159 research outputs found

    Bounded normal generation is not equivalent to topological bounded normal generation

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    We show that some derived L1\mathrm{L}^1 full groups provide examples of non simple Polish groups with the topological bounded normal generation property. In particular, it follows that there are Polish groups with the topological bounded normal generation property but not the bounded normal generation property.Comment: 11 page

    Numerical approximation of poroelasticity with random coefficients using Polynomial Chaos and Hybrid High-Order methods

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    In this work, we consider the Biot problem with uncertain poroelastic coefficients. The uncertainty is modelled using a finite set of parameters with prescribed probability distribution. We present the variational formulation of the stochastic partial differential system and establish its well-posedness. We then discuss the approximation of the parameter-dependent problem by non-intrusive techniques based on Polynomial Chaos decompositions. We specifically focus on sparse spectral projection methods, which essentially amount to performing an ensemble of deterministic model simulations to estimate the expansion coefficients. The deterministic solver is based on a Hybrid High-Order discretization supporting general polyhedral meshes and arbitrary approximation orders. We numerically investigate the convergence of the probability error of the Polynomial Chaos approximation with respect to the level of the sparse grid. Finally, we assess the propagation of the input uncertainty onto the solution considering an injection-extraction problem.Comment: 30 pages, 15 Figure

    Smolyak's algorithm: A powerful black box for the acceleration of scientific computations

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    We provide a general discussion of Smolyak's algorithm for the acceleration of scientific computations. The algorithm first appeared in Smolyak's work on multidimensional integration and interpolation. Since then, it has been generalized in multiple directions and has been associated with the keywords: sparse grids, hyperbolic cross approximation, combination technique, and multilevel methods. Variants of Smolyak's algorithm have been employed in the computation of high-dimensional integrals in finance, chemistry, and physics, in the numerical solution of partial and stochastic differential equations, and in uncertainty quantification. Motivated by this broad and ever-increasing range of applications, we describe a general framework that summarizes fundamental results and assumptions in a concise application-independent manner

    A Dimension-Adaptive Multi-Index Monte Carlo Method Applied to a Model of a Heat Exchanger

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    We present an adaptive version of the Multi-Index Monte Carlo method, introduced by Haji-Ali, Nobile and Tempone (2016), for simulating PDEs with coefficients that are random fields. A classical technique for sampling from these random fields is the Karhunen-Lo\`eve expansion. Our adaptive algorithm is based on the adaptive algorithm used in sparse grid cubature as introduced by Gerstner and Griebel (2003), and automatically chooses the number of terms needed in this expansion, as well as the required spatial discretizations of the PDE model. We apply the method to a simplified model of a heat exchanger with random insulator material, where the stochastic characteristics are modeled as a lognormal random field, and we show consistent computational savings

    A statistical learning strategy for closed-loop control of fluid flows

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    This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system’s dynamics. A control strategy is then learned using reinforcement learning once rewards relevant with respect to the control objective are identified. This method is designed for experimental configurations, requiring no computations nor prior knowledge of the system, and enjoys intrinsic robustness. It is illustrated on two systems: the control of the transitions of a Lorenz’63 dynamical system, and the control of the drag of a cylinder flow. The method is shown to perform well

    Lessons in uncertainty quantification for turbulent dynamical systems

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    Neural field models with threshold noise

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    The original neural field model of Wilson and Cowan is often interpreted as the averaged behaviour of a network of switch like neural elements with a distribution of switch thresholds, giving rise to the classic sigmoidal population firing-rate function so prevalent in large scale neuronal modelling. In this paper we explore the effects of such threshold noise without recourse to averaging and show that spatial correlations can have a strong effect on the behaviour of waves and patterns in continuum models. Moreover, for a prescribed spatial covariance function we explore the differences in behaviour that can emerge when the underlying stationary distribution is changed from Gaussian to non-Gaussian. For travelling front solutions, in a system with exponentially decaying spatial interactions, we make use of an interface approach to calculate the instantaneous wave speed analytically as a series expansion in the noise strength. From this we find that, for weak noise, the spatially averaged speed depends only on the choice of covariance function and not on the shape of the stationary distribution. For a system with a Mexican-hat spatial connectivity we further find that noise can induce localised bump solutions, and using an interface stability argument show that there can be multiple stable solution branches

    Applying Bayesian model averaging for uncertainty estimation of input data in energy modelling

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    Background Energy scenarios that are used for policy advice have ecological and social impact on society. Policy measures that are based on modelling exercises may lead to far reaching financial and ecological consequences. The purpose of this study is to raise awareness that energy modelling results are accompanied with uncertainties that should be addressed explicitly. Methods With view to existing approaches of uncertainty assessment in energy economics and climate science, relevant requirements for an uncertainty assessment are defined. An uncertainty assessment should be explicit, independent of the assessor’s expertise, applicable to different models, including subjective quantitative and statistical quantitative aspects, intuitively understandable and be reproducible. Bayesian model averaging for input variables of energy models is discussed as method that satisfies these requirements. A definition of uncertainty based on posterior model probabilities of input variables to energy models is presented. Results The main findings are that (1) expert elicitation as predominant assessment method does not satisfy all requirements, (2) Bayesian model averaging for input variable modelling meets the requirements and allows evaluating a vast amount of potentially relevant influences on input variables and (3) posterior model probabilities of input variable models can be translated in uncertainty associated with the input variable. Conclusions An uncertainty assessment of energy scenarios is relevant if policy measures are (partially) based on modelling exercises. Potential implications of these findings include that energy scenarios could be associated with uncertainty that is presently neither assessed explicitly nor communicated adequately
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