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Conformal Prediction is a widely studied technique to construct prediction sets of future observations. Most conformal prediction methods focus on achieving the necessary coverage guarantees, but do not provide formal guarantees on the size…
We introduce a numerical method for solving Grad's moment equations or regularized moment equations for arbitrary order of moments. In our algorithm, we do not need explicitly the moment equations. As an instead, we directly start from the…
We propose a hybrid moment method for the multi-scale kinetic equations in the framework of the regularized moment method [7]. In this method, the fourth order moment system is chosen as the governing equations in the fluid region. When…
Phase-averaged dilute bubbly flow models require high-order statistical moments of the bubble population. The method of classes, which directly evolve bins of bubbles in the probability space, are accurate but computationally expensive.…
A method for the fast and accurate solution of the radiative transfer equation in plane-parallel media with coherent isotropic scattering is presented. This largely analytical approach uses the formalism of meromorphic functions in order to…
The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…
In this paper, we propose a moment method to numerically solve the Vlasov equations using the framework of the NRxx method developed in [6, 8, 7] for the Boltzmann equation. Due to the same convection term of the Boltzmann equation and the…
In this paper, we propose a new easily implementable method for solving a class of semi-infinite programs, where an approximate linear semidefinite program is constructed for the concerned semi-infinite program based on the duality theory…
This paper presents a novel Fourier spectral method that utilizes optimization techniques to ensure the positivity and conservation of moments in the space of trigonometric polynomials. We rigorously analyze the accuracy of the new method…
Using standard intrusive techniques when solving hyperbolic conservation laws with uncertainties can lead to oscillatory solutions as well as nonhyperbolic moment systems. The Intrusive Polynomial Moment (IPM) method ensures hyperbolicity…
The Method of Moments [Pea94] is one of the most widely used methods in statistics for parameter estimation, by means of solving the system of equations that match the population and estimated moments. However, in practice and especially…
The detection of change points is a pivotal task in statistical analysis. In the quantum realm, it is a new primitive where one aims at identifying the point where a source that supposedly prepares a sequence of particles in identical…
This work presents neural network based minimal entropy closures for the moment system of the Boltzmann equation, that preserve the inherent structure of the system of partial differential equations, such as entropy dissipation and…
We provide a geometric perspective on the kinetic interaction of matter and radiation, based on a pair bracket approach. We discuss the interaction of kinetic theories via dissipative brackets, with our fundamental example being the…
Adaptive finite elements are the method of choice for accurate simulations of optical components. However as shown recently by Bienstman et al. many finite element mode solvers fail to compute the propagation constant's imaginary part of a…
Many stochastic continuous-state dynamical systems can be modeled as probabilistic programs with nonlinear non-polynomial updates in non-nested loops. We present two methods, one approximate and one exact, to automatically compute, without…
When additional information sources are available in decision making problems that allow stochastic optimization formulations, an important question is how to optimally use the information the sources are capable of providing. A framework…
Theory and methods to obtain parametric reduced-order models by moment matching are presented. The definition of the parametric moment is introduced, and methods (model-based and data-driven) for the approximation of the parametric moment…
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…
This paper presents a numerical approximation technique for the Boltzmann equation based on a moment system approximation in velocity dependence and a discontinuous Galerkin finite-element approximation in position dependence. The closure…