arXiv subjects

Lorenzo Pareschi

Publications and source records attributed to Lorenzo Pareschi.

At least 19 recordsLinked to original sources

arXiv2026

Control variates with neural surrogates for uncertainty quantification in kinetic equations

Efficient uncertainty quantification for kinetic equations with random inputs is challenging because it requires repeated simulations of high-dimensional models, such as the Boltzmann, Landau, and related collisional equations, whose computational cost can quickly become prohibitive. Multifidelity control variates address this difficulty by coupling a small number of high-fidelity simulations with many evaluations of lower-complexity reduced models. In this work, we analyze the case in which the reduced model is replaced by a neural surrogate rather than evaluated through a classical numerical scheme. We show that the resulting estimator remains unbiased and that the change in the optimal variance induced by the neural approximation is controlled by the error between the exact low-fidelity observable and its neural approximation. This estimate is then combined with residual stability estimates for inhomogeneous Fokker--Planck and Bhatnagar--Gross--Krook surrogates. We also extend the analysis to several control variates and to an asymptotic-preserving (AP) hierarchy containing the limiting Euler observable. In the fluid limit, the optimal hierarchical variance converges to the variance associated with the limiting Euler control, while the contribution of the intermediate kinetic correction vanishes. Numerical tests based on micro--macro neural surrogates illustrate the predicted variance stability and the behavior of the AP hierarchy.

math.NA↗

arXiv2026

High-Order Asymptotic-Preserving Schemes for Kinetic Equations from Rarefied to Incompressible Regimes

This work introduces a novel high-order numerical framework for solving kinetic equations, designed to remain uniformly valid across all regimes of the mean free path, spanning from the rarefied kinetic scale to the incompressible hydrodynamic limit. The method is built upon a micro-macro decomposition, which reformulates the underlying kinetic equation into a coupled system consisting of a macroscopic part, representing the fluid-dynamic evolution, and a microscopic part, describing the non-equilibrium deviations. The proposed framework ensures high-order temporal accuracy through the use of Implicit-Explicit Runge-Kutta methods, which provide stability and efficiency in stiff regimes, while spatial resolution is enhanced by combining finite-difference WENO reconstructions with high-order central difference approximations. A key feature of the proposed methodology is its Asymptotic-Preserving (AP) property. We demonstrate that, in the appropriate asymptotic limit as the mean free path tends to zero, the scheme consistently reduces to a high-order finite-difference formulation of the incompressible Navier-Stokes equations. To support the theoretical findings, a set of numerical experiments are performed on one- and two-dimensional benchmark problems, which confirm the accuracy, stability, and versatility of the method across different flow regimes.

math.NA↗

arXiv2026

Superlinear drift in consensus-based optimization with condensation phenomena

Consensus-based optimization (CBO) is a class of metaheuristic algorithms designed for global optimization problems. In the many-particle limit, classical CBO dynamics can be rigorously connected to mean-field equations that ensure convergence toward global minimizers under suitable conditions. In this work, we draw inspiration from recent extensions of the Kaniadakis--Quarati model for indistinguishable bosons to develop a novel CBO method governed by a system of SDEs with superlinear drift and nonconstant diffusion. The resulting mean-field formulation in one dimension exhibits condensation-like phenomena, including finite-time blow-up and loss of $L^2$-regularity. To avoid the curse of dimensionality a marginal based formulation which permits to leverage the one-dimensional results to multiple dimensions is proposed. We support our approach with numerical experiments that highlight both its consistency and potential performance improvements compared to classical CBO methods.

math.OC↗

arXiv2026

Collective Annealing by Switching Temperatures: a Boltzmann-type description

The design of effective cooling strategies is a crucial component in simulated annealing algorithms based on the Metropolis method. Traditionally, this is achieved through inverse logarithmic decays of the temperature to ensure convergence to global minima. In this work, we propose Collective Annealing by Switching Temperatures ({CAST}), a novel collective simulated annealing dynamic in which agents interact to learn an adaptive cooling schedule. Inspired by the particle-swapping mechanism of parallel tempering, we introduce a Boltzmann-type framework in which particles exchange temperatures through stochastic binary interactions. Under suitable conditions on the interaction parameters, this process induces a monotone decrease of the expected average temperature in the system. Numerical results indicate that the proposed approach can improve convergence speed over classical simulated annealing on multimodal benchmark problems, especially in regimes where adaptive exploration is important.

