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This work presents a multilevel variant of Stein variational gradient descent to more efficiently sample from target distributions. The key ingredient is a sequence of distributions with growing fidelity and costs that converges to the…

数值分析 · 数学 2021-04-06 Terrence Alsup , Luca Venturi , Benjamin Peherstorfer

We present an explicit method for simulating stochastic differential equations (SDEs) that have variable diffusion coefficients and satisfy the detailed balance condition with respect to a known equilibrium density. In Tupper and Yang…

数值分析 · 数学 2014-06-27 Paul Tupper , Xin Yang

We consider an inverse acoustic scattering problem in simultaneously recovering an embedded obstacle and its surrounding inhomogeneous medium by formally determined far-field data. It is shown that the knowledge of the scattering amplitude…

偏微分方程分析 · 数学 2017-05-24 Hongyu Liu , Xiaodong Liu

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

偏微分方程分析 · 数学 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

In this paper, we prove the local uniqueness of an inverse problem arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The direct problem is an initial-boundary…

偏微分方程分析 · 数学 2014-12-17 Aníbal Coronel , Marko Rojas-Medar

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

统计力学 · 物理学 2007-05-23 Jan Naudts

The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…

数值分析 · 数学 2020-06-18 Leif Bergerhoff , Marcelo Cárdenas , Joachim Weickert , Martin Welk

We introduce a system of shallow water-type equations to model laboratory experiments of particle-laden flows. We explore homogeneous liquid-solid suspensions of fine, non-cohesive, monodisperse glass beads which propagate as an equivalent…

流体动力学 · 物理学 2025-02-11 Andrea Bondesan , Laurence Girolami , François James , Loïc Rousseau

We propose an efficient numerical strategy for simulating fluid flow through porous media with highly oscillatory characteristics. Specifically, we consider non-linear diffusion models. This scheme is based on the classical homogenization…

数值分析 · 数学 2020-02-04 Manuela Bastidas , Carina Bringedal , Sorin Pop , Florin Radu

The main objective of this dissertation is to present an adaptation of some finite volume methods used in the resolution of problems arising in sedimentation processes of flocculated suspensions (or sedimentation with compression). This…

数值分析 · 数学 2008-06-23 Ricardo Ruiz Baier

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

最优化与控制 · 数学 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

A novel framework for density estimation under expectation constraints is proposed. The framework minimizes the Wasserstein distance between the estimated density and a prior, subject to the constraints that the expected value of a set of…

机器学习 · 统计学 2026-02-24 Yinan Hu , Esteban G. Tabak

Sedimentation of a dispersed solid phase is widely encountered in applications and environmental flows, yet little is known about the behavior of finite-size particles in homogeneous isotropic turbulence. To fill this gap, we perform Direct…

流体动力学 · 物理学 2016-04-20 Walter Fornari , Francesco Picano , Luca Brandt

Wall-bounded turbulent flows can be challenging to measure within experiments due to the breadth of spatial and temporal scales inherent in such flows. Instrumentation capable of obtaining time-resolved data (e.g., Hot-Wire Anemometers)…

流体动力学 · 物理学 2021-09-15 Mengying Wang , C. Vamsi Krishna , Mitul Luhar , Maziar S. Hemati

Self-organizing systems demonstrate how simple local rules can generate complex stochastic patterns. Many natural systems rely on such dynamics, making self-organization central to understanding natural complexity. A fundamental challenge…

适应与自组织系统 · 物理学 2026-01-12 Elias Najarro , Nicolas Bessone , Sebastian Risi

The abundance of observed data in recent years has increased the number of statistical augmentations to complex models across science and engineering. By augmentation we mean coherent statistical methods that incorporate measurements upon…

数据分析、统计与概率 · 物理学 2023-07-12 Connor Duffin , Paul Branson , Matt Rayson , Mark Girolami , Edward Cripps , Thomas Stemler

We consider the inverse scattering problem of retrieving the structural parameters of a stratified medium consisting of dispersive materials, given knowledge of the complex reflection coefficient in a finite frequency range. It is shown…

光学 · 物理学 2012-08-23 Johannes Skaar , Magnus W. Haakestad

This study proposes median consensus embedding (MCE) to address variability in low-dimensional embeddings caused by random initialization in nonlinear dimensionality reduction techniques such as $t$-distributed stochastic neighbor…

机器学习 · 统计学 2025-12-10 Yui Tomo , Daisuke Yoneoka

In this paper, we study the inverse electromagnetic medium scattering problem of estimating the support and shape of medium scatterers from scattered electric or magnetic near-field data. We shall develop a novel direct sampling method…

数值分析 · 数学 2015-06-12 Kazufumi Ito , Bangti Jin , Jun Zou

We consider a suspension of active rigid particles (swimmers) in a steady Stokes flow, where particles are distributed according to a stationary ergodic random process, and we study its homogenization in the macroscopic limit. A key point…

偏微分方程分析 · 数学 2023-03-15 Armand Bernou , Mitia Duerinckx , Antoine Gloria