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Continued demand for accurate and computationally efficient transport methods to solve optically thick, fixed-source transport problems has inspired research on variance-reduction (VR) techniques for Monte Carlo (MC). Methods that use…
The direct simulation Monte Carlo (DSMC) method is a widely used stochastic particle approach to solving the Boltzmann equation. However, its computational cost remains a major drawback, which can be attributed to statistical errors when…
The solution of the Multi-Depot Vehicle Scheduling Problem (MDVSP) can often be improved substantially by incorporating Trip Shifting (TS) as a model feature. By allowing departure times to deviate a few minutes from the original timetable,…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…
The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…
We propose a technique to effectively sample initial neutron and delayed neutron precursor particles for Monte Carlo (MC) simulations of typical off-critical reactor transients. The technique can be seen as an improvement, or alternative,…
This paper presents a contact-implicit model predictive control (MPC) framework for the real-time discovery of multi-contact motions, without predefined contact mode sequences or foothold positions. This approach utilizes the…
We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…
We propose a demonstration-efficient strategy to compress a computationally expensive Model Predictive Controller (MPC) into a more computationally efficient representation based on a deep neural network and Imitation Learning (IL). By…
Deploying mobile robots safely among humans requires the motion planner to account for the uncertainty in the other agents' predicted trajectories. This remains challenging in traditional approaches, especially with arbitrarily shaped…
We present Doubly Robust Monte Carlo Tree Search (DR-MCTS), a novel algorithm that integrates Doubly Robust (DR) off-policy estimation into Monte Carlo Tree Search (MCTS) to enhance sample efficiency and decision quality in complex…
This study introduces a computationally efficient algorithm, delayed acceptance Markov chain Monte Carlo (DA-MCMC), designed to improve posterior simulation in quasi-Bayesian inference. Quasi-Bayesian methods, which do not require fully…
We report simulations of diffusive particle acceleration in oblique magnetohydrodynamical (MHD) shocks. These calculations are based on extension to oblique shocks of a numerical model for ``thermal leakage'' injection of particles at low…
We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…
This work describes a new 1D hybrid approach for modeling atmospheric pressure discharges featuring complex chemistry. In this approach electrons are described fully kinetically using Particle-In-Cell/Monte-Carlo (PIC/MCC) scheme, whereas…
A Monte Carlo sampling of diagrammatic corrections to the non-crossing approximation is shown to provide numerically exact estimates of the long-time dynamics and steady state properties of nonequilibrium quantum impurity models. This…
This paper proposes a new method for differentiating through optimal trajectories arising from non-convex, constrained discrete-time optimal control (COC) problems using the implicit function theorem (IFT). Previous works solve a…
The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…
This paper presents an algorithmic study and complexity analysis for solving distributionally robust multistage convex optimization (DR-MCO). We generalize the usual consecutive dual dynamic programming (DDP) algorithm to DR-MCO and propose…