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An effective approach for sampling from unnormalized densities is based on the idea of gradually transporting samples from an easy prior to the complicated target distribution. Two popular methods are (1) Sequential Monte Carlo (SMC), where…

Machine Learning · Statistics 2025-09-09 Junhua Chen , Lorenz Richter , Julius Berner , Denis Blessing , Gerhard Neumann , Anima Anandkumar

We consider the discretization and subsequent model reduction of a system of partial differential-algebraic equations describing the propagation of pressure waves in a pipeline network. Important properties like conservation of mass,…

Numerical Analysis · Mathematics 2017-04-12 Herbert Egger , Thomas Kugler , Björn Liljegren-Sailer , Nicole Marheineke , Volker Mehrmann

We consider a power-constrained sensor network, consisting of multiple sensor nodes and a fusion center (FC), that is deployed for the purpose of estimating a common random parameter of interest. In contrast to the distributed framework,…

Information Theory · Computer Science 2012-05-16 Swarnendu Kar , Pramod K. Varshney

Upcoming high spectral resolution telescopes, particularly Astro-H, are expected to finally deliver firm quantitative constraints on turbulence in the intra-cluster medium (ICM). We develop a new spectral analysis technique which exploits…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Cien Shang , S. Peng Oh

We present a localized data assimilation (DA) scheme based on the sequential Markov Chain Monte Carlo (SMCMC) technique [Ruzayqat et al., 2024], a provably convergent method for filtering high-dimensional, nonlinear, and potentially…

Computation · Statistics 2026-03-09 Hamza Ruzayqat , Hristo G. Chipilski , Omar Knio

A methodology for handling block-to-block coupling of nonconforming, multiblock summation-by-parts finite difference methods is proposed. The coupling is based on the construction of projection operators that move a finite difference grid…

Numerical Analysis · Mathematics 2021-06-03 Jeremy E. Kozdon , Lucas C. Wilcox

We study the structure of a shock wave for a two-, three- and four-component gas mixture on the basis of numerical solution of the Boltzmann equation for the model of hard sphere molecules. For the evaluation of collision integrals we use…

Fluid Dynamics · Physics 2014-03-14 A. A. Raines

For multiscale gas flows, kinetic-continuum hybrid method is usually used to balance the computational accuracy and efficiency. However, the kinetic-continuum coupling is not straightforward since the coupled methods are based on different…

Fluid Dynamics · Physics 2015-05-19 Jianping Meng , Yonghao Zhang , Xiaowen Shan

This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…

Numerical Analysis · Mathematics 2026-01-01 Eric Ngondiep

In this paper, we propose a computational framework,which is based on a domain decomposition technique, to employ both finite element method (which is a popular continuum modeling approach) and lattice Boltzmann method (which is a popular…

Computational Engineering, Finance, and Science · Computer Science 2017-08-02 S. Karimi , K. B. Nakshatrala

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

Successive convex programming (SCP) is a powerful class of direct optimization methods, known for its polynomial complexity and computational efficiency, making it particularly suitable for autonomous applications. Direct methods are also…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Saeid Tafazzol , Ehsan Taheri

A new lattice Boltzmann model for multicomponent ideal gas mixtures is presented. The model development consists of two parts. First, a new kinetic model for Stefan- Maxwell diffusion amongst the species is proposed and realized as a…

Fluid Dynamics · Physics 2020-12-23 N. Sawant , B. Dorschner , I. V. Karlin

Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…

Statistics Theory · Mathematics 2026-04-24 Hien Duy Nguyen , TrungTin Nguyen , Jacob Westerhout , Xin Guo

We consider a fully discrete loosely coupled scheme for incompressible fluid-structure interaction based on the time semi-discrete splitting method introduced in {\emph{[Burman, Durst \& Guzm\'an, arXiv:1911.06760]}}. The splittling method…

Numerical Analysis · Mathematics 2020-07-09 Erik Burman , Rebecca Durst , Miguel A. Fernández , Johnny Guzmán

Doublet line emission and absorption is common in astronomical sources (e.g. [OIII], [OII], NaD, MgII). In many cases, complex kinematics in the emitting source can cause the doublet lines to merge, making characterisation of the source…

Instrumentation and Methods for Astrophysics · Physics 2018-09-26 Carolin Villforth , Tom L. Underwood , Mark Tolson , Nikhil Modha

In integrated power and gas energy system optimization models (ESOMs), pipeline gas transmission with linepack is a particularly complex problem due to its non-linear and non-convex character. For ESOMs based on mixed-integer linear…

Computational Engineering, Finance, and Science · Computer Science 2024-10-28 T. Klatzer , S. Wogrin , D. A. Tejada-Arango , G. Morales-Espana

While the lattice Boltzmann method (LBM) has proven robust in areas like general fluid dynamics, heat transfer, and multiphase modeling, its application to mass transfer has been limited. Current modeling strategies often oversimplify the…

Fluid Dynamics · Physics 2025-04-10 R. G. C. Lourenço , P. H. Constantino , F. W. Tavares

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

This paper proposes a fast multi-band image fusion algorithm, which combines a high-spatial low-spectral resolution image and a low-spatial high-spectral resolution image. The well admitted forward model is explored to form the likelihoods…

Computer Vision and Pattern Recognition · Computer Science 2015-10-28 Qi Wei , Nicolas Dobigeon , Jean-Yves Tourneret
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