相关论文: A bi-fidelity stochastic collocation method for tr…
This paper aims to efficiently compute transport maps between probability distributions arising from particle representation of bio-physical problems. We develop a bidirectional DeepParticle (BDP) method to learn and generate solutions…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline…
We propose a two-dimensional asymptotic preserving scheme for linear transport equations with diffusive scalings. It is an extension of the time splitting developed by Jin, Pareschi and Toscani [SINUM,2000], but uses spatial discretizations…
Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…
Two-scale models pose a promising approach in simulating reactive flow and transport in evolving porous media. Classically, homogenized flow and transport equations are solved on the macroscopic scale, while effective parameters are…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
This paper presents an efficient parallel method for the deterministic solution of the 3D stationary Boltzmann transport equation applied to diffusive problems such as nuclear core criticality computations. Based on standard…
Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two random variables (one continuous, one discrete) with fixed…
Safe artificial intelligence for perception tasks remains a major challenge, partly due to the lack of data with high-quality labels. Annotations themselves are subject to aleatoric and epistemic uncertainty, which is typically ignored…
In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
Modeling transformations between arbitrary data distributions is a fundamental scientific challenge, arising in applications like drug discovery and evolutionary simulation. While flow matching offers a natural framework for this task, its…
In this article, we propose the use of partitioning and clustering methods as an alternative to Gaussian quadrature for stochastic collocation. The key idea is to use cluster centers as the nodes for collocation. In this way, we can extend…
Directly computing mass transport coefficients in stochastic models requires integrating over time the equilibrium correlations between atomic displacements. Here, we show how to accelerate the computations via \green{correlation splitting…
In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…
Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…
The paper introduces a finite element method for an Eulerian formulation of partial differential equations governing the transport and diffusion of a scalar quantity in a time-dependent domain. The method follows the idea from Lehrenfeld &…