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math.NA2020
Resampling with neural networks for stochastic parameterization in multiscale systems
Daan Crommelin, Wouter Edeling
In simulations of multiscale dynamical systems, not all relevant processes can be resolved explicitly. Taking the effect of the unresolved processes into account is important, whic…
math.NA2020
Computing first passage times for Markov-modulated fluid models using numerical PDE problem solvers
Debarati Bhaumik, Marko A. A. Boon, Daan Crommelin +2
A popular method to compute first-passage probabilities in continuous-time Markov chains is by numerically inverting their Laplace transforms. Past decades, the scientific computin…