3 papers
math.NA2026
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…
math.NA2026
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…
math.NA2025
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…