Related papers: An efficient distribution method for nonlinear two…
In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…
Flow in fractured porous media represents a challenge for discretization methods due to the disparate scales and complex geometry. Herein we propose a new discretization, based on the mixed finite element method and mortar methods. Our…
We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We consider a nonlinear drift-diffusion system for multiple charged species in a porous medium in 2D and 3D with periodic microstructure. The system consists of a transport equation for the concentration of the species and Poisson's…
The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…
In a porous rock, the spatial distribution of the pore space induces a strong heterogeneity in fluid flow rates and in the stress distribution in the rock mass. If the rock microstructure evolves through time, for example by dissolution,…
Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…
Geologic CO$_2$ storage is an important strategy for reducing greenhouse gas emissions to the atmosphere and mitigating climate change. In this process, coupling between mechanical deformation and fluid flow in fault zones is a key…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
Quantifying aleatoric uncertainty in medical image segmentation is critical since it is a reflection of the natural variability observed among expert annotators. A conventional approach is to model the segmentation distribution using the…
We develop a numerical scheme for a two-phase immiscible flow in heterogeneous porous media using a structured grid finite element method, which have been successfully used for the computation of various physical applications involving…
The flow of incompressible fluids through porous media plays a crucial role in many technological applications such as enhanced oil recovery and geological carbon-dioxide sequestration. The flow within numerous natural and synthetic porous…
Moist stratified turbulence is studied in a two-dimensional Boussinesq system influenced by condensation and evaporation. The problem is set in a periodic domain and employs simple evaporation and condensation schemes, wherein both the…
We show by means of experiments, theory and simulations, that the slow dynamics of coarsening systems displays dynamic heterogeneity similar to that observed in glass-forming systems. We measure dynamic heterogeneity via novel multi-point…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…
This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…
We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…
We investigate a two-dimensional network simulator that model the dynamics of two-phase immiscible bulk flow where film flow can be neglected. We present a method for simulating the detailed dynamical process where the two phases are…