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Recently, a new approach for the stabilization of the incompressible Navier-Stokes equations for higher Reynolds numbers was introduced based on the nonlinear differential filtering of solutions on every time step of a discrete scheme. In…
Stochastic modeling has become a popular approach to quantify uncertainty in flows through heterogeneous porous media. The uncertainty in heterogeneous structure properties is often parameterized by a high-dimensional random variable. This…
It is a market practice to express market-implied volatilities in some parametric form. The most popular parametrizations are based on or inspired by an underlying stochastic model, like the Heston model (SVI method) or the SABR model (SABR…
Many imaging problems require computing spatial transformations induced by spatially varying intensity, feature, or density fields. Canonical examples include distortion correction, deformable image registration, atlas-based segmentation,…
Vertical equilibrium models have proven to be well suited for simulating fluid flow in subsurface porous media such as saline aquifers with caprocks. However, in most cases the dimensionally reduced model lacks the accuracy to capture the…
This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…
Smoothing operation to make continuous density field from observed point-like distribution of galaxies is crucially important for topological or morphological analysis of the large-scale structure, such as, the genus statistics or the area…
In numerical ocean models coast lines change the direction from one grid cell to its neighbor and the value for viscosity is set to be as small as possible. Therefore, model simulations are not converged with resolution and boundary…
A model reduction technique based on an optimization principle is employed to coarse-grain inviscid, incompressible fluid dynamics in two dimensions. In this reduction the spectrally-truncated vorticity equation defines the microdynamics,…
This paper treats topology optimization of natural convection problems. A simplified model is suggested to describe the flow of an incompressible fluid in steady state conditions, similar to Darcy's law for fluid flow in porous media. The…
Approximate Deconvolution (AD) has emerged as a promising closure for Large-Eddy Simulation (LES) in complex multi-physics flows, where the conventional pure Dynamic Eddy-Viscosity (DEV) models experience issues. In this research, we…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
We propose an algorithm for simulating stochastic relativistic fluid dynamics based on Metropolis updates. Each step of the algorithm begins with an update based on ideal hydrodynamics. This is followed by proposing random (spatial)…
The extent of mixed regions around convective zones is one of the biggest uncertainties in stellar evolution. 1D overshooting descriptions introduce a free parameter ($f_{ov}$) that is in general not well constrained from observations.…
We address the problem of constructing varying-coefficient models based on basis expansions along with the technique of regularization. A crucial point in our modeling procedure is the selection of smoothing parameters in the regularization…
A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…
Computer model calibration is a crucial step in building a reliable computer model. In the face of massive physical observations, a fast estimation for the calibration parameters is urgently needed. To alleviate the computational burden, we…
Parametric finite element discretizations of constrained geometric flows must simultaneously address high-order geometric stiffness, mesh degeneration, and nonlinear global constraints. This paper develops a stabilized dual-SAV (scalar…
We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…