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Numerical approximation of statistical solutions of incompressible flow
(2015)Research ReportWe present a finite difference-(Multi-level) Monte Carlo algorithm to efficiently compute statistical solutions of the two dimensional Navier-Stokes equations, with periodic bound- ary conditions and for arbitrarily high Reynolds number. We propose a reformulation of statistical solutions in the vorticity-stream function form. The vorticity-stream function for- mulation is discretized with a finite difference scheme. We obtain a convergence ...Report -
Monte-Carlo Finite-Volume Methods in Uncertainty Quantification for Hyperbolic Conservation Laws
(2017)SAM Research ReportReport -
Higher-order Quasi-Monte Carlo Training of Deep Neural Networks
(2020)SAM Research ReportWe present a novel algorithmic approach and an error analysis leveraging Quasi-Monte Carlo points for training deep neural network (DNN) surrogates of Data-to-Observable (DtO) maps in engineering design. Our analysis reveals higher-order consistent, deterministic choices of training points in the input data space for deep and shallow Neural Networks with holomorphic activation functions such as tanh. These novel training points are proved ...Report -
Numerical solution of scalar conservation laws with random flux functions
(2012)Research ReportWe consider scalar hyperbolic conservation laws in several space dimensions, with a class of random (and parametric) flux functions. We propose a Karhunen–Loève expansion on the state space of the random flux. For random flux functions which are Lipschitz continuous with respect to the state variable, we prove the existence of a unique random entropy solution. Using a Karhunen–Loève spectral decomposition of the random flux into principal ...Report