Related papers: Frozen Gaussian approximation for general linear s…
We study the time-sliced thawed Gaussian propagation method, which was recently proposed for solving the time-dependent Schr\"odinger equation. We introduce a triplet of quadrature-based analysis, synthesis and re-initialization operators…
This paper introduces a new method for performing computational inference on log-Gaussian Cox processes. The likelihood is approximated directly by making novel use of a continuously specified Gaussian random field. We show that for…
In this paper, we develop a Monte Carlo algorithm named the Frozen Gaussian Sampling (FGS) to solve the semiclassical Schr\"odinger equation based on the frozen Gaussian approximation. Due to the highly oscillatory structure of the wave…
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
We propose an algorithm that combines the inchworm method and the frozen Gaussian approximation to simulate the Caldeira-Leggett model in which a quantum particle is coupled with thermal harmonic baths. In particular, we are interested in…
A new scaling law model for propagation of optical beams through atmospheric turbulence is presented and compared to a common scalar stochastic waveoptics technique. This methodology tracks the evolution of the important beam wavefront and…
We propose an efficient reconstruction algorithm named the frozen Gaussian grid-point correction (FGGC) for computing the Schr\"odinger equation in the semi-classical regime using the frozen Gaussian approximation (FGA). The FGA has…
Currently, Eulerian flow solvers are very efficient in accurately resolving flow structures near solid boundaries. On the other hand, they tend to be diffusive and to dampen high-intensity vortical structures after a short distance away…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
In this work we construct Gaussian beam approximations to solutions of the high frequency Helmholtz equation with a localized source. Under the assumption of non-trapping rays we show error estimates between the exact outgoing solution and…
By a semi-Lagrangian change of coordinates, the hydrostatic Euler equations describing free-surface sheared flows is rewritten as a system of quasilinear equations, where stability conditions can be determined by the analysis of its…
An explicit high order semi-Lagrangian method is developed for solving Lagrangian transport equations in Eulerian-Lagrangian formulations. To ensure a semi-Lagrangian approximation that is consistent with an explicit Eulerian, discontinuous…
In this paper, we develop hybridized discontinuous Galerkin (HDG) methods for poroelastic wave equations. We first rewrite the governing equations to a first-order symmetric hyperbolic system in order to use dual mixed formulations for…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…
We consider the isothermal Euler system with damping. We rigorously show the convergence of Barenblatt solutions towards a limit Gaussian profile in the isothermal limit $\gamma$ $\rightarrow$ 1, and we explicitly compute the propagation…
Approximate inference techniques are the cornerstone of probabilistic methods based on Gaussian process priors. Despite this, most work approximately optimizes standard divergence measures such as the Kullback-Leibler (KL) divergence, which…
Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…