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Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

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arXiv 2023年

作者： Elman, Howard C. Liang, Jiaxing Sánchez-Vizuet, Tonatiuh Department of Computer Science Institute for Advanced Computer Studies University of Maryland College Park United States Applied Mathematics & Statistics and Scientific Computing Program University of Maryland College Park United States Department of Mathematics The University of Arizona United States

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Adaptive gridding results in more accurate computation of geometric quantities such as x-points associated with the *** Codes 65Z05, 65C05, 62P35, 35R35, 35R60 © 2023, CC BY.

关键词： Monte Carlo methods

Integrable Fractional Modified Korteweg-de Vries, Sine-Gordon, and Sinh-Gordon Equations

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arXiv 2022年

作者： Ablowitz, Mark J. Been, Joel B. Carr, Lincoln D. Department of Applied Mathematics University of Colorado BoulderCO United States Department of Applied Mathematics and Statistics Department of Physics Colorado School of Mines GoldenCO United States Quantum Engineering Program Department of Applied Mathematics and Statistics Department of Physics Colorado School of Mines GoldenCO United States

The inverse scattering transform allows explicit construction of solutions to many physically significant nonlinear wave equations. Notably, this method can be extended to fractional nonlinear evolution equations characterized by anomalous dispersion using completeness of suitable eigenfunctions of the associated linear scattering problem. In anomalous diffusion, the mean squared displacement is proportional to tα, α > 0, while in anomalous dispersion, the speed of localized waves is proportional to Aα, where A is the amplitude of the wave. Fractional extensions of the modified Korteweg-deVries (mKdV), sine-Gordon (sineG) and sinh-Gordon (sinhG) and associated hierarchies are obtained. Using symmetries present in the linear scattering problem, these equations can be connected with a scalar family of nonlinear evolution equations of which fractional mKdV (fmKdV), fractional sineG (fsineG), and fractional sinhG (fsinhG) are special cases. Completeness of solutions to the scalar problem is obtained and, from this, the nonlinear evolution equation is characterized in terms of a spectral expansion. In particular, fmKdV, fsineG, and fsinhG are explicitly written. One-soliton solutions are derived for fmKdV and fsineG using the inverse scattering transform and these solitons are shown to exhibit anomalous dispersion. © 2022, CC BY.

关键词： Dispersion (waves)

Antithetic Multilevel Particle Filters

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arXiv 2023年

作者： Jasra, Ajay Maama, Mohamed Ombao, Hernando Applied Mathematics and Computational Science Program United States Statistics Program Computer Electrical and Mathematical Sciences and Engineering Division King Abdullah University of Science and Technology Thuwal23955-6900 Saudi Arabia

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. This is a challenging problem which requires the use of advanced numerical schemes based upon time-discretization of the diffusion process and then the application of particle filters. Perhaps the state-of-the-art method for moderate dimensional problems is the multilevel particle filter of [12]. This is a method that combines multilevel Monte Carlo and particle filters. The approach in that article is based intrinsically upon an Euler discretization method. We develop a new particle filter based upon the antithetic truncated Milstein scheme of [10]. We show that for a class of diffusion problems, for ϵ > 0 given, that the cost to produce a mean square error (MSE) in estimation of the filter, of O(ϵ2) is O(ϵ−2 log(ϵ)2). In the case of multidimensional diffusions with non-constant diffusion coefficient, the method of [12] has a cost of O(ϵ−2.5) to achieve the same MSE. We support our theory with numerical results in several examples. Copyright © 2023, The Authors. All rights reserved.

关键词： Mean square error

Analysis and Optimization of Seismic Monitoring Networks with Bayesian Optimal Experiment Design

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arXiv 2024年

作者： Callahan, Jake Monogue, Kevin Villarreal, Ruben Catanach, Tommie Sandia National Laboratories LivermoreCA94550 United States Program in Applied Mathematics University of Arizona TucsonAZ85719 United States Stanford University StanfordCA94305 United States

Monitoring networks increasingly aim to assimilate data from a large number of diverse sensors covering many sensing modalities. Bayesian optimal experimental design (OED) seeks to identify data, sensor configurations, or experiments which can optimally reduce uncertainty and hence increase the performance of a monitoring network. Information theory guides OED by formulating the choice of experiment or sensor placement as an optimization problem that maximizes the expected information gain (EIG) about quantities of interest given prior knowledge and models of expected observation data. Therefore, within the context of seismo-acoustic monitoring, we can use Bayesian OED to configure sensor networks by choosing sensor locations, types, and fidelity in order to improve our ability to identify and locate seismic sources. In this work, we develop the framework necessary to use Bayesian OED to optimize a sensor network's ability to locate seismic events from arrival time data of detected seismic phases at the regional-scale. Bayesian OED requires four elements: 1. A likelihood function that describes the distribution of detection and travel time data from the sensor network, 2. A Bayesian solver that uses a prior and likelihood to identify the posterior distribution of seismic events given the data, 3. An algorithm to compute EIG about seismic events over a dataset of hypothetical prior events, 4. An optimizer that finds a sensor network which maximizes EIG. Once we have developed this framework, we explore many relevant questions to monitoring such as: how to trade off sensor fidelity and earth model uncertainty;how sensor types, number, and locations influence uncertainty;and how prior models and constraints influence sensor placement. © 2024, CC BY.

关键词： Inference engines

Statistical Mechanics of Thermostatically Controlled Multi-Zone Buildings

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arXiv 2022年

作者： Valenzuela, Lucas Fuentes Williams, Lindell Chertkov, Michael Department of Electrical Engineering Stanford University United States Department of Physics Cornell University United States Program in Applied Mathematics & Department of Mathematics University of Arizona United States

We study the collective phenomena and constraints associated with the aggregation of individual cooling units from a statistical mechanics perspective. These units are modelled as Thermostatically Controlled Loads (TCLs) and represent zones in a large commercial or residential building. Their energy input is centralized and controlled by a collective unit – the Air Handling Unit (AHU) — delivering cool air to all TCLs, thereby coupling them together. Aiming to identify representative qualitative features of the AHU-to-TCL coupling, we build a realistic but also sufficiently simple model and analyze it in two distinct regimes: the Constant Supply Temperature (CST) and the Constant Power Input (CPI) regimes. In both cases, we center our analysis on the relaxation dynamics of individual TCL temperatures to a statistically steady state. We observe that while the dynamics are relatively fast in the CST regime, resulting in all TCLs evolving around the control setpoint, the CPI regime reveals emergence of a bi-modal probability distribution and two, possibly strongly separated, time scales. We observe that the two modes in the CPI regime are associated with all TCLs being in the same low and high-temperature states, respectively, with occasional (and therefore possibly rare) collective transition between the modes akin in the Kramer’s phenomenon of statistical physics. To the best of our knowledge, this phenomenon was overlooked in the context of the multi-zone energy building engineering, even thought it has direct implications on the operations of centralized cooling systems in buildings. It teaches us that a balance needs to be struck between occupational comfort — related to variations in the individual temperatures — and power output predictability — the main focus of the DR schemes. © 2022, CC BY.

关键词： Statistical mechanics

ON A LINEARIZATION OF QUADRATIC WASSERSTEIN DISTANCE

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arXiv 2022年

作者： Greengard, Philip Hoskins, Jeremy G. Marshall, Nicholas F. Singer, Amit Department of Statistics Columbia University United States Department of Statistics University of Chicago United States Program in Applied and Computational Mathematics The Department of Mathematics Princeton University United States

This paper studies the problem of computing a linear approximation of quadratic Wasserstein distance W2. In particular, we compute an approximation of the negative homogeneous weighted Sobolev norm whose connection to Wasserstein distance follows from a classic linearization of a general Monge-Ampére equation. Our contribution is threefold. First, we provide expository material on this classic linearization of Wasserstein distance including a quantitative error estimate. Second, we reduce the computational problem to solving a elliptic boundary value problem involving the Witten Laplacian, which is a Schrödinger operator of the form H = -∆ + V , and describe an associated embedding. Third, for the case of probability distributions on the unit square [0, 1]2 represented by n × n arrays we present a fast code demonstrating our approach. Several numerical examples are presented. Copyright © 2022, The Authors. All rights reserved.

