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Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use…

Probability · Mathematics 2018-04-12 Soumyadip Ghosh , Henry Lam

A nonlinear Helmholtz (NLH) equation with high frequencies and corner singularities is discretized by the linear finite element method (FEM). After deriving some wave-number-explicit stability estimates and the singularity decomposition for…

Numerical Analysis · Mathematics 2024-05-28 Run Jiang , Haijun Wu , Yifeng Xu , Jun Zou

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

Particle breakage due to collisional interactions plays a vital role in the development of several phenomena in science and engineering. The nonlinear collisional breakage equations (NCBEs) are a significant set of equations in this…

Numerical Analysis · Mathematics 2026-04-14 Arushi Arushi , Naresh Kumar

We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM are proposed. The goodness-of-fit test is derived from the…

Statistics Theory · Mathematics 2023-06-09 Shogo Kusano , Masayuki Uchida

Structural components are typically exposed to dynamic loading, such as earthquakes, wind, and explosions. Structural engineers should be able to conduct real-time analysis in the aftermath or during extreme disaster events requiring…

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Computational Engineering, Finance, and Science · Computer Science 2023-05-11 Srinivasan Arunachalam , Seymour M. J. Spence

We construct a finite element method (FEM) for the infinity Laplacian. Solutions of this problem may be singular, which has prompted us to conduct an a posteriori analysis of the method deriving residual based estimators to drive an…

Numerical Analysis · Mathematics 2017-05-17 Omar Lakkis , Tristan Pryer

In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…

Methodology · Statistics 2015-03-19 V. Dubourg , F. Deheeger , B. Sudret

The recently proposed soft finite element method (SoftFEM) reduces the stiffness (condition numbers), consequently improving the overall approximation accuracy. The method subtracts a least-square term that penalizes the gradient jumps…

Numerical Analysis · Mathematics 2024-02-27 Jipei Chen , Victor M. Calo , Quanling Deng

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

Chaotic free surface flows are challenging problems to simulate numerically, mainly due to the significant changes in geometry and frequent topological changes. Methods that track the evolution of the fluid in a Lagrangian formulation are a…

Fluid Dynamics · Physics 2025-12-24 Thomas Leyssens , Jonathan Lambrechts , Jean-François Remacle

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the…

Methodology · Statistics 2018-01-17 Umberto Picchini

In this paper, we propose a local-global multiscale method for highly heterogeneous stochastic groundwater flow problems under the framework of reduced basis method and the generalized multiscale finite element method (GMsFEM). Due to…

Numerical Analysis · Mathematics 2022-03-02 Yiran Wang , Eric Chung , Shubin Fu

In this work, we employ the Constraint Energy Minimizing Generalized Multiscale Finite Element Method (CEM-GMsFEM) to solve the problem of linear heterogeneous poroelasticity with coefficients of high contrast. The proposed method makes use…

Numerical Analysis · Mathematics 2019-09-04 Shubin Fu , Robert Altmann , Eric T. Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

The aim of this study was to check how efficient can be smoothed finite element method (FEM) for solution of the linear fracture mechanics problems. Accuracy of stress intensity factor (SIF) computation were investigated using three types…

Computational Engineering, Finance, and Science · Computer Science 2019-03-28 I. V. Rokach

Network reliability analysis remains a challenge due to the increasing size and complexity of networks. This paper presents a novel sampling method and an active learning method for efficient and accurate network reliability estimation…

Machine Learning · Computer Science 2024-07-17 Chen Ding , Pengfei Wei , Yan Shi , Jinxing Liu , Matteo Broggi , Michael Beer

In this paper we use a splitting technique to develop new multiscale basis functions for the multiscale finite element method (MsFEM). The multiscale basis functions are iteratively generated using a Green's kernel. The Green's kernel is…

Numerical Analysis · Mathematics 2012-08-17 Lijian Jiang , Michael Presho

Crystal plasticity finite element method (CPFEM) has been an integrated computational materials engineering (ICME) workhorse to study materials behaviors and structure-property relationships for the last few decades. These relations are…

Numerical Analysis · Mathematics 2023-12-04 Anh Tran , Pieterjan Robbe , Theron Rodgers , Hojun Lim
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