math.OC↗

arXiv2026

How opinions shape epidemics: a graphon-based kinetic approach

Understanding the mutual influence between social behavior and physical health is crucial for designing effective epidemic mitigation strategies. Individual interactions drive the evolution of opinions, which in turn shape how infectious diseases are perceived and consequently how they spread within a population, for instance through the adoption or rejection of preventive measures. At the same time, the distribution and dynamics of physical contacts play a fundamental role in determining transmission patterns. To this end, we develop a mathematical framework to analyze the coupled dynamics of opinion formation, disease transmission, and physical contacts by employing graphon-based networks, which capture heterogeneous and large-scale connectivity patterns typical of realistic social structures. The epidemic compartmental model further incorporates a kinetic description of microscopic level physical contacts, allowing for a consistent multiscale representation of interaction patterns. Starting from a microscopic description governed by interpersonal compromise and intrinsic self-thinking processes, we derive a kinetic compartmental epidemic model on graphons via a mean-field limit. This formulation allows us to investigate the joint evolution of the disease state and the opinion distribution, with a particular focus on the role of social networks and physical contacts. Numerical experiments demonstrate that the graphon-kinetic approach provides a comprehensive representation of the coupled opinion-epidemic dynamics, revealing new possibilities for controlling disease spread by shaping population opinion patterns.

physics.soc-ph↗

arXiv2026

Multi-Order Monte Carlo IMEX hierarchies for uncertainty quantification in multiscale hyperbolic systems

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to satisfy the asymptotic-preserving property across different discretization orders of accuracy. In contrast to traditional Multi-Level Monte Carlo methods, which require costly hierarchical re-meshing, our method constructs a multi-order hierarchy by varying both spatial and temporal discretization orders within the Monte Carlo framework. This enables efficient variance reduction while naturally adapting to the multiple scales inherent in the problem ensuring asymptotic consistency. The proposed method is particularly well-suited for hyperbolic systems with stiff relaxation, kinetic equations, and low Mach number flows, where standard Multi-Level Monte Carlo techniques often encounter computational challenges. Numerical experiments demonstrate that the novel Multi-Order Monte Carlo approach achieves substantial reduction of both error and variance while maintaining asymptotic consistency in the asymptotic limit.

math.NA↗

arXiv2026

Two-Time-Scale Learning Dynamics: A Population View of Neural Network Training

Population-based learning paradigms, including evolutionary strategies, Population-Based Training (PBT), and recent model-merging methods, combine fast within-model optimisation with slower population-level adaptation. Despite their empirical success, a general mathematical description of the resulting collective training dynamics remains incomplete. We introduce a theoretical framework for neural network training based on two-time-scale population dynamics. We model a population of neural networks as an interacting agent system in which network parameters evolve through fast noisy gradient updates of SGD/Langevin type, while hyperparameters evolve through slower selection--mutation dynamics. We prove the large-population limit for the joint distribution of parameters and hyperparameters and, under strong time-scale separation, derive a selection--mutation equation for the hyperparameter density. For each fixed hyperparameter, the fast parameter dynamics relaxes to a Boltzmann--Gibbs measure, inducing an effective fitness for the slow evolution. The averaged dynamics connects population-based learning with bilevel optimisation and classical replicator--mutator models, yields conditions under which the population mean moves toward the fittest hyperparameter, and clarifies the role of noise and diversity in balancing optimisation and exploration. Numerical experiments illustrate both the large-population regime and the reduced two-time-scale dynamics, and indicate that access to the effective fitness, either in closed form or through population-level estimation, can improve population-level updates.

cs.LG↗

arXiv2025

Micro-Macro Tensor Neural Surrogates for Uncertainty Quantification in Collisional Plasma

Plasma kinetic equations exhibit pronounced sensitivity to microscopic perturbations in model parameters and data, making reliable and efficient uncertainty quantification (UQ) essential for predictive simulations. However, the cost of uncertainty sampling, the high-dimensional phase space, and multiscale stiffness pose severe challenges to both computational efficiency and error control in traditional numerical methods. These aspects are further emphasized in presence of collisions where the high-dimensional nonlocal collision integrations and conservation properties pose severe constraints. To overcome this, we present a variance-reduced Monte Carlo framework for UQ in the Vlasov--Poisson--Landau (VPL) system, in which neural network surrogates replace the multiple costly evaluations of the Landau collision term. The method couples a high-fidelity, asymptotic-preserving VPL solver with inexpensive, strongly correlated surrogates based on the Vlasov--Poisson--Fokker--Planck (VPFP) and Euler--Poisson (EP) equations. For the surrogate models, we introduce a generalization of the separable physics-informed neural network (SPINN), developing a class of tensor neural networks based on an anisotropic micro-macro decomposition, to reduce velocity-moment costs, model complexity, and the curse of dimensionality. To further increase correlation with VPL, we calibrate the VPFP model and design an asymptotic-preserving SPINN whose small- and large-Knudsen limits recover the EP and VP systems, respectively. Numerical experiments show substantial variance reduction over standard Monte Carlo, accurate statistics with far fewer high-fidelity samples, and lower wall-clock time, while maintaining robustness to stochastic dimension.

cs.LG↗

arXiv2025

Asymptotic preserving methods for the low mach limit in discrete velocity models approximating kinetic equations

We consider a Lattice Boltzmann type discrete velocity model in the low Mach number scaling and develop a corresponding numerical scheme that remains uniformly valid across all regimes of the mean free path, from the kinetic to the hydrodynamic scale. The proposed framework ensures high order temporal accuracy through the use of Implicit Explicit Runge Kutta methods, which provide stability and efficiency in stiff regimes, while spatial resolution is enhanced by combining finite difference WENO reconstructions with high order central difference approximations. In the appropriate asymptotic limit, the scheme reduces to a high order finite difference formulation of the incompressible Navier Stokes equations, thereby guaranteeing physical consistency of the numerical approximation with the limit model. To corroborate the theoretical findings, a set of numerical experiments is performed on two dimensional benchmark problems, which confirm the accuracy, stability, and versatility of the method across different flow regimes.

math.NA↗

arXiv2025

High-Order Asymptotic-Preserving IMEX schemes for an ES-BGK model for Gas Mixtures

In this work we construct a high-order Asymptotic-Preserving (AP) Implicit-Explicit (IMEX) scheme for the ES-BGK model for gas mixtures introduced in [Brull, Commun. Math. Sci., 2015]. The time discretization is based on the IMEX strategy proposed in [Filbet, Jin, J. Sci. Comput., 2011] for the single-species BGK model and is here extended to the multi-species ES-BGK setting. The resulting method is fully explicit, uniformly stable with respect to the Knudsen number and, in the fluid regime, it reduces to a consistent and high-order accurate solver for the limiting macroscopic equations of the mixture. The IMEX structure removes the stiffness associated with the relaxation term so that the time step is constrained only by a hyperbolic CFL condition. The full solver couples a high-order space and velocity discretization that includes third-order time integration, a CWENO3 finite-volume reconstruction in space, exact conservation of macroscopic moments in the discrete velocity space, and a multithreaded implementation. The proposed approach can handle an arbitrary number of species. Its accuracy and robustness are demonstrated on a set of multidimensional kinetic tests for gas mixtures, where the AP property and the correct asymptotics are numerically verified across different regimes.

math.NA↗

arXiv2025

Augmented data and neural networks for robust epidemic forecasting: application to COVID-19 in Italy

In this work, we propose a data augmentation strategy aimed at improving the training phase of neural networks and, consequently, the accuracy of their predictions. Our approach relies on generating synthetic data through a suitable compartmental model combined with the incorporation of uncertainty. The available data are then used to calibrate the model, which is further integrated with deep learning techniques to produce additional synthetic data for training. The results show that neural networks trained on these augmented datasets exhibit significantly improved predictive performance. We focus in particular on two different neural network architectures: Physics-Informed Neural Networks (PINNs) and Nonlinear Autoregressive (NAR) models. The NAR approach proves especially effective for short-term forecasting, providing accurate quantitative estimates by directly learning the dynamics from data and avoiding the additional computational cost of embedding physical constraints into the training. In contrast, PINNs yield less accurate quantitative predictions but capture the qualitative long-term behavior of the system, making them more suitable for exploring broader dynamical trends. Numerical simulations of the second phase of the COVID-19 pandemic in the Lombardy region (Italy) validate the effectiveness of the proposed approach.

math.NA↗

arXiv2025

Robust feedback control of collisional plasma dynamics in presence of uncertainties

Magnetic fusion aims to confine high-temperature plasma within a device, enabling the fusion of deuterium and tritium nuclei to release energy. Due to the very large temperatures involved, it is essential to isolate the plasma from the device walls to prevent structural damage and the external magnetic fields play a fundamental role in achieving this confinement. In realistic settings, the physical mechanisms governing plasma behavior are highly complex, involving numerous uncertain parameters and intricate particle interactions, such as collisions, that significantly affect both confinement efficiency and overall stability. In this work, we address particularly these challenges by proposing a robust feedback control strategy designed to steer the plasma towards a desired spatial region, despite the presence of uncertainties. From a modeling perspective, we consider a collisional plasma described by a Vlasov-Poisson-BGK system, which accounts for a self-consistent electric field and a strong external magnetic field, while incorporating uncertainty in the model. A key feature of the proposed control strategy is its independence from the random parameter, making it particularly suitable for practical applications. A series of numerical simulations confirms the effectiveness of our approach and demonstrates the ability of external magnetic fields to successfully confine plasma away from the device boundaries, even in the presence of uncertain conditions.

math.NA↗

arXiv2025

A DSMC-PIC coupling method for the Vlasov-Maxwell-Landau system

We present a numerical framework for the simulation of collisional plasma dynamics, based on a coupling between Direct Simulation Monte Carlo (DSMC) and Particle-in-Cell (PIC) methods for the Vlasov-Maxwell-Landau system. The approach extends previously developed DSMC techniques for the homogeneous Landau equation to the fully inhomogeneous, electromagnetic regime. The Landau collision operator is treated through a stochastic particle formulation inspired by the grazing-collision limit of the Boltzmann equation, which enables an efficient and physically consistent representation of Coulomb interactions without relying on the full Boltzmann structure. The resulting collisional solver is combined, via operator splitting, with standard PIC schemes for the Vlasov-Maxwell dynamics, providing flexibility in the choice of field discretisation and time integration. The overall method preserves the main physical invariants of the system while maintaining computational efficiency and simplicity of implementation. Numerical experiments on benchmark problems demonstrate the accuracy, robustness, and effectiveness of the coupled DSMC-PIC approach across a wide range of collisional regimes.

physics.comp-ph↗

arXiv2025

Swarm-based optimization with jumps: a kinetic BGK framework and convergence analysis

Metaheuristic algorithms are powerful tools for global optimization, particularly for non-convex and non-differentiable problems where exact methods are often impractical. Particle-based optimization methods, inspired by swarm intelligence principles, have shown effectiveness due to their ability to balance exploration and exploitation within the search space. In this work, we introduce a novel particle-based optimization algorithm where velocities are updated via random jumps, a strategy commonly used to enhance stochastic exploration. We formalize this approach by describing the dynamics through a kinetic modelling of BGK type, offering a unified framework that accommodates general noise distributions, including heavy-tailed ones like Cauchy. Under suitable parameter scaling, the model reduces to the Consensus-Based Optimization (CBO) dynamics. For non-degenerate Gaussian noise in bounded domains, we prove propagation of chaos and convergence towards minimizers. Numerical results on benchmark problems validate the approach and highlight its connection to CBO.

