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We compare numerically the performance of reversible and non-reversible Markov Chain Monte Carlo algorithms for high dimensional oil reservoir problems; because of the nature of the problem at hand, the target measures from which we sample…

Applications · Statistics 2019-03-19 P. Dobson , I. Fursov , G. Lord , M. Ottobre

A new Monte-Carlo algorithm for calculating time-dependent radiative-transfer under the assumption of LTE is presented. Unlike flux-limited diffusion the method is polychromatic, includes scattering, and is able to treat the optically thick…

Solar and Stellar Astrophysics · Physics 2015-05-28 Tim J. Harries

We present a method for reconstructing two-dimensional velocity fields at specified length scales using observational data from tracer particles in a flow, without the need for interpolation or smoothing. The algorithm, adapted from…

Fluid Dynamics · Physics 2010-04-28 Douglas H. Kelley , Nicholas T. Ouellette

Time-varying parameter (TVP) regression models can involve a huge number of coefficients. Careful prior elicitation is required to yield sensible posterior and predictive inferences. In addition, the computational demands of Markov Chain…

Econometrics · Economics 2023-05-15 Niko Hauzenberger , Florian Huber , Gary Koop

Context. The presence of clouds during observations with Imaging Atmospheric Cherenkov Telescopes can strongly affect the performance of the instrument due to additional absorption of light and scattering of light beyond the field of view…

Instrumentation and Methods for Astrophysics · Physics 2024-05-22 Natalia Żywucka , Julian Sitarek , Dorota Sobczyńska , Mario Pecimotika , Dario Hrupec , Dijana Dominis Prester , Lovro Pavletić , Saša Mićanović

Geoelectrical techniques are widely used to monitor groundwater processes, while surprisingly few studies have considered audio (AMT) and radio (RMT) magnetotellurics for such purposes. In this numerical investigation, we analyze to what…

Geophysics · Physics 2017-01-11 M. Rosas Carbajal , N. Linde , T. Kalscheuer

This paper develops an efficient numerical method for the inverse scattering problem of a time-harmonic plane wave incident on a perfectly reflecting random periodic structure. The method is based on a novel combination of the Monte Carlo…

Numerical Analysis · Mathematics 2020-08-13 Gang Bao , Yiwen Lin , Xiang Xu

Future in situ space plasma investigations will likely involve spatially distributed observatories comprised of multiple spacecraft, beyond the four and five spacecraft configurations currently in operation. Inferring the magnetic field…

Unsupervised clustering of temporal data is both challenging and crucial in machine learning. In this paper, we show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well…

Machine Learning · Computer Science 2020-10-13 Nuno Mota Goncalves , Ioana Giurgiu , Anika Schumann

The Upside-Down Rayleigh-Marchenko (UD-RM) method has recently emerged as a powerful tool for retrieving subsurface wavefields and images free from artifacts caused by both internal and surface-related multiples. Its ability to handle…

Geophysics · Physics 2025-07-30 Ning Wang , Matteo Ravasi , Tariq Alkhalifah

This paper investigates inverse source problems for time-dependent electromagnetic waves governed by Maxwell's equations. After applying the Fourier transform with respect to time, the problem leads to a frequency-domain electromagnetic…

Numerical Analysis · Mathematics 2026-03-11 Fenglin Sun , Hongxia Guo

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A. Jalil , H. K. Lee , Y. Okabe

Experimental measurements of physical systems often have a limited number of independent channels, causing essential dynamical variables to remain unobserved. However, many popular methods for unsupervised inference of latent dynamics from…

Machine Learning · Computer Science 2020-10-23 William Gilpin

We present a novel method for the classification and reconstruction of time dependent, high-dimensional data using sparse measurements, and apply it to the flow around a cylinder. Assuming the data lies near a low dimensional manifold…

Dynamical Systems · Mathematics 2015-06-03 Ido Bright , Guang Lin , J. Nathan Kutz

A system of linear integral equations is presented, which is the analog of the system of Marchenko integral equations, to solve the inverse scattering problem for the linear system associated with the derivative NLS equations. The…

Exactly Solvable and Integrable Systems · Physics 2023-07-19 Tuncay Aktosun , Ramazan Ercan , Mehmet Unlu

Representing the reservoir as a network of discrete compartments with neighbor and non-neighbor connections is a fast, yet accurate method for analyzing oil and gas reservoirs. Automatic and rapid detection of coarse-scale compartments with…

Machine Learning · Computer Science 2019-11-21 Soheil Esmaeilzadeh , Amir Salehi , Gill Hetz , Feyisayo Olalotiti-lawal , Hamed Darabi , David Castineira

Time-lapse seismic data acquisition is an essential tool to monitor changes in a reservoir due to fluid injection, such as CO$_2$ injection. By acquiring multiple seismic surveys in the exact location, we can identify the reservoir changes…

Geophysics · Physics 2022-04-05 Abdullah Alali , Vladimir Kazei , Bingbing Sun , Tariq Alkhalifah

Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced. A generalized Wild sum expansion of the solution is at…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , S. Trazzi , B. Wennberg

An inverse obstacle problem for the wave governed by the wave equation in a two layered medium is considered under the framework of the time domain enclosure method. The wave is generated by an initial data supported on a closed ball in the…

Analysis of PDEs · Mathematics 2018-07-09 Masaru Ikehata , Mishio Kawashita , Wakako Kawashita

A new Bayesian state and parameter learning algorithm for multiple target tracking (MTT) models with image observations is proposed. Specifically, a Markov chain Monte Carlo algorithm is designed to sample from the posterior distribution of…

Applications · Statistics 2016-03-18 Lan Jiang , Sumeetpal S. Singh