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Traditional probabilistic methods for the simulation of advection-diffusion equations (ADEs) often overlook the entropic contribution of the discretization, e.g., the number of particles, within associated numerical methods. Many times, the gain in accuracy of a highly discretized numerical model is outweighed by its associated computational costs or the noise within the data. We address the question of how many particles are needed in a simulation to best approximate and estimate parameters in one-dimensional advective-diffusive transport. To do so, we use the well-known Akaike Information Criterion (AIC) and a recently-developed correction called the Computational Information Criterion (COMIC) to guide the model selection process. Random-walk and mass-transfer particle tracking methods are employed to solve the model equations at various levels of discretization. Numerical results demonstrate that the COMIC provides an optimal number of particles that can describe a more efficient model in terms of parameter estimation and model prediction compared to the model selected by the AIC even when the data is sparse or noisy, the sampling volume is not uniform throughout the physical domain, or the error distribution of the data is non-IID Gaussian.
A new shock-tracking technique that avoids re-meshing the computational grid around the moving shock-front was recently proposed by the authors [1]. This paper describes further algorithmic improvements which make the extrapolated Discontinuity Track
Measurement data in linear systems arising from real-world applications often suffers from both large, sparse corruptions, and widespread small-scale noise. This can render many popular solvers ineffective, as the least squares solution is far from t
Pseudospectral numerical schemes for solving the Dirac equation in general static curved space are derived using a pseudodifferential representation of the Dirac equation along with a simple Fourier-basis technique. Owing to the presence of non-const
We present both modeling and computational advancements to a unique three-dimensional discontinuous Petrov-Galerkin finite element model for the simulation of laser amplification in a fiber amplifier. Our model is based on the time-harmonic Maxwell e
In this paper a deterministic sparse Fourier transform algorithm is presented which breaks the quadratic-in-sparsity runtime bottleneck for a large class of periodic functions exhibiting structured frequency support. These functions include, e.g., th