相关论文: Preconditioning Markov Chain Monte Carlo Method fo…

Performance-based engineering for natural hazards facilitates the design and appraisal of structures with rigorous evaluation of their uncertain structural behavior under potentially extreme stochastic loads expressed in terms of failure…

Machine Learning (ML) algorithms are increasingly used as surrogate models to increase the efficiency of stochastic reliability analyses in geotechnical engineering. This paper presents a highly efficient ML aided reliability technique that…

We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…

Many scientific and engineering problems require to perform Bayesian inferences for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement,…

We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

We propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…

The efficient simulation of the mean value of a non-linear functional of the solution to a linear stochastic partial differential equation (SPDE) with additive Gaussian noise is considered. A Galerkin finite element method is employed along…

Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…

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…

Markov chain Monte Carlo (MCMC) sampling of posterior distributions arising in Bayesian inverse problems is challenging when evaluations of the forward model are computationally expensive. Replacing the forward model with a low-cost,…

Global search and optimization of long-duration, low-thrust spacecraft trajectories with the indirect method is challenging due to a complex solution space and the difficulty of generating good initial guesses for the costate variables.…

This paper is aimed at the problem of predicting the land subsidence or upheave in an area, using GNSS position time series. Since machine learning algorithms have presented themselves as strong prediction tools in different fields of…

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Using machine learning (ML), high performance computing, and a large body of geospatial information, we develop surrogate models to predict soil liquefaction across regional scales. Two sets of models - one global and one specific to New…

We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift-diffusion-Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the…

Efficient assessment of convolved hidden Markov models is discussed. The bottom-layer is defined as an unobservable categorical first-order Markov chain, while the middle-layer is assumed to be a Gaussian spatial variable conditional on the…

We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…