Related papers: A bi-fidelity method for the multiscale Boltzmann …
Estimating probability of failure in aerospace systems is a critical requirement for flight certification and qualification. Failure probability estimation involves resolving tails of probability distribution, and Monte Carlo sampling…
It is well-known that the Fourier-Galerkin spectral method has been a popular approach for the numerical approximation of the deterministic Boltzmann equation with spectral accuracy rigorously proved. In this paper, we will show that such a…
For multiscale gas flows, kinetic-continuum hybrid method is usually used to balance the computational accuracy and efficiency. However, the kinetic-continuum coupling is not straightforward since the coupled methods are based on different…
Numerous applications in biology, statistics, science, and engineering require generating samples from high-dimensional probability distributions. In recent years, the Hamiltonian Monte Carlo (HMC) method has emerged as a state-of-the-art…
Bandit methods for black-box optimisation, such as Bayesian optimisation, are used in a variety of applications including hyper-parameter tuning and experiment design. Recently, \emph{multi-fidelity} methods have garnered considerable…
Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging…
In this article, we consider a stochastic numerical simulator to assess the impact of some factors on a phenomenon. The simulator is seen as a black box with inputs and outputs. The quality of a simulation, hereafter referred to as…
Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…
This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…
In [C. Mouhot and L. Pareschi, "Fast algorithms for computing the Boltzmann collision operator," Math. Comp., to appear; C. Mouhot and L. Pareschi, C. R. Math. Acad. Sci. Paris, 339 (2004), pp. 71-76], fast deterministic algorithms based on…
One of the main challenges in surrogate modeling is the limited availability of data due to resource constraints associated with computationally expensive simulations. Multi-fidelity methods provide a solution by chaining models in a…
The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…
In this work, we focus on the Bipartite Stochastic Block Model (BiSBM), a popular model for bipartite graphs with a community structure. We consider the high dimensional setting where the number $n_1$ of type I nodes is far smaller than the…
A vital stage in the mathematical modelling of real-world systems is to calibrate a model's parameters to observed data. Likelihood-free parameter inference methods, such as Approximate Bayesian Computation, build Monte Carlo samples of the…
Based on the Hermite expansion of the distribution function, we introduce a Galerkin spectral method for the spatially homogeneous Boltzmann equation with the realistic inverse-power-law models. A practical algorithm is proposed to evaluate…
In complex real-world settings, optimization is challenged by the presence of diverse models of differing fidelity. In many optimization problems, a single model is treated as the most accurate representation of the underlying system, while…
In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs and varying fidelities. Typically, a…
In a multi-fidelity setting, data are available from two sources, high- and low-fidelity. Low-fidelity data has larger size and can be leveraged to make more efficient inference about quantities of interest, e.g. the mean, for high-fidelity…
Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire. This work develops multifidelity methods for multiple-input multiple-output linear…
We develop error estimates for the semi-discrete conservative spectral method for the approximation of the elastic and inelastic space homogeneous Boltzmann equation introduced by the authors in \cite{GT09}. In addition we study the long…