorithm for the density is derived based on a hybrid space discretization of the deterministic and the stochastic terms and different implicit and explicit time integrators. We show through numerous applications that not only our scheme is able to accurately reproduce the statistical properties (structure factor and correlations) of the physical system, but, because of the multiplicative noise, it allows us to simulate energy barrier crossing dynamics, which cannot be captured by mean-field approaches.

preprint2021arXiv

Physics-constrained Bayesian inference of state functions in classical density-functional theory

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.

preprint2016arXiv

Dynamical density functional theory for orientable colloids including inertia and hydrodynamic interactions

Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been generalised to take into account both inertia and hydrodynamic interactions, two effects which strongly influence non-equilibrium properties. The present work further generalises this framework to systems of anisotropic particles. Starting from the Liouville equation and utilising Zwanzig's projection-operator techniques, we derive the kinetic equation for the Brownian particle distribution function, and by averaging over all but one particle, a DDFT equation is obtained. Whilst this equation has some similarities with DDFTs for spherically-symmetric colloids, it involves a translational-rotational coupling which affects the diffusivity of the (asymmetric) particles. We further show that, in the overdamped (high friction) limit, the DDFT is considerably simplified and is in agreement with a previous DDFT for colloids with arbitrary shape particles.

preprint2015arXiv

A new framework for extracting coarse-grained models from time series with multiscale structure

In many applications it is desirable to infer coarse-grained models from observational data. The observed process often corresponds only to a few selected degrees of freedom of a high-dimensional dynamical system with multiple time scales. In this work we consider the inference problem of identifying an appropriate coarse-grained model from a single time series of a multiscale system. It is known that estimators such as the maximum likelihood estimator or the quadratic variation of the path estimator can be strongly biased in this setting. Here we present a novel parametric inference methodology for problems with linear parameter dependency that does not suffer from this drawback. Furthermore, we demonstrate through a wide spectrum of examples that our methodology can be used to derive appropriate coarse-grained models from time series of partial observations of a multiscale system in an effective and systematic fashion.

preprint2014arXiv

A comparison of slip, disjoining pressure, and interface formation models for contact line motion through asymptotic analysis of thin two-dimensional droplet spreading

The motion of a contact line is examined, and comparisons drawn, for a variety of models proposed in the literature. Pressure and stress behaviours at the contact line are examined in the prototype system of quasistatic spreading of a thin two-dimensional droplet on a planar substrate. The models analysed include three disjoining pressure models based on van der Waals interactions, a model introduced for polar fluids, and a liquid-gas diffuse-interface model; Navier-slip and two non-linear slip models are investigated, with three microscopic contact angle boundary conditions imposed (two of these contact angle conditions having a contact line velocity dependence); and the interface formation model is also considered. In certain parameter regimes it is shown that all of the models predict the same quasistatic droplet spreading behaviour.

preprint2014arXiv

Fluid structure in the immediate vicinity of an equilibrium three-phase contact line and assessment of disjoining pressure models using density functional theory

We examine the nanoscale behavior of an equilibrium three-phase contact line in the presence of long-ranged intermolecular forces by employing a statistical mechanics of fluids approach, namely density functional theory (DFT) together with fundamental measure theory (FMT). This enables us to evaluate the predictive quality of effective Hamiltonian models in the vicinity of the contact line. In particular, we compare the results for mean field effective Hamiltonians with disjoining pressures defined through (I) the adsorption isotherm for a planar liquid film, and (II) the normal force balance at the contact line. We find that the height profile obtained using (I) shows good agreement with the adsorption film thickness of the DFT-FMT equilibrium density profile in terms of maximal curvature and the behavior at large film heights. In contrast, we observe that while the height profile obtained by using (II) satisfies basic sum rules, it shows little agreement with the adsorption film thickness of the DFT results. The results are verified for contact angles of 20, 40 and 60 degrees.

preprint2013arXiv

Derivation of effective macroscopic Stokes-Cahn-Hilliard equations for periodic immiscible flows in porous media

