Related papers: Statistical Finite Elements via Langevin Dynamics
Formulated is a new systematic method for obtaining higher order corrections in numerical simulation of stochastic differential equations (SDEs), i.e., Langevin equations. Random walk step algorithms within a given order of finite $\Delta…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
In this paper, we study the least-squares finite element methods (LSFEM) for the linear hyperbolic transport equations. The linear transport equation naturally allows discontinuous solutions and discontinuous inflow conditions, while the…
A wide body of work has applied the concept of critical slowing down to estimate the stability of different Earth system components. Most of them -- such as global vegetation -- are inherently non-stationary, for example due to strong…
Deep generative models are powerful priors for imaging inverse problems, but training-free solvers for latent flow models face a practical finite-step trade-off. Optimization-heavy methods quickly improve measurement consistency, but in…
In this paper, we propose an implicit staggered algorithm for crystal plasticity finite element method (CPFEM) which makes use of dynamic relaxation at the constitutive integration level. An uncoupled version of the constitutive system…
In computational engineering, ensuring the integrity and safety of structures in fields such as aerospace and civil engineering relies on accurate stress prediction. However, analytical methods are limited to simple test cases, and…
In this paper we consider a fully discrete numerical method for the unsteady Navier-Stokes equations on a smooth closed stationary surface in $\mathbb{R}^3$. We use the surface finite element method (SFEM) with a generalized Taylor-Hood…
This paper presents a new data-driven finite element framework that is applicable to a broad range of engineering simulation problems. In the data-driven approach, the conservation laws and boundary conditions are satisfied by means of the…
Recent work on backpropagation-free learning has shown that it is possible to use forward-mode automatic differentiation (AD) to perform optimization on differentiable models. Forward-mode AD requires sampling a tangent vector for each…
The Metropolis-adjusted Langevin algorithm (MALA) is a Metropolis-Hastings method for approximate sampling from continuous distributions. We derive upper bounds for the contraction rate in Kantorovich-Rubinstein-Wasserstein distance of the…
In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…
Achieving accurate numerical results of hydrodynamic loads based on the potential-flow theory is very challenging for structures with sharp edges, due to the singular behavior of the local-flow velocities. In this paper, we introduce the…
Identifying parameters in partial differential equations (PDEs) represents a very broad class of applied inverse problems. In recent years, several unsupervised learning approaches using (deep) neural networks have been developed to solve…
Sampling is a fundamental and arguably very important task with numerous applications in Machine Learning. One approach to sample from a high dimensional distribution $e^{-f}$ for some function $f$ is the Langevin Algorithm (LA). Recently,…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
Active feature acquisition (AFA) is a sequential decision-making problem where the goal is to improve model performance for test instances by adaptively selecting which features to acquire. In practice, AFA methods often learn from…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We study the Langevin dynamics of a physical system with manifold structure $\mathcal{M}\subset\mathbb{R}^p$ based on collected sample points $\{\mathsf{x}_i\}_{i=1}^n \subset \mathcal{M}$ that probe the unknown manifold $\mathcal{M}$.…
Euler's Elastica based unsupervised segmentation models have strong capability of completing the missing boundaries for existing objects in a clean image, but they are not working well for noisy images. This paper aims to establish a…