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13 papers · 2 filters
Continuous Limits for Constrained Ensemble Kalman Filter
Michael Herty, Giuseppe Visconti
The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applic…
An Integral Equation Formulation of the -body Dielectric Spheres Problem. Part II: Complexity Analysis
Bérenger Bramas, Muhammad Hassan, Benjamin Stamm
This article is the second in a series of two papers concerning the mathematical study of a boundary integral equation of the second kind that describes the interaction of diel…
Importance sampling for a robust and efficient multilevel Monte Carlo estimator for stochastic reaction networks
Chiheb Ben Hammouda, Nadhir Ben Rached, Raul Tempone
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficien…
A Particle Method without Remeshing
Matthias Kirchhart, Christian Rieger
We propose a simple tweak to a recently developed regularisation scheme for particle methods. This allows us to chose the particle spacing proportional to the regularisation le…
Efficient implementation of adaptive order reconstructions
Matteo Semplice, Giuseppe Visconti
Including polynomials with small degree and stencil when designing very high order reconstructions is surely beneficial for their non oscillatory properties, but may bring loss of…
Inf-sup stability of the trace P2-P1 Taylor-Hood elements for surface PDEs
Maxim A. Olshanskii, Arnold Reusken, Alexander Zhiliakov
The paper studies a geometrically unfitted finite element method (FEM), known as trace FEM or cut FEM, for the numerical solution of the Stokes system posed on a closed smooth surf…