Using thermodynamic and variational principles we examine a basic phase field model for a mixture of two incompressible fluids in strongly perforated domains. With the help of the multiple scale method with drift and our recently introduced splitting strategy for Ginzburg-Landau/Cahn-Hilliard-type equations [Schmuck et al., Proc. R. Soc. A 468:3705-3724, 2012.], we rigorously derive an effective macroscopic phase field formulation under the assumption of periodic flow and a sufficiently large Péclet number. As for classical convection-diffusion problems, we obtain systematically diffusion-dispersion relations (including Taylor-Aris-dispersion). Our results also provide a convenient analytical and computational framework to macroscopically track interfaces in porous media. In view of the well-known versatility of phase field models, our study proposes a promising model for many engineering and scientific applications such as multiphase flows in porous media, microfluidics, and fuel cells.

preprint2013arXiv

Geometry-induced phase transition in fluids: capillary prewetting

We report a new first-order phase transition preceding capillary condensation and corresponding to the discontinuous formation of a curved liquid meniscus. Using a mean-field microscopic approach based on the density functional theory we compute the complete phase diagram of a prototypical two-dimensional system exhibiting capillary condensation, namely that of a fluid with long-ranged dispersion intermolecular forces which is spatially confined by a substrate forming a semi-infinite rectangular pore exerting long-ranged dispersion forces on the fluid. In the T-mu plane the phase line of the new transition is tangential to the capillary condensation line at the capillary wetting temperature, Tcw. The surface phase behavior of the system maps to planar wetting with the phase line of the new transition, termed capillary prewetting, mapping to the planar prewetting line. If capillary condensation is approached isothermally with T>Tcw, the meniscus forms at the capping wall and unbinds continuously, making capillary condensation a second-order phenomenon. We compute the corresponding critical exponent for the divergence of adsorption.

preprint2013arXiv

New and general framework for adsorption processes on dynamic interfaces

We introduce a new and general continuum thermodynamic framework for the mathematical analysis and computation of adsorption on dynamic interfaces. To the best of our knowledge, there is no formulation available that accounts for the coupled dynamics of interfaces and densities of adsorbants. Our framework leads to analytic adsorption isotherms which also take the interfacial geometry fully into account. We demonstrate the utility and physical consistency of our framework with a new computational multi-level discretization strategy. In the computations, we recover the experimentally observed feature that the adsorption of particles minimizes the interfacial tension.

preprint2013arXiv

On the moving contact line singularity: Asymptotics of a diffuse-interface model

The behaviour of a solid-liquid-gas system near the three-phase contact line is considered using a diffuse-interface model with no-slip at the solid and where the fluid phase is specified by a continuous density field. Relaxation of the classical approach of a sharp liquid-gas interface and careful examination of the asymptotic behaviour as the contact line is approached is shown to resolve the stress and pressure singularities associated with the moving contact line problem. Various features of the model are scrutinised, alongside extensions to incorporate slip, finite-time relaxation of the chemical potential, or a precursor film at the wall.

preprint2013arXiv

Rate of Convergence of Phase Field Equations in Strongly Heterogeneous Media towards their Homogenized Limit

We study phase field equations based on the diffuse-interface approximation of general homogeneous free energy densities showing different local minima of possible equilibrium configurations in perforated/porous domains. The study of such free energies in homogeneous environments found a broad interest over the last decades and hence is now widely accepted and applied in both science and engineering. Here, we focus on strongly heterogeneous materials with perforations such as porous media. To the best of our knowledge, we present a general formal derivation of upscaled phase field equations for arbitrary free energy densities and give a rigorous justification by error estimates for a broad class of polynomial free energies. The error between the effective macroscopic solution of the new upscaled formulation and the solution of the microscopic phase field problem is of order $ε^1/2$ for a material given characteristic heterogeneity $ε$. Our new, effective, and reliable macroscopic porous media formulation of general phase field equations opens new modelling directions and computational perspectives for interfacial transport in strongly heterogeneous environments.

preprint2013arXiv

Rigorous coherent-structure theory for falling liquid films: Viscous dispersion effects on bound-state formation and self-organization

