Parameters in mathematical models are often impossible to determine fully or accurately, and are hence subject to uncertainty. By modelling the input parameters as stochastic processes, it is possible to quantify the uncertainty in the model outputs. 

In this talk, we employ the multilevel Monte Carlo (MLMC) method to compute expected values of quantities of interest related to partial differential equations with random coefficients. We make use of the circulant embedding method for sampling from the coefficient, and to further improve the computational complexity of the MLMC estimator, we devise and implement the smoothing technique integrated into the circulant embedding method. This allows to choose the coarsest mesh on the  first level of MLMC independently of the correlation length of the covariance function of the random  field, leading to considerable savings in computational cost.

 

Please note; this talk is hosted by Rutherford Appleton Laboratory, Harwell Campus, Didcot, OX11 0QX

In this talk, we discuss the critical threshold phenomena in a large class of one-dimensional pressureless Euler-Poisson (EP) equations with non-vanishing background states. First, we establish local-in-time well-posedness in appropriate regularity spaces, specifically involving negative Sobolev spaces, which are adapted to ensure the neutrality condition holds. We show that this negative homogeneous Sobolev regularity is necessary by proving an ill-posedness result in classical Sobolev spaces when this condition is absent. Next, we examine the critical threshold phenomena in pressureless EP systems that satisfy the neutrality condition. We show that, in the case of attractive forcing, the neutrality condition further restricts the sub-critical region, reducing it to a single line in the phase plane. Finally, we provide an analysis of the critical thresholds for repulsive EP systems with variable backgrounds. As an application, we analyze the critical thresholds for the damped EP system in the context of cold plasma ion dynamics, where the electron density is governed by the Maxwell-Boltzmann relation. This talk is based on joint work with Dong-ha Kim, Dowan Koo, and Eitan Tadmor.