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This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…

Numerical Analysis · Mathematics 2019-02-18 Sandra Döpking , Sebastian Matera

Gaussian and discrete non-Gaussian spatial datasets are common across fields like public health, ecology, geosciences, and social sciences. Bayesian spatial generalized linear mixed models (SGLMMs) are a flexible class of models for…

Methodology · Statistics 2025-01-27 Jin Hyung Lee , Ben Seiyon Lee

Learning time-dependent partial differential equations (PDEs) that govern evolutionary observations is one of the core challenges for data-driven inference in many fields. In this work, we propose to capture the essential dynamics of…

Numerical Analysis · Mathematics 2021-09-07 Ricardo A. Delgadillo , Jingwei Hu , Haizhao Yang

We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the…

Numerical Analysis · Mathematics 2023-02-23 Alsadig Ali , Abdullah Al-Mamun , Felipe Pereira , Arunasalam Rahunanthan

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

A multirate nonlinear model predictive control (NMPC) strategy is proposed for systems with dynamics and control inputs evolving on different timescales. The proposed multirate formulation of the system model and receding horizon optimal…

Optimization and Control · Mathematics 2022-07-05 Yana Lishkova , Mark Cannon , Sina Ober-Blöbaum

Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…

Having in mind the modelling of marble degradation under chemical pollutants, e.g.~the sulfation process, we consider governing nonlinear diffusion equations and their numerical approximation.The space domain of a computation is the…

Numerical Analysis · Mathematics 2020-10-29 Armando Coco , Matteo Semplice , Stefano Serra-Capizzano

In this work, we propose a generalized multiscale inversion algorithm for heterogeneous problems that aims at solving an inverse problem on a computational coarse grid. Previous inversion techniques for multiscale problems seek a…

Numerical Analysis · Mathematics 2017-07-27 Eric T. Chung , Yalchin Efendiev , Bangti Jin , Wing Tat Leung , Maria Vasilyeva

Recently, we introduced Relative Resolution as a hybrid formalism for fluid mixtures [1]. The essence of this approach is that it switches molecular resolution in terms or relative separation: While nearest neighbors are characterized by a…

Statistical Mechanics · Physics 2019-10-09 Aviel Chaimovich , Kurt Kremer , Christine Peter

Multiscale problems can usually be approximated through numerical homogenization by an equation with some effective parameters that can capture the macroscopic behavior of the original system on the coarse grid to speed up the simulation.…

Numerical Analysis · Mathematics 2024-06-21 Fan Wang , Yating Wang , Wing Tat Leung , Zongben Xu

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…

Numerical Analysis · Mathematics 2021-09-29 Xiao Xu , Christian Glusa , Marta D'Elia , John T. Foster

Hybrid methods for simulating rarefied gas flows reduce computational cost by coupling a particle-based model, typically the direct simulation Monte Carlo (DSMC) method, to a continuum-based solver, i.e. a computational fluid dynamics (CFD)…

Fluid Dynamics · Physics 2026-04-28 Arshad Kamal , Arun K. Chinnappan , James R. Kermode , Duncan A. Lockerby

Recently, hybrid models have emerged that combine microscopic and mesoscopic regimes in a single stochastic reaction-diffusion simulation. Microscopic simulations track every individual molecule and are generally more accurate. Mesoscopic…

Emerging Technologies · Computer Science 2015-11-20 Adam Noel , Karen C. Cheung , Robert Schober

Due to the highly non-convex nature of large-scale robust parameter estimation, avoiding poor local minima is challenging in real-world applications where input data is contaminated by a large or unknown fraction of outliers. In this paper,…

Computer Vision and Pattern Recognition · Computer Science 2020-03-23 Huu Le , Christopher Zach

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…

Numerical Analysis · Mathematics 2014-05-23 Aretha L. Teckentrup , Peter Jantsch , Clayton G. Webster , Max Gunzburger

This paper considers multiple regression procedures for analyzing the relationship between a response variable and a vector of covariates in a nonparametric setting where both tuning parameters and the number of covariates need to be…

Statistics Theory · Mathematics 2007-06-13 Chad M. Schafer , Kjell A. Doksum

This work extends our previous study from S. Shrestha et al. (2024) by introducing a new abstract framework for Variational Multiscale (VMS) methods at the discrete level. We introduce the concept of what we define as the optimal projector…

Numerical Analysis · Mathematics 2025-03-04 Suyash Shrestha , Marc Gerritsma , Gonzalo Rubio , Steven Hulshoff , Esteban Ferrer

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist