Related papers: Statistical Finite Elements via Langevin Dynamics
In this paper, we construct and analyze an energy stable scheme by combining the latest developed scalar auxiliary variable (SAV) approach and linear finite element method (FEM) for phase field crystal (PFC) model, and show rigorously that…
We propose an algorithm for the efficient and robust sampling of the posterior probability distribution in Bayesian inference problems. The algorithm combines the local search capabilities of the Manifold Metropolis Adjusted Langevin…
We discuss the design of an invariant measure-preserving transformed dynamics for the numerical treatment of Langevin dynamics based on rescaling of time, with the goal of sampling from an invariant measure. Given an appropriate monitor…
Finite element methods have been shown to achieve high accuracies in numerically solving the EEG forward problem and they enable the realistic modeling of complex geometries and important conductive features such as anisotropic…
Obtaining stable diffusion-based samplers in high- and infinite-dimensional settings is challenging because errors can accumulate across high-frequency coordinates and make the dynamics unstable under refinement of the finite-dimensional…
We propose a novel discrete Poisson equation approach to estimate the statistical error of a broad class of numerical integrators for the underdamped Langevin dynamics. The statistical error refers to the mean square error of the estimator…
In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…
Sampling from log-concave distributions is a well researched problem that has many applications in statistics and machine learning. We study the distributions of the form $p^{*}\propto\exp(-f(x))$, where…
Finite Element Analysis (FEA) is a powerful but computationally intensive method for simulating physical phenomena. Recent advancements in machine learning have led to surrogate models capable of accelerating FEA. Yet there are still…
We propose a parsimonious class of arbitrage-free, yields-only dynamic term structure models (DTSMs) with unspanned latent risks. To enable sequential estimation and forecasting, we develop a Sequential Monte Carlo framework that combines…
Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…
In this report, we propose a divergence-free preserving mixed finite element method (FEM) for the system of nonlinear fourth-order thermally driven active fluid equations. By introducing two auxiliary variables, we lower the complexity of…
An efficient and accurate finite-element algorithm is described for the numerical solution of the incompressible Navier-Stokes (INS) equations. The new algorithm that solves the INS equations in a velocity-pressure reformulation is based on…
We consider the problem of sampling from a strongly log-concave density in $\mathbb{R}^d$, and prove a non-asymptotic upper bound on the mixing time of the Metropolis-adjusted Langevin algorithm (MALA). The method draws samples by…
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by Ornstein-Uhlenbeck processes and the other being a general…
In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…
We present a framework for solving a broad class of ill-posed inverse problems governed by partial differential equations (PDEs), where the target coefficients of the forward operator are recovered through an iterative regularization scheme…
We develop a cut finite element method (CutFEM) for convection-diffusion problems posed on mixed-dimensional domains, i.e., unions of manifolds of different dimensions arranged in a hierarchical structure where lower-dimensional components…
Obtaining coarse-grained models that accurately incorporate finite-size effects is an important open challenge in the study of complex, multi-scale systems. We apply Langevin regression, a recently developed method for finding stochastic…
Typical areas of application of explicit dynamics are impact, crash test, and most importantly, wave propagation simulations. Due to the numerically highly demanding nature of these problems, efficient automatic mesh generators and…