5 papers
A Dynamical Low-rank Multilevel Monte Carlo Estimator for High-Dimensional Kinetic Equations
Chinmay Patwardhan, Sebastian Krumscheid, Jonas Kusch +2
Kinetic equations are used to model a wide range of phenomena important for real-world applications. Their applications span astrophysics, nuclear physics, engineering, and social…
An Investigation into the Distribution of Ratios of Particle Solver-based Likelihoods
Emil Løvbak, Sebastian Krumscheid
We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we…
regTPS-KLE: A Novel Approach To Approximate A Gaussian Random Field for Bayesian Spatial Modeling
Joaquin Cavieres, Sebastian Krumscheid
Gaussian random field is a ubiquitous model for spatial phenomena in diverse scientific disciplines. Its approximation is often crucial for computational feasibility in simulation,…
Low-rank variance reduction for uncertain radiative transfer with control variates
Chinmay Patwardhan, Pia Stammer, Emil Løvbak +2
The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertaint…
Reliable Uncertainty Quantification for Fiber Orientation in Composite Molding Processes using Multilevel Polynomial Surrogates
Stjepan Salatovic, Sebastian Krumscheid, Florian Wittemann +1
Fiber orientation is decisive for the mechanical performance of composite materials. During manufacturing, variations in material and process parameters can influence fiber orienta…