English
Related papers

Related papers: Data-driven low-fidelity models for multi-fidelity…

200 papers

This paper develops a data-driven safe control framework for nonlinear discrete-time systems with parametric uncertainty and additive disturbances. The proposed approach constructs a data-consistent closed-loop representation that enables…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Amir Modares , Bahare Kiumarsi , Hamidreza Modares

Microinstabilities drive turbulent fluctuations in inhomogeneous, magnetized plasmas. In the context of magnetic confinement fusion devices, this leads to an enhanced transport of particles, momentum, and energy, thereby degrading…

Plasma Physics · Physics 2024-03-20 Georgia Acton , Michael Barnes , Sarah Newton , Hanne Thienpondt

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

Traditionally the effects of MHD instabilities and micro-instabilities on plasma confinement are investigated separately. However, these two instabilities often occur simultaneously, with the overlap of the dynamics on a broad range of…

Plasma Physics · Physics 2009-07-06 Johan Anderson , Eun-jin Kim

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…

Numerical Analysis · Mathematics 2023-01-04 Junpeng Hu , Shi Jin , Jinglai Li , Lei Zhang

We present fully kinetic simulations of driven 2D turbulence in a relativistic plasma, designed for the first time to induce a fast magnetosonic cascade. As the driving strength increases, turbulence transitions from a weak wave-dominated…

Plasma Physics · Physics 2026-04-07 Petr Ugarov , Vladimir Zhdankin , Giuseppe Arrò

An accurate equation of state of the one component plasma is obtained in the low coupling regime $0 \leq \Gamma \leq 1$. The accuracy results from a smooth combination of the well-known hypernetted chain integral equation, Monte Carlo…

Statistical Mechanics · Physics 2010-02-17 Jean-Michel Caillol , Dominique Gilles

This work presents the application of a recently developed parametric, non-intrusive, and multi-fidelity reduced-order modeling method on high-dimensional displacement and stress fields arising from the structural analysis of geometries…

Machine Learning · Computer Science 2022-06-15 Christian Perron , Darshan Sarojini , Dushhyanth Rajaram , Jason Corman , Dimitri Mavris

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

We implement a standard Monte Carlo algorithm to study the slow, equilibrium dynamics of a silica melt in a wide temperature regime, from 6100 K down to 2750 K. We find that the average dynamical behaviour of the system is in quantitative…

Disordered Systems and Neural Networks · Physics 2009-11-13 Ludovic Berthier

For basic machine learning problems, expected error is used to evaluate model performance. Since the distribution of data is usually unknown, we can make simple hypothesis that the data are sampled independently and identically distributed…

Machine Learning · Computer Science 2022-12-01 Xuli Shen , Qing Xu , Xiangyang Xue

This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…

Fluid Dynamics · Physics 2020-12-02 Javier Jimenez

Using the conventional approach of superposing plane waves, it is not possible to create a strictly isotropic turbulent magnetic field structure that obeys all physical constraints, which are (i) equal mean of all magnetic field components;…

Computational Physics · Physics 2013-06-17 R. C. Tautz

The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…

Numerical Analysis · Mathematics 2025-06-02 Chinmay Patwardhan , Pia Stammer , Emil Løvbak , Jonas Kusch , Sebastian Krumscheid

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…

Methodology · Statistics 2025-12-19 Siu-Kui Au , Zi-Jun Cao

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

A method for tuning parameters in Monte Carlo generators is described and applied to a specific case. The method works in the following way: each observable is generated several times using different values of the parameters to be tuned.…

High Energy Physics - Phenomenology · Physics 2011-02-09 Alessandro Bacchetta , Hannes Jung , Albert Knutsson , Krzysztof Kutak , Federico von Samson-Himmelstjerna