相关论文: Active-Subspace Analysis of Exceedance Probability…
In this paper, we address learning problems for high dimensional data. Previously, oblivious random projection based approaches that project high dimensional features onto a random subspace have been used in practice for tackling…
Active turbulence is a paradigmatic and fascinating example of self-organized motion at large scales occurring in active matter. We employ massive hydrodynamic simulations of suspensions of resolved model microswimmers to tackle the…
The sliced Wasserstein (SW) distances between two probability measures are defined as the expectation of the Wasserstein distance between two one-dimensional projections of the two measures. The randomness comes from a projecting direction…
Estimation of the initial state of turbulent channel flow from limited data is investigated using an adjoint-variational approach. The data are generated from a reference direct numerical simulation (DNS) which is sub-sampled at different…
Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…
We present an approach to analyze $C^1(\mathbb{R}^m)$ functions that addresses limitations present in the Active Subspaces (AS) method of Constantine et al.(2015; 2014). Under appropriate hypotheses, our Active Manifolds (AM) method…
A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…
Extended shallow water wave equations are derived, using the method of asymptotic expansions, from the Euler (or water wave) equations. These extended models are valid one order beyond the usual weakly nonlinear, long wave approximation,…
We present an unbiased numerical integration algorithm that handles both low-frequency regions and high frequency details of multidimensional integrals. It combines quadrature and Monte Carlo integration, by using a quadrature-base…
A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on…
We consider the extended Korteweg-de Vries (eKdV) equation as a model for long moderately nonlinear surface water waves. In the slow time formulation this equation generates fast propagating resonant radiation due to the non-convexity of…
We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…
This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…
Numerical simulations describing plunging breakers including the splash-up phenomenon are presented. The motion is governed by the classical, incompressible, two-dimensional Navier-Stokes equation. The numerical modelling of this two-phase…
The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…
We describe a novel framework for estimating subsurface properties, such as rock permeability and porosity, from time-lapse observed seismic data by coupling full-waveform inversion, subsurface flow processes, and rock physics models. For…
Conditional Monte Carlo or pre-integration is a powerful tool for reducing variance and improving the regularity of integrands when using Monte Carlo and quasi-Monte Carlo (QMC) methods. To select the variable to pre-integrate, one must…
Context. Multidimensional hydrodynamic simulations of convection in stellar interiors are numerically challenging, especially for flows at low Mach numbers. Methods. We explore the benefits of using a low-Mach hydrodynamic flux solver and…
We propose an active sampling flow, with the use-case of simulating the impact of combined variations on analog circuits. In such a context, given the large number of parameters, it is difficult to fit a surrogate model and to efficiently…
We propose a methodology for computing single and multi-asset European option prices, and more generally expectations of scalar functions of (multivariate) random variables. This new approach combines the ability of Monte Carlo simulation…