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We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

Numerical Analysis · Mathematics 2019-03-22 Prashant Kumar , Carmen Rodrigo , Francisco J. Gaspar , Cornelis W. Oosterlee

A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…

Dynamical Systems · Mathematics 2020-01-22 A. J. Roberts

Finding informative low-dimensional descriptions of high-dimensional simulation data (like the ones arising in molecular dynamics or kinetic Monte Carlo simulations of physical and chemical processes) is crucial to understanding physical…

Chemical Physics · Physics 2015-06-16 Carmeline J. Dsilva , Ronen Talmon , Neta Rabin , Ronald R. Coifman , Ioannis G. Kevrekidis

Numerical investigation of compressible flows faces two main challenges. In order to accurately describe the flow characteristics, high-resolution nonlinear numerical schemes are needed to capture discontinuities and resolve wide…

Computational Physics · Physics 2020-12-09 Nils Hoppe , Stefan Adami , Nikolaus A. Adams

Accurate numerical simulations of interaction between fluid and solid play an important role in applications. The task is challenging in practical scenarios as the media are usually highly heterogeneous with very large contrast. To overcome…

Numerical Analysis · Mathematics 2020-05-15 Xia Wang , Eric Chung , Shubin Fu , Zhaoqin Huang

In this paper, we propose a novel variable-separation (NVS) method for generic multivariate functions. The idea of NVS is extended to to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs).…

Numerical Analysis · Mathematics 2016-11-15 Qiuqi Li , Lijian Jiang

In this paper, we investigate and design multiscale simulations for stochastic multiscale PDEs. As for the space, we consider a coarse grid and a known multiscale method, the Generalized Multiscale Finite Element Method (GMsFEM). In order…

Numerical Analysis · Mathematics 2020-04-10 Zecheng Zhang , Eric Chung , Yalchin Efendiev , Wing Tat Leung

Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…

Quantitative Methods · Quantitative Biology 2017-10-31 Christopher Lester

Nonlocal self-similarity (NSS) is an important prior that has been successfully applied in multi-dimensional data processing tasks, e.g., image and video recovery. However, existing NSS-based methods are solely suitable for meshgrid data…

Computer Vision and Pattern Recognition · Computer Science 2024-01-02 Yisi Luo , Xile Zhao , Deyu Meng

We present an approach to solving problems in micromechanics that is amenable to massively parallel calculations through the use of graphical processing units and other accelerators. The problems lead to nonlinear differential equations…

Computational Engineering, Finance, and Science · Computer Science 2021-05-19 Hao Zhou , Kaushik Bhattacharya

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

We introduce a new heterogeneous multi-scale method for the simulation of flows of non-Newtonian fluids in general geometries and present its application to paradigmatic two-dimensional flows of polymeric fluids. Our method combines…

In this work, we have developed a multiscale computational algorithm to couple finite element method with an open source molecular dynamics code --- the Large scale Atomic/Molecular Massively Parallel Simulator (LAMMPS) --- to perform…

Soft Condensed Matter · Physics 2019-09-17 Takahiro Murashima , Shingo Urata , Shaofan Li

The Non-Markovian Stochastic Schrodinger Equation (NMSSE) offers a promising approach for open quantum simulations, especially in large systems, owing to its low scaling complexity and suitability for parallel computing. However, its…

Quantum Physics · Physics 2024-11-26 Kaihan Lin , Xing Gao

We present the IAMReX, an adaptive and parallel solver for particle-resolved simulations on the multi-level grid. The fluid equations are solved using a finite-volume scheme on the block-structured semi-staggered grids with both subcycling…

Fluid Dynamics · Physics 2024-08-27 Xuzhu Li , Chun Li , Xiaokai Li , Wenzhuo Li , Mingze Tang , Yadong Zeng , Zhengping Zhu

Validity of fluid models breaks down for non-thermal or weakly collisional plasmas which often occur e.g. in the solar wind. In these regimes one has to resort to modelling through the first-principle Vlasov-Maxwell system, but its…

Plasma Physics · Physics 2025-12-01 Rostislav-Paul Wilhelm , Fabio Bacchini

We consider static linear elastic composite materials (CMs) with periodic structure. The core of the proposed methodology is the generation of a novel dataset using specially designed body force fields with compact support (BFCS), enabling…

Computational Physics · Physics 2026-01-06 Valeriy A. Buryachenko

In this paper, we develop a novel unfitted multiscale framework that combines two separate scales represented by only one single computational mesh. Our framework relies on a mixed zooming technique where we zoom at regions of interest to…

Computational Engineering, Finance, and Science · Computer Science 2022-05-27 Ehsan Mikaeili , Susanne Claus , Pierre Kerfriden

We present a novel multilevel Monte Carlo approach for estimating quantities of interest for stochastic partial differential equations (SPDEs). Drawing inspiration from [Giles and Szpruch: Antithetic multilevel Monte Carlo estimation for…

Numerical Analysis · Mathematics 2025-04-15 Abdul-Lateef Haji-Ali , Andreas Stein

We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

Systems and Control · Computer Science 2019-06-26 Daniel Dylewsky , Molei Tao , J. Nathan Kutz