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Lorenzo Pareschi

Publications and source records attributed to Lorenzo Pareschi.

At least 37 records · Page 2Linked to original sources

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.

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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.

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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.

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Wasserstein convergence rates for stochastic particle approximation of Boltzmann models

We establish quantitative convergence rates for stochastic particle approximation based on Nanbu-type Monte Carlo schemes applied to a broad class of collisional kinetic models. Using coupling techniques and stability estimates in the Wasserstein-1 (Kantorovich-Rubinstein) metric, we derive sharp error bounds that reflect the nonlinear interaction structure of the models. Our framework includes classical Nanbu Monte Carlo method and more recent developments as Time Relaxed Monte Carlo methods. The results bridge the gap between probabilistic particle approximations and deterministic numerical error analysis, and provide a unified perspective for the convergence theory of Monte Carlo methods for Boltzmann-type equations. As a by-product, we also obtain existence and uniqueness of solutions to a large class of Boltzmann-type equations.

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Multi-fidelity and multi-level Monte Carlo methods for kinetic models of traffic flow

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical tools for analyzing uncertainties in vehicles interactions. To this end we discuss space-homogeneous Boltzmann-type equations, employing a non intrusive Monte Carlo approach both on the physical space, to solve the kinetic equation, and on the stochastic space, to investigate the uncertainty. To address the high dimensional challenges posed by this coupling, control variate approaches such as multi-fidelity and multi-level Monte Carlo methods are particularly effective. While both methods leverage models of varying accuracy to reduce computational demands, multi-fidelity methods exploit differences in model fidelity, while multi-level methods utilize a hierarchy of discretizations. Numerical simulations indicate that these approaches provide substantial accuracy improvements over standard Monte Carlo methods. Moreover, by using appropriate low-fidelity surrogates based on approximated steady state solutions or simplified BGK interactions, multi-fidelity methods can outperform multilevel Monte Carlo methods.

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Conservative polynomial approximations and applications to Fokker-Planck equations

We address the problem of constructing approximations based on orthogonal polynomials that preserve an arbitrary set of moments of a given function without loosing the spectral convergence property. To this aim, we compute the constrained polynomial of best approximation for a generic basis of orthogonal polynomials. The construction is entirely general and allows us to derive structure preserving numerical methods for partial differential equations that require the conservation of some moments of the solution, typically representing relevant physical quantities of the problem. These properties are essential to capture with high accuracy the long-time behavior of the solution. We illustrate with the aid of several numerical applications to Fokker-Planck equations the generality and the performances of the present approach.

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Kinetic models for optimization: a unified mathematical framework for metaheuristics

Metaheuristic algorithms, widely used for solving complex non-convex and non-differentiable optimization problems, often lack a solid mathematical foundation. In this review, we explore how concepts and methods from kinetic theory can offer a potential unifying framework for a variety of metaheuristic optimization methods. By applying principles from collisional and non-collisional kinetic theory, we outline how particle-based algorithms like Simulated Annealing, Genetic Algorithms, Particle Swarm Optimization, and Ensemble Kalman Filter may be described through a common statistical perspective. This approach not only provides a path to deeper theoretical insights and connects different methods under suitable asymptotic scalings, but also enables the derivation of novel algorithms using alternative numerical solvers. While not exhaustive, our review highlights how kinetic models can enhance the mathematical understanding of existing optimization algorithms and inspire new computational strategies.

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A Fourth-Order Finite Volume Scheme for Resistive Relativistic Magnetohydrodynamics

We present a finite-volume, genuinely 4th-order accurate numerical method for solving the equations of resistive relativistic magnetohydrodynamics (Res-RMHD) in Cartesian coordinates. In our formulation, the magnetic field is evolved in time in terms of face-average values via the constrained-transport method while the remaining variables (density, momentum, energy and electric fields) are advanced as cell volume-averages. Spatial accuracy employs 5th-order accurate WENO-Z reconstruction from point values (as described in a companion paper) to obtain left and right states at zone interfaces. Explicit flux evaluation is carried out by solving a Riemann problem at cell interfaces, using the Maxwell-Harten-Lax-van Leer with contact wave resolution (MHLLC). Time stepping is based on the implicit-explicit (IMEX) Runge-Kutta (RK) methods, of which we consider both the 3rd-order strong stability preserving SSP3(4,3,3) and a recent 4th-order additive RK scheme, to cope with the stiffness introduced by the source term in Ampere's law. Numerical benchmarks are presented in order to assess the accuracy and robustness of our implementation.

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New Trends on the Systems Approach to Modeling SARS-CoV-2 Pandemics in a Globally Connected Planet

This paper presents a critical analysis of the literature and perspective research ideas for modeling the epidemics caused by the SARS-CoV-2 virus. It goes beyond deterministic population dynamics to consider several key complexity features of the system under consideration. In particular, the multiscale features of the dynamics from contagion to the subsequent dynamics of competition between the immune system and the proliferating virus. Other topics addressed in this work include the propagation of epidemics in a territory, taking into account local transportation networks, the heterogeneity of the population, and the study of social and economic problems in populations involved in the spread of epidemics. The overall content aims to show how new mathematical tools can be developed to address the above topics and how mathematical models and simulations can contribute to the decision making of crisis managers.

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Instantaneous control strategies for magnetically confined fusion plasma

The principle behind magnetic fusion is to confine high temperature plasma inside a device in such a way that the nuclei of deuterium and tritium joining together can release energy. The high temperatures generated needs the plasma to be isolated from the wall of the device to avoid damages and the scope of external magnetic fields is to achieve this goal. In this paper, to face this challenge from a numerical perspective, we propose an instantaneous control mathematical approach to steer a plasma into a given spatial region. From the modeling point of view, we focus on the Vlasov equation in a bounded domain with self induced electric field and an external strong magnetic field. The main feature of the control strategy employed is that it provides a feedback on the equation of motion based on an instantaneous prediction of the discretized system. This permits to directly embed the minimization of a given cost functional into the particle interactions of the corresponding Vlasov model. The numerical results demonstrate the validity of our control approach and the capability of an external magnetic field, even if in a simplified setting, to lead the plasma far from the boundaries.

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Modelling contagious viral dynamics: a kinetic approach based on mutual utility

The temporal evolution of a contagious viral disease is modelled as the dynamic progression of different classes of population with individuals interacting pairwise. This interaction follows a binary mechanism typical of kinetic theory, wherein agents aim to improve their condition with respect to a mutual utility target. To this end, we introduce kinetic equations of Boltzmann-type to describe the time evolution of the probability distributions of the multi-agent system. The interactions between agents are defined using principles from price theory, specifically employing Cobb-Douglas utility functions for binary exchange and the Edgeworth box to depict the common exchange area where utility increases for both agents. Several numerical experiments presented in the paper highlight the significance of this mechanism in driving the phenomenon toward endemicity.

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Particle simulation methods for the Landau-Fokker-Planck equation with uncertain data

The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte Carlo (DSMC) method devised for the Boltzmann equation. One way to overcome this problem is to consider the design of Monte Carlo algorithms that are robust in the so-called grazing collision limit. In the first part of this manuscript, we will focus on the construction of collision algorithms for the Landau-Fokker-Planck equation based on the grazing collision asymptotics and which avoids the use of iterative solvers. Subsequently, we discuss problems involving uncertainties and show how to develop a stochastic Galerkin projection of the particle dynamics which permits to recover spectral accuracy for smooth solutions in the random space. Several classical numerical tests are reported to validate the present approach.

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Optimization by linear kinetic equations and mean-field Langevin dynamics

Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al. in the middle of the last century. In this paper we show how the tools of linear kinetic theory allow to describe this gradient-free algorithm from the perspective of statistical physics and how convergence to the global minimum can be related to classical entropy inequalities. This analysis highlight the strong link between linear Boltzmann equations and stochastic optimization methods governed by Markov processes. Thanks to this formalism we can establish the connections between the simulated annealing process and the corresponding mean-field Langevin dynamics characterized by a stochastic gradient descent approach. Generalizations to other selection strategies in simulated annealing that avoid the acceptance-rejection dynamic are also provided.

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Reduced variance random batch methods for nonlocal PDEs

Random Batch Methods (RBM) for mean-field interacting particle systems enable