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Drift theory is an intuitive tool for reasoning about random processes: It allows turning expected stepwise changes into expected first-hitting times. While drift theory is used extensively by the community studying randomized search…

Probability · Mathematics 2023-07-07 Andreas Göbel , Timo Kötzing , Martin S. Krejca

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

Although the theoretical behavior of one-dimensional random walks in random environments is well understood, the numerical evaluation of various characteristics of such processes has received relatively little attention. This paper develops…

Probability · Mathematics 2014-06-16 Werner R. W. Scheinhardt , Dirk P. Kroese

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

Atmospheric and Oceanic Physics · Physics 2023-08-09 Matthew Bonas , Christopher K. Wikle , Stefano Castruccio

When learning from streaming data, a change in the data distribution, also known as concept drift, can render a previously-learned model inaccurate and require training a new model. We present an adaptive learning algorithm that extends…

Machine Learning · Computer Science 2020-08-04 Ashraf Tahmasbi , Ellango Jothimurugesan , Srikanta Tirthapura , Phillip B. Gibbons

In this paper a Monte-Carlo method for simulating the motion of fluid flow moving along a solid wall is proposed. The random vortex method in the present paper is established by using the reflection technology and perturbation technique.…

Fluid Dynamics · Physics 2022-08-30 Z. Qian , Y. Qiu , L. Zhao , J. Wu

Spotting refers to the transport of burning pieces of firebrand by wind which, at the time of landing, may ignite new fires beyond the direct ignition zone of the main fire. Spot fires that occur far from the original burn unit are rare but…

Data Analysis, Statistics and Probability · Physics 2022-05-09 Alex Mendez , Mohammad Farazmand

We propose to construct a temporary wave on the surface of the ocean, as a particular solution of the Saint-Venant equations with a source term involving the friction, whose shape is expected to mimic a rogue wave.

Numerical Analysis · Mathematics 2009-05-20 Alain-Yves Le Roux , Marie-Noëlle Le Roux

Given multi-model ensemble climate projections, the goal is to accurately and reliably predict future sea-level rise while lowering the uncertainty. This problem is important because sea-level rise affects millions of people in coastal…

Atmospheric and Oceanic Physics · Physics 2023-10-25 Subhankar Ghosh , Shuai An , Arun Sharma , Jayant Gupta , Shashi Shekhar , Aneesh Subramanian

We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…

Dynamical Systems · Mathematics 2023-11-07 Meagan Carney , Mark Holland , Matthew Nicol , Phuong Tran

Search and detection of objects on the ocean surface is a challenging task due to the complexity of the drift dynamics and lack of known optimal solutions for the path of the search agents. This challenge was highlighted by the unsuccessful…

Optimization and Control · Mathematics 2020-11-13 Stefan Ivić , Bojan Crnković , Hassan Arbabi , Sophie Loire , Patrick Clary , Igor Mezić

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

Underwater glider robots have become indispensable for ocean sampling, yet fully autonomous long-term operation remains rare in practice. Although stakeholders are calling for tools to manage increasingly large fleets of gliders, existing…

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

This paper presents a method for probabilistic wind power forecasting that quantifies and integrates uncertainties from weather forecasts and weather-to-power conversion. By addressing both uncertainty sources, the method achieves…

Applications · Statistics 2025-02-18 Gabriel Dantas , Jethro Browell

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…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

Extreme events, such as wave-storms, need to be characterized for coastal infrastructure design purposes. Such description should contain information on both the univariate behaviour and the joint-dependence of storm-variables. These two…

Atmospheric and Oceanic Physics · Physics 2019-03-15 Jue Lin-Ye , Manuel García-León , Vicente Gràcia , Maribel Ortego , Piero Lionello , Agustín Sanchez-Arcilla

This paper presents and investigates a novel methodology for validating high-resolution ocean models using satellite imagery. High-resolution ocean models provide detailed information in coastal areas where other available data products are…

Atmospheric and Oceanic Physics · Physics 2025-01-28 G. Garcia-Sanchez , A. M. Mancho , A. G. Ramos , J. Coca , J. A. Jimenez-Madrid

Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar…

Machine Learning · Statistics 2019-01-23 Arash Khodadadi , Daniel J McDonald