Related papers: Discretization of Continuous Frames by Quasi-Monte…
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…
In this paper we propose a general framework for the uncertainty quantification of quantities of interest for high-contrast single-phase flow problems. It is based on the generalized multiscale finite element method (GMsFEM) and multilevel…
We consider a sharp interface formulation for the multi-phase Mullins-Sekerka flow. The flow is characterized by a network of curves evolving such that the total surface energy of the curves is reduced, while the areas of the enclosed…
The concept of molecular similarity appears in many machine-learning algorithms based on the assumption that molecules with similar representations will also share similar properties. In this work, we propose a new way to study similarity…
We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…
This work presents a quantitative framework for describing the overcompleteness of a large class of frames. It introduces notions of localization and approximation between two frames $\mathcal{F} = \{f_i\}_{i \in I}$ and $\mathcal{E} =…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…
We propose a trajectory-based quasiclassical method for approximating dynamics in condensed phase systems. Building upon the previously developed Optimized Mean Trajectory (OMT) approximation that has been used to compute linear and…
We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…
The essence of unsupervised anomaly detection is to learn the compact distribution of normal samples and detect outliers as anomalies in testing. Meanwhile, the anomalies in real-world are usually subtle and fine-grained in a…
In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-randompoint sets,…
We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractive index is random and spatially heterogenous. Our focus is…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…
The total generalized variation extends the total variation by incorporating higher-order smoothness. Thus, it can also suffer from similar discretization issues related to isotropy. Inspired by the success of novel discretization schemes…
Fractional Klein-Kramers equation can well describe subdiffusion in phase space. In this paper, we develop the fully discrete scheme for fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local…
We present a new approach to the study of equilibrium properties in many-body quantum physics. Our method takes inspiration from Density Matrix Quantum Monte Carlo and incorporates new crucial features. First of all, the dynamics is…
We present a numerical method to evaluate worldline (WL) path integrals defined on a curved Euclidean space, sampled with Monte Carlo (MC) techniques. In particular, we adopt an algorithm known as YLOOPS with a slight modification due to…
Sampling and quantization are standard practices in signal and image processing, but a theoretical understanding of their impact is incomplete. We consider discrete image registration when the underlying function is a one-dimensional…