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Related papers: Statistical Finite Elements via Langevin Dynamics

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In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a suitable Stratonovich perturbation that preserves the…

Numerical Analysis · Mathematics 2019-04-23 Assyr Abdulle , Grigorios A. Pavliotis , Gilles Vilmart

A data driven finite element method (DDFEM) that accounts for more than two material state variables has been presented in this work. DDFEM framework is motivated from (1,2) and can account for multiple state variables, viz. stresses,…

Computational Physics · Physics 2020-03-31 M. Amir Siddiq

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

The efficient representation of random fields on geometrically complex domains is crucial for Bayesian modelling in engineering and machine learning. Today's prevalent random field representations are either intended for unbounded domains…

Numerical Analysis · Mathematics 2023-09-06 Kim Jie Koh , Fehmi Cirak

This paper is concerned with mixed finite element method (FEM) for solving the two-dimensional, nonlinear fourth-order active fluid equations. By introducing an auxiliary variable $w=-\Delta u$, the original fourth problem is transformed…

Numerical Analysis · Mathematics 2025-07-30 Nan Zheng , Xu Guo , Wenlong Pei , Wenju Zhao

In applications of Gaussian processes where quantification of uncertainty is of primary interest, it is necessary to accurately characterize the posterior distribution over covariance parameters. This paper proposes an adaptation of the…

Methodology · Statistics 2015-09-04 Maurizio Filippone , Raphael Engler

The extended finite element method (XFEM) was introduced in 1999 to treat problems involving discontinuities with no or minimal remeshing through appropriate enrichment functions. This enables elements to be split by a discontinuity, strong…

Numerical Analysis · Mathematics 2017-10-13 M Surendran , S Natarajan , SPA Bordas , GS Palani

We presented an efficient algorithm, fast adaptive flat-histogram ensemble (FAFE), to estimate the density of states (DOS) and to enhance sampling in large systems. FAFE calculates the means of an arbitrary extensive variable $U$ in…

Statistical Mechanics · Physics 2008-11-13 Xin Zhou , Yi Jiang

For adaptive mixed finite element methods (AMFEM), we first introduce the data oscillation to analyze, without the restriction that the inverse of the coefficient matrix of the partial differential equations (PDEs) is a piecewise polynomial…

Numerical Analysis · Mathematics 2011-01-07 Shaohong Du , Xiaoping Xie

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

By employing a semi-analytical dynamical mean-field approximation theory previously proposed by the author [H. Hasegawa, Phys. Rev. E {\bf 67}, 041903 (2003)], we have developed an augmented moment method (AMM) in order to discuss dynamics…

Statistical Mechanics · Physics 2009-11-10 Hideo Hasegawa

Cross-sectional studies are widely prevalent since they are more feasible to conduct compared to longitudinal studies. However, cross-sectional data lack the temporal information required to study the evolution of the underlying processes.…

Computational Engineering, Finance, and Science · Computer Science 2021-02-24 Pritha Dutta , Rick Quax , Loes Crielaard , Peter M. A. Sloot

Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…

Numerical Analysis · Mathematics 2023-02-01 Zhengqi Zhang , Zhi Zhou

This paper focuses on identifying the cause and proposing a remedy for the problem of spurious pressure oscillations in a sharp-interface immersed boundary finite element method for incompressible flow problems in moving domains. The…

Numerical Analysis · Mathematics 2025-10-14 Maxim Olshanskii , Henry von Wahl

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

Numerical Analysis · Mathematics 2025-03-12 Jorge Aguayo Araneda , Julie Merten

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…

Numerical Analysis · Mathematics 2018-11-06 Samir Karaa , Kassem Mustapha , Amiya K. Pani

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

In this paper, a finite volume element (FVE) method is considered for spatial approximations of time-fractional diffusion equations involving a Riemann-Liouville fractional derivative of order $\alpha \in (0,1)$ in time. Improving upon…

Numerical Analysis · Mathematics 2017-02-14 Samir Karaa , Amiya K. Pani

Bayesian inference in complex generative models is often obstructed by the absence of tractable likelihoods and the infeasibility of computing gradients of high-dimensional simulators. Existing likelihood-free methods for generalized…

Applications · Statistics 2026-01-05 Diksha Bhandari , Sebastian Reich