math.OC↗

arXiv2025

Emerging properties of the degree distribution in large non-growing networks

The degree distribution is a key statistical indicator in network theory, often used to understand how information spreads across connected nodes. In this paper, we focus on non-growing networks formed through a rewiring algorithm and develop kinetic Boltzmann-type models to capture the emergence of degree distributions that characterize both preferential attachment networks and random networks. Under a suitable mean-field scaling, these models reduce to a Fokker-Planck-type partial differential equation with an affine diffusion coefficient, that is consistent with a well-established master equation for discrete rewiring processes. We further analyze the convergence to equilibrium for this class of Fokker-Planck equations, demonstrating how different regimes -- ranging from exponential to algebraic rates -- depend on network parameters. Our results provide a unified framework for modeling degree distributions in non-growing networks and offer insights into the long-time behavior of such systems.

physics.soc-ph↗

arXiv2025

Structure and asymptotic preserving deep neural surrogates for uncertainty quantification in multiscale kinetic equations

The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence and high variance, which become increasingly severe as the dimensionality of the parameter space grows. To accelerate MC sampling, we adopt a multiscale control variates strategy that leverages low-fidelity solutions from simplified kinetic models to reduce variance. To further improve sampling efficiency and preserve the underlying physics, we introduce surrogate models based on structure and asymptotic preserving neural networks (SAPNNs). These deep neural networks are specifically designed to satisfy key physical properties, including positivity, conservation laws, entropy dissipation, and asymptotic limits. By training the SAPNNs on low-fidelity models and enriching them with selected high-fidelity samples from the full Boltzmann equation, our method achieves significant variance reduction while maintaining physical consistency and asymptotic accuracy. The proposed methodology enables efficient large-scale prediction in kinetic UQ and is validated across both homogeneous and nonhomogeneous multiscale regimes. Numerical results demonstrate improved accuracy and computational efficiency compared to standard MC techniques.

math.NA↗

arXiv2025

A data augmentation strategy for deep neural networks with application to epidemic modelling

In this work, we integrate the predictive capabilities of compartmental disease dynamics models with machine learning ability to analyze complex, high-dimensional data and uncover patterns that conventional models may overlook. Specifically, we present a proof of concept demonstrating the application of data-driven methods and deep neural networks to a recently introduced Susceptible-Infected-Recovered type model with social features, including a saturated incidence rate, to improve epidemic prediction and forecasting. Our results show that a robust data augmentation strategy trough suitable data-driven models can improve the reliability of Feed-Forward Neural Networks and Nonlinear Autoregressive Networks, providing a complementary strategy to Physics-Informed Neural Networks, particularly in settings where data augmentation from mechanistic models can enhance learning. This approach enhances the ability to handle nonlinear dynamics and offers scalable, data-driven solutions for epidemic forecasting, prioritizing predictive accuracy over the constraints of physics-based models. Numerical simulations of the lockdown and post-lockdown phase of the COVID-19 epidemic in Italy and Spain validate our methodology.

math.NA↗

arXiv2025

Hierarchical dynamic domain decomposition for the multiscale Boltzmann equation

In this work, we present a hierarchical domain decomposition method for the multi-scale Boltzmann equation based on moment realizability matrices, a concept introduced by Levermore, Morokoff, and Nadiga in \cite{lev-mor-nad-1998}. This criterion is used to dynamically partition the two-dimensional spatial domain into three regimes: the Euler regime, an intermediate kinetic regime governed by the ES-BGK model, and the full Boltzmann regime. The key advantage of this approach lies in the use of Euler equations in regions where the flow is near hydrodynamic equilibrium, the ES-BGK model in moderately non-equilibrium regions where a fluid description is insufficient but full kinetic resolution is not yet necessary, and the full Boltzmann solver where strong non-equilibrium effects dominate, such as near shocks and boundary layers. This allows for both high accuracy and significant computational savings, as the Euler solver and the ES-BGK models are considerably cheaper than the full kinetic Boltzmann model. To ensure accurate and efficient coupling between regimes, we employ asymptotic-preserving (AP) numerical schemes and fast spectral solvers for evaluating the Boltzmann collision operator. Among the main novelties of this work are the use of a full 2D spatial and 3D velocity decomposition, the integration of three distinct physical regimes within a unified solver framework, and a parallelized implementation exploiting CPU multithreading. This combination enables robust and scalable simulation of multiscale kinetic flows with complex geometries.

math.NA↗