activity
20202023
most citedA Feynman-Kac based numerical method for the exit time probability of a class of transport problems

8 citations · 13 across the 5 of their papers we have counts for

collaborators

5 papers

math.NA2023★ 1 cited

A pseudo-reversible normalizing flow for stochastic dynamical systems with various initial distributions

Minglei Yang, Pengjun Wang, Diego del-Castillo-Negrete +2

We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributi…

physics.comp-ph2022★ 2 cited

A divergence-free constrained magnetic field interpolation method for scattered data

Minglei Yang, Diego del-Castillo-Negrete, Guannan Zhang +1

An interpolation method to evaluate magnetic fields given unstructured, scattered magnetic data is presented. The method is based on the reconstruction of the global magnetic field…

math.NA2022★ 1 cited

A probabilistic scheme for semilinear nonlocal diffusion equations with volume constraints

Minglei Yang, Guannan Zhang, Diego Del-Castillo-Negrete +1

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defi…

physics.comp-ph2021★ 8 cited

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

Minglei Yang, Guannan Zhang, Diego del-Castillo-Negrete +1

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is…

physics.comp-ph2020★ 1 cited

A sparse-grid probabilistic scheme for approximation of the runaway probability of electrons in fusion tokamak simulation

Minglei Yang, Guannan Zhang, Diego del-Castillo-Negrete +2

Runaway electrons (RE) generated during magnetic disruptions present a major threat to the safe operation of plasma nuclear fusion reactors. A critical aspect of understanding RE d…