We examine the interaction of two-dimensional solitary pulses on falling liquid films. We make use of the second-order model derived by Ruyer-Quil and Manneville [Eur. Phys. J. B 6, 277 (1998); Eur. Phys. J. B 15, 357 (2000); Phys. Fluids 14, 170 (2002)] by combining the long-wave approximation with a weighted residuals technique. The model includes (second-order) viscous dispersion effects which originate from the streamwise momentum equation and tangential stress balance. These effects play a dispersive role that primarily influences the shape of the capillary ripples in front of the solitary pulses. We show that different physical parameters, such as surface tension and viscosity, play a crucial role in the interaction between solitary pulses giving rise eventually to the formation of bound states consisting of two or more pulses separated by well-defined distances and travelling at the same velocity. By developing a rigorous coherent-structure theory, we are able to theoretically predict the pulse-separation distances for which bound states are formed. Viscous dispersion affects the distances at which bound states are observed. We show that the theory is in very good agreement with computations of the second-order model. We also demonstrate that the presence of bound states allows the film free surface to reach a self-organized state that can be statistically described in terms of a gas of solitary waves separated by a typical mean distance and characterized by a typical density.

preprint2013arXiv

Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusions

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective equation describing the dynamics on the longer diffusive time scale, i.e. in a homogenization framework. We examine the case where both the drift and the diffusion coefficients in the effective dynamics are space-dependent and depend on multiple unknown parameters. It is known that classical estimators, such as Maximum Likelihood and Quadratic Variation of the Path Estimators, fail to obtain reasonable estimates for parameters in the effective dynamics when based on observations of the underlying multiscale diffusion. We propose a novel algorithm for estimating both the drift and diffusion coefficients in the effective dynamics based on a semi-parametric framework. We demonstrate by means of extensive numerical simulations of a number of selected examples that the algorithm performs well when applied to data from a multiscale diffusion. These examples also illustrate that the algorithm can be used effectively to obtain accurate and unbiased estimates.

preprint2013arXiv

The contact line behaviour of solid-liquid-gas diffuse-interface models

A solid-liquid-gas moving contact line is considered through a diffuse-interface model with the classical boundary condition of no-slip at the solid surface. Examination of the asymptotic behaviour as the contact line is approached shows that the relaxation of the classical model of a sharp liquid-gas interface, whilst retaining the no-slip condition, resolves the stress and pressure singularities associated with the moving contact line problem while the fluid velocity is well defined (not multi-valued). The moving contact line behaviour is analysed for a general problem relevant for any density dependent dynamic viscosity and volume viscosity, and for general microscopic contact angle and double well free-energy forms. Away from the contact line, analysis of the diffuse-interface model shows that the Navier--Stokes equations and classical interfacial boundary conditions are obtained at leading order in the sharp-interface limit, justifying the creeping flow problem imposed in an intermediate region in the seminal work of Seppecher [Int. J. Eng. Sci. 34, 977--992 (1996)]. Corrections to Seppecher's work are given, as an incorrect solution form was originally used.

preprint2013arXiv

Wetting on a spherical wall: influence of liquid-gas interfacial properties

We study the equilibrium of a liquid film on an attractive spherical substrate for an intermolecular interaction model exhibiting both fluid-fluid and fluid-wall long-range forces. We first reexamine the wetting properties of the model in the zero-curvature limit, i.e., for a planar wall, using an effective interfacial Hamiltonian approach in the framework of the well known sharp-kink approximation (SKA). We obtain very good agreement with a mean-field density functional theory (DFT), fully justifying the use of SKA in this limit. We then turn our attention to substrates of finite curvature and appropriately modify the so-called soft-interface approximation (SIA) originally formulated by Napiórkowski and Dietrich [Phys. Rev. B 34, 6469 (1986)] for critical wetting on a planar wall. A detailed asymptotic analysis of SIA confirms the SKA functional form for the film growth. However, it turns out that the agreement between SKA and our DFT is only qualitative. We then show that the quantitative discrepancy between the two is due to the overestimation of the liquid-gas surface tension within SKA. On the other hand, by relaxing the assumption of a sharp interface, with, e.g., a simple smoothing of the density profile there, markedly improves the predictive capability of the theory, making it quantitative and showing that the liquid-gas surface tension plays a crucial role when describing wetting on a curved substrate. In addition, we show that in contrast to SKA, SIA predicts the expected mean-field critical exponent of the liquid-gas surface tension.

preprint2012arXiv

Generalized dynamical density functional theory for classical fluids and the significance of inertia and hydrodynamic interactions

