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math.NA2026
A Multilevel Interacting Particle System Method for the estimation of Failure Probabilities
Rubén Aylwin, José Pinto
We propose a novel method that combines a multilevel decomposition with the framework of Interacting Particle Systems to compute the probability that given quantities of interest t…
math.NA2026
Integral Formulations for two-dimensional Multi-Arcs
Jose Pinto, Ruben Aylwin
We study the Laplace equation with Dirichlet and Neumann boundary conditions posed on multi-arcs, i.e., collections of open arcs meeting at junction points. We begin by introducing…