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Multirate integration is an increasingly relevant tool that enables scientists to simulate multiphysics systems. Existing multirate methods are designed for equations whose fast and slow variables can be linearly separated using additive or…

数值分析 · 数学 2025-04-07 Tommaso Buvoli , Brian K. Tran , Ben S. Southworth

We present a new finite volume method for computing numerical approximations of a system of nonlocal transport equation modeling interacting species. This method is based on the work [F. Delarue, F. Lagoutire, N. Vauchelet, Convergence…

偏微分方程分析 · 数学 2019-12-16 Anissa Keurti , Thomas Rey

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…

统计计算 · 统计学 2017-03-14 Louis J. M. Aslett , Tigran Nagapetyan , Sebastian J. Vollmer

A plethora of multi-view subspace clustering (MVSC) methods have been proposed over the past few years. Researchers manage to boost clustering accuracy from different points of view. However, many state-of-the-art MVSC algorithms, typically…

机器学习 · 计算机科学 2019-11-22 Zhao Kang , Wangtao Zhou , Zhitong Zhao , Junming Shao , Meng Han , Zenglin Xu

In the field of computational finance, one is commonly interested in the expected value of a financial derivative whose payoff depends on the solution of stochastic differential equations (SDEs). For multi-dimensional SDEs with…

数值分析 · 数学 2024-09-12 Chenxu Pang , Xiaojie Wang

Derivation of macroscopic models for advection-diffusion processes in the presence of dominant heterogeneous (e.g., surface) reactions using homogenisation theory or volume averaging is often deemed unfeasible due to the strong coupling…

偏微分方程分析 · 数学 2020-06-24 Federico Municchi , Matteo Icardi

Most multi-view clustering methods are limited by shallow models without sound nonlinear information perception capability, or fail to effectively exploit complementary information hidden in different views. To tackle these issues, we…

机器学习 · 计算机科学 2022-10-14 Fu Lele , Zhang Lei , Yang Jinghua , Chen Chuan , Zhang Chuanfu , Zheng Zibin

Time-evolving perforated domains arise in many engineering and geoscientific applications, including reactive transport, particle deposition, and structural degradation in porous media. Accurately capturing the macroscopic behavior of such…

数值分析 · 数学 2025-06-27 Wei Xie , Viet Ha Hoang , Yin Yang , Yunqing Huang

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…

数值分析 · 数学 2022-05-03 Minglei Yang , Guannan Zhang , Diego Del-Castillo-Negrete , Yanzhao Cao

The effects of different parametrizations on the convergence of Bayesian computational algorithms for hierarchical models are well explored. Techniques such as centering, noncentering and partial noncentering can be used to accelerate…

统计计算 · 统计学 2015-03-20 Linda S. L. Tan , David J. Nott

This paper studies the problem of parameter estimation in resonant, acoustic fluid-structure interaction problems over a wide frequency range. Problems with multiple resonances are known to be subjected to local minima, which represents a…

计算物理 · 物理学 2019-03-06 Peter Göransson , Jacques Cuenca , Timo Lähivaara

The reaction-diffusion master equation (RDME) is a model that allows for efficient on-lattice simulation of spatially resolved stochastic chemical kinetics. Compared to off-lattice hard-sphere simulations with Brownian Dynamics (BD) or…

数值分析 · 数学 2017-09-06 Stefan Hellander , Andreas Hellander , Linda Petzold

We present a spectral element model for general-purpose simulation of non-overturning nonlinear water waves using the incompressible Navier-Stokes equations (INSE) with a free surface. The numerical implementation of the spectral element…

We consider the problem of solving partial differential equations (PDEs) in domains with complex microparticle geometry that is impractical, or intractable, to model explicitly. Drawing inspiration from volume rendering, we propose tackling…

图形学 · 计算机科学 2025-06-11 Bailey Miller , Rohan Sawhney , Keenan Crane , Ioannis Gkioulekas

A first-principle multiscale modeling approach is presented, which is derived from the solution of the Ornstein-Zernike equation for the coarse-grained representation of polymer liquids. The approach is analytical, and for this reason is…

软凝聚态物质 · 物理学 2009-09-09 J. McCarty , I. Y. Lyubimov , M. G. Guenza

Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…

统计方法学 · 统计学 2014-10-29 Ye Wang , Antonio Canale , David Dunson

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

数值分析 · 数学 2022-04-01 Wing Tat Leung , Yating Wang

Elliptic partial differential equations (PDEs) frequently arise in continuum descriptions of physical processes relevant to science and engineering. Multilevel preconditioners represent a family of scalable techniques for solving discrete…

数学软件 · 计算机科学 2016-04-26 Dave A. May , Patrick Sanan , Karl Rupp , Matthew G. Knepley , Barry F. Smith

This paper concerns the analysis of a multiscale method for wave propagation problems in microscopically nonhomogeneous media. A direct numerical approximation of such problems is prohibitively expensive as it requires resolving the…

数值分析 · 数学 2017-02-20 Doghonay Arjmand , Olof Runborg

In this paper we develop a multiscale method to solve problems in complicated porous microstructures with Neumann boundary conditions. By using a coarse-grid quasi-interpolation operator to define a fine detail space and local orthogonal…

数值分析 · 数学 2014-11-10 Donald L. Brown , Daniel Peterseim
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