We study the dynamics of a colloidal fluid including inertia and hydrodynamic interactions, two effects which strongly influence the non-equilibrium properties of the system. We derive a general dynamical density functional theory (DDFT) which shows very good agreement with full Langevin dynamics. In suitable limits, we recover existing DDFTs and a Navier-Stokes-like equation with additional non-local terms.

preprint2012arXiv

Slip or not slip? A methodical examination of the interface formation model using two-dimensional droplet spreading on a horizontal planar substrate as a prototype system

We consider the spreading of a thin two-dimensional droplet on a planar substrate as a prototype system to compare the contemporary model for contact line motion based on interface formation of Shikhmurzaev [Int. J. Multiphas. Flow 19, 589 (1993)], to the more commonly used continuum fluid dynamical equations augmented with the Navier-slip condition. Considering quasistatic droplet evolution and using the method of matched asymptotics, we find that the evolution of the droplet radius using the interface formation model reduces to an equivalent expression for a slip model, where the prescribed microscopic dynamic contact angle has a velocity dependent correction to its static value. This result is found for both the original interface formation model formulation and for a more recent version, where mass transfer from bulk to surface layers is accounted for through the boundary conditions. Various features of the model, such as the pressure behaviour and rolling motion at the contact line, and their relevance, are also considered in the prototype system we adopt.

preprint2012arXiv

The overdamped limit of dynamic density functional theory: Rigorous results

Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously derived for the one-particle distribution function. This new equation includes a novel definition of the diffusion tensor. A comparison with existing formulations of dynamic density functional theory is also made.

preprint2012arXiv

Upscaled phase-field models for interfacial dynamics in strongly heterogeneous domains

We derive a new effective macroscopic Cahn-Hilliard equation whose homogeneous free energy is represented by 4-th order polynomials, which form the frequently applied double-well potential. This upscaling is done for perforated/strongly het- erogeneous domains. To the best knowledge of the authors, this seems to be the first attempt of upscaling the Cahn-Hilliard equation in such domains. The new homog- enized equation should have a broad range of applicability due to the well-known versatility of phase-field models. The additionally introduced feature of systemati- cally and reliably accounting for confined geometries by homogenization allows for new modeling and numerical perspectives in both, science and engineering. Our results are applied to wetting dynamics in porous media and to a single channel with strongly heterogeneous walls.

preprint2011arXiv

Wavy regimes of film flow down a fibre

We consider axisymmetric traveling waves propagating on the gravity-driven flow of a liquid down a vertical fibre. Our starting point is the two-equation model for the flow derived in the study by Ruyer-Quil \emph{et al.} [\emph{J. Fluid Mech.} {\bf 603}, 431 (2008)]. The speed, amplitude and shape of the traveling waves are obtained for a wide range of parameters by using asymptotic analysis and elements from dynamical systems theory. Four different regimes are identified corresponding to the predominance of four different physical effects: Advection by the flow, azimuthal curvature, inertia and viscous dispersion. Construction of the traveling-wave branches of solutions reveals complex transitions from one regime to another. A phase diagram of the different regimes in the parameter space is oferred.

preprint2010arXiv

Equilibrium gas-liquid-solid contact angle from density-functional theory

We investigate the equilibrium of a fluid in contact with a solid boundary through a density-functional theory. Depending on the conditions, the fluid can be in one phase, gas or liquid, or two phases, while the wall induces an external field acting on the fluid particles. We first examine the case of a liquid film in contact with the wall. We construct bifurcation diagrams for the film thickness as a function of the chemical potential. At a specific value of the chemical potential, two equally stable films, a thin one and a thick one, can coexist. As saturation is approached, the thickness of the thick film tends to infinity. This allows the construction of a liquid-gas interface that forms a well defined contact angle with the wall.

preprint2009arXiv

Two-dimensional droplet spreading over random topographical substrates

We examine theoretically the effects of random topographical substrates on the motion of two-dimensional droplets via appropriate statistical approaches. Different random substrate families are represented as stationary random functions. The variance of the droplet shift at both early times and in the long-time limit is deduced and the droplet footprint is found to be a normal random variable at all times. It is shown that substrate roughness decreases droplet wetting, illustrating also the tendency of the droplet to slide without spreading as equilibrium is approached. Our theoretical predictions are verified by numerical experiments.