关键词： Laplace transforms

Accurate Formula for the Effective Conductivity of Highly Clustered Two-Phase Materials

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arXiv 2025年

作者： Skolnick, Murray Torquato, Salvatore Department of Chemistry Princeton University PrincetonNJ08544 United States Department of Chemistry Department of Physics Princeton Materials Institute and Program in Applied and Computational Mathematics Princeton University PrincetonNJ08544 United States

Two-phase heterogeneous materials arising in a variety of natural and synthetic situations exhibit a wide-variety of microstructures and thus display a broad-spectrum effective physical properties. Given that such properties of disordered materials generally depend on an infinite-set of microstructural correlation functions that are typically unobtainable, in practice, one must consider rigorous bounds and approximations on the effective properties that depend on a limited set of nontrivial microstructural information. Torquato derived [Random Heterogeneous Materials, Microstructure and Macroscopic Properties (2002)] such an approximation for the effective thermal/electrical conductivity of two-phase microstructures that perturb about those that realize the well-known self-consistent formula;a key feature of such microstructures being phase-inversion symmetry which can be observed in certain cellular, bicontinuous, and porous materials. Here, we show via extensive numerical simulations that this virtually unexamined approximation, which depends on up to three-point correlations, predicts accurately the effective conductivities of various two- and three-dimensional two-phase microstructures across phase volume fractions in which both phases can form large and well-connected clusters;including certain phase-inversion symmetric microstructures as well as phase-inversion asymmetric dispersions of certain fully penetrable particles. We also highlight the accurate sensitivity of this approximation to phase-connectedness properties by showing that it predicts percolation thresholds that are in good quantitative and/or qualitative agreement with known thresholds for the models considered here. Finally, we discuss how this formula can be used to design materials with desirable effective conductivity properties and thus aid in materials by design. © 2025, CC BY-SA.

关键词： Porous materials

STEFAN PROBLEM WITH SURFACE TENSION: GLOBAL EXISTENCE OF PHYSICAL SOLUTIONS UNDER RADIAL SYMMETRY

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arXiv 2022年

作者： Nadtochiy, Sergey Shkolnikov, Mykhaylo Department of Applied Mathematics Illinois Institute of Technology ChicagoIL60616 United States ORFE Department Bendheim Center for Finance Program in Applied & Computational Mathematics Princeton University Princeton NJ08544 United States

We consider the Stefan problem with surface tension, also known as the Stefan-Gibbs-Thomson problem, in an ambient space of arbitrary dimension. Assuming the radial symmetry of the initial data we introduce a novel "probabilistic" notion of solution, which can accommodate the discontinuities in time (of the radius) of the evolving aggregate. Our main result establishes the global existence of a probabilistic solution satisfying the natural upper bound on the sizes of the discontinuities. Moreover, we prove that the upper bound is sharp in dimensions d ⩾ 3, in the sense that none of the discontinuities in the solution can be decreased in magnitude. The detailed analysis of the discontinuities, via appropriate stochastic representations, differentiates this work from the previous literature on weak solutions to the Stefan problem with surface *** Codes 80A22, 60H30, 35B44 Copyright © 2022, The Authors. All rights reserved.

关键词： Surface tension

Fractional Integrable Nonlinear Soliton Equations

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Physical Review Letters 2022年第18期128卷 184101-184101页

作者： Mark J. Ablowitz Joel B. Been Lincoln D. Carr Department of Applied Mathematics University of Colorado Boulder Colorado 80309 USA Department of Applied Mathematics and Statistics Colorado School of Mines Golden Colorado 80401 USA Department of Physics Colorado School of Mines Golden Colorado 80401 USA Quantum Engineering Program Colorado School of Mines Golden Colorado 80401 USA

Nonlinear integrable equations serve as a foundation for nonlinear dynamics, and fractional equations are well known in anomalous diffusion. We connect these two fields by presenting the discovery of a new class of integrable fractional nonlinear evolution equations describing dispersive transport in fractional media. These equations can be constructed from nonlinear integrable equations using a widely generalizable mathematical process utilizing completeness relations, dispersion relations, and inverse scattering transform techniques. As examples, this general method is used to characterize fractional extensions to two physically relevant, pervasive integrable nonlinear equations: the Korteweg–deVries and nonlinear Schrödinger equations. These equations are shown to predict superdispersive transport of nondissipative solitons in fractional media.

关键词： Solitons