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We present a new entropy-based moment method for the velocity discretization of kinetic equations. This method is based on a regularization of the optimization problem defining the original entropy-based moment method, and this gives the…

Numerical Analysis · Mathematics 2018-04-17 Graham W. Alldredge , Martin Frank , Cory D. Hauck

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…

Numerical Analysis · Mathematics 2021-09-22 Tobias Leibner , Mario Ohlberger

We propose a hybrid moment method for the multi-scale kinetic equations in the framework of the regularized moment method [7]. In this method, the fourth order moment system is chosen as the governing equations in the fluid region. When…

Computational Physics · Physics 2020-04-14 Weiming Li , Peng Song , Yanli Wang

The main challenge of large-scale numerical simulation of radiation transport is the high memory and computation time requirements of discretization methods for kinetic equations. In this work, we derive and investigate a neural…

Numerical Analysis · Mathematics 2024-06-04 Steffen Schotthöfer , M. Paul Laiu , Martin Frank , Cory D. Hauck

The quantization problem aims to find the best possible approximation of probability measures on ${\mathbb{R}}^d$ using finite, discrete measures. The Wasserstein distance is a typical choice to measure the quality of the approximation.…

Probability · Mathematics 2023-09-11 Rajmadan Lakshmanan , Alois Pichler

Algorithmic regularization uses a transformation of the equations of motion such that the leapfrog algorithm produces exact trajectories for two-body motion as well as regular results in numerical integration of the motion of strongly…

Astrophysics · Physics 2009-11-11 Seppo Mikkola , David Merritt

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…

Optimization and Control · Mathematics 2024-07-16 Nick Tsipinakis , Panos Parpas

Linear stationary reaction-convection-diffusion equations with Dirichlet boundary conditions are approximated using a simple finite difference method corresponding to central differences and the addition of a high-order stabilization term…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…

Optimization and Control · Mathematics 2018-04-26 Dang Van Hieu

We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained…

Optimization and Control · Mathematics 2021-07-16 Michael B. Cohen , Aaron Sidford , Kevin Tian

We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…

Numerical Analysis · Mathematics 2018-01-08 Tony Lelièvre , Giovanni Samaey , Przemysław Zieliński

We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semialgebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and…

Optimization and Control · Mathematics 2024-01-09 Cédric Josz , Lexiao Lai , Xiaopeng Li

This work presents neural network based minimal entropy closures for the moment system of the Boltzmann equation, that preserve the inherent structure of the system of partial differential equations, such as entropy dissipation and…

Numerical Analysis · Mathematics 2022-01-26 Steffen Schotthöfer , Tianbai Xiao , Martin Frank , Cory D. Hauck

This paper presents a numerical approximation technique for the Boltzmann equation based on a moment system approximation in velocity dependence and a discontinuous Galerkin finite-element approximation in position dependence. The closure…

Computational Physics · Physics 2016-02-04 M. R. A. Abdelmalik , E. H. van Brummelen

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Numerical Analysis · Mathematics 2013-07-10 Giacomo Dimarco

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

The quantum relative entropy is a fundamental quantity in quantum information science, characterizing the distinguishability between two quantum states. However, this quantity is not additive in general for correlated quantum states,…

Quantum Physics · Physics 2025-06-05 Kun Fang , Hamza Fawzi , Omar Fawzi

We study linear closure relations for the moments' method applied to simple kinetic equations. The equations are linear collisional models (velocity jump processes) which are well suited to this type of approximation. In this simplified, 1…

Analysis of PDEs · Mathematics 2012-06-22 Yves Bourgault , Damien Broizat , Pierre-Emmanuel Jabin
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