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Related papers: Space-time multilevel quadrature methods and their…

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This manuscript presents a framework for using multilevel quadrature formulae to compute the solution of optimal control problems constrained by random partial differential equations. Our approach consists in solving a sequence of optimal…

Numerical Analysis · Mathematics 2025-05-19 Fabio Nobile , Tommaso Vanzan

While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

The Extracellular-Membrane-Intracellular (EMI) model is a novel mathematical framework for cardiac electrophysiology simulations. The EMI model provides a more detailed description of the heart's electrical activity compared to traditional…

Numerical Analysis · Mathematics 2025-04-29 Carlos Ballesteros , Alexei Cheviakov , Raymond J. Spiteri

We propose a mathematical and numerical model for the simulation of the heart function that couples cardiac electrophysiology, active and passive mechanics and hemodynamics, and includes reduced models for cardiac valves and the circulatory…

Numerical Analysis · Mathematics 2022-08-12 Michele Bucelli , Alberto Zingaro , Pasquale Claudio Africa , Ivan Fumagalli , Luca Dede' , Alfio Quarteroni

The electrocardiogram (ECG) is a well-known technique used to diagnose cardiac diseases. To acquire the spatial signal characteristics from the thorax, multiple electrodes are commonly used. Displacements of electrodes affect the signal…

Medical Physics · Physics 2021-12-15 Andra Oltmann , Roman Kusche , Philipp Rostalski

We quantify uncertainties in the location and magnitude of extreme pressure spots revealed from large scale multi-phase flow simulations of cloud cavitation collapse. We examine clouds containing 500 cavities and quantify uncertainties…

Computational Engineering, Finance, and Science · Computer Science 2017-11-09 Jonas Šukys , Ursula Rasthofer , Fabian Wermelinger , Panagiotis Hadjidoukas , Petros Koumoutsakos

We present a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designed to operate optimally within memory and CPU-time…

Numerical Analysis · Mathematics 2025-06-10 Niklas Baumgarten , Robert Kutri , Robert Scheichl

Parameterizing mathematical models of biological systems often requires fitting to stable periodic data. In cardiac electrophysiology this typically requires converging to a stable action potential through long simulations. We explore this…

Quantitative Methods · Quantitative Biology 2025-01-16 Matt J Owen , Gary R Mirams

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

Heart failure is one of the most common causes of death in the western world. Many heart problems are linked to disturbances in cardiac electrical activity, such as wave re-entry caused by ischaemia. In terms of mathematical modelling, the…

Numerical Analysis · Mathematics 2018-09-24 Megan E. Farquhar , Timothy J. Moroney , Qianqian Yang , Ian W. Turner , Kevin Burrage

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

This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…

Numerical Analysis · Mathematics 2021-09-30 Philipp A. Guth , Andreas Van Barel

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

Meshfree methods for in silico modelling and simulation of cardiac electrophysiology are gaining more and more popularity. These methods do not require a mesh and are more suitable than the Finite Element Method (FEM) to simulate the…

Numerical Analysis · Mathematics 2021-11-17 Konstantinos A. Mountris , Leiting Dong , Yue Guan , Satya N. Atluri , Esther Pueyo

The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

In this paper, we consider the monodomain model of cardiac electrophysiology. After an analysis of the well-posedness of the forward problem, we show that perfectly insulating regions (modeling ischemic regions in the cardiac tissue) can be…

Analysis of PDEs · Mathematics 2024-07-15 Andrea Aspri , Elena Beretta , Elisa Francini , Dario Pierotti , Sergio Vessella

We provide a rather simple proof of a homogenization result for the bidomain model of cardiac electrophysiology. Departing from a microscopic cellular model, we apply the theory of two-scale convergence to derive the bidomain model. To…

Analysis of PDEs · Mathematics 2018-11-20 Erik Grandelius , Kenneth H. Karlsen

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Robert Scheichl

We study properties of the human electrocardiogram under the working hypothesis that fluctuations beyond the regular structure of single cardiac cycles are unpredictable. On this background we discuss the possibility to use the phase space…

chao-dyn · Physics 2009-10-31 Marcus Richter , Thomas Schreiber

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi