Related papers: Elaborating Transition Interface Sampling Methods
Flow matching has recently emerged as a powerful paradigm for generative modeling and has been extended to probabilistic time series forecasting in latent spaces. However, the impact of the specific choice of probability path model on…
We present a novel sparsity-based space-time adaptive processing (STAP) technique based on the alternating direction method to overcome the severe performance degradation caused by array gain/phase (GP) errors. The proposed algorithm…
Transmission switching (TS) has gained significant attention recently. However, barriers still remain and must be overcome before the technology can be adopted by the industry. The state of the art challenges include AC feasibility and…
This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…
The level-set method is a popular interface tracking method in two-phase flow simulations. An often-cited reason for using it is that the method naturally handles topological changes in the interface, e.g. merging drops, due to the implicit…
We develop a new algorithm for the estimation of rare event probabilities associated with the steady-state of a Markov stochastic process with continuous state space $\mathbb R^d$ and discrete time steps (i.e. a discrete-time $\mathbb…
This work introduces progressive spatio-temporal filtering, an efficient method to build all-frequency approximations to the light transport distribution into a scene by filtering individual samples produced by an underlying path sampler,…
We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…
Spontaneous structural rearrangements play a central role in the organization and function of complex biomolecular systems. In principle, physics-based computer simulations like Molecular Dynamics (MD) enable us to investigate these…
Change point estimation in its offline version is traditionally performed by optimizing over the data set of interest, by considering each data point as the true location parameter and computing a data fit criterion. Subsequently, the data…
Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usually intractable and presents an open problem. A crude Monte…
We derive interface models for 3D Rayleigh-Taylor instability (RTI), making use of a novel asymptotic expansion in the non-locality of the fluid flow. These interface models are derived for the purpose of studying universal features…
Direct methods can provide rapid screening of the dynamical security of large numbers fault and contingency scenarios by avoiding extensive time simulation. We introduce a computationally-efficient direct method based on optimization that…
Rare events such as conformational changes in biomolecules, phase transitions, and chemical reactions are central to the behavior of many physical systems, yet they are extremely difficult to study computationally because unbiased…
The Earth's surface is subject to complex and dynamic processes, ranging from large-scale phenomena such as tectonic plate movements to localized changes associated with ecosystems, agriculture, or human activity. Satellite images enable…
A stable added-mass partitioned (AMP) algorithm is developed for fluid-structure interaction (FSI) problems involving viscous incompressible flow and compressible elastic solids. Deforming composite grids are used to effectively handle the…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
Estimating the expectations of functionals applied to sums of random variables (RVs) is a well-known problem encountered in many challenging applications. Generally, closed-form expressions of these quantities are out of reach. A naive…
Intelligent reflecting surface (IRS) has drawn a lot of attention recently as a promising new solution to achieve high spectral and energy efficiency for future wireless networks. By utilizing massive low-cost passive reflecting elements,…
Thompson sampling (TS) is a class of algorithms for sequential decision-making, which requires maintaining a posterior distribution over a model. However, calculating exact posterior distributions is intractable for all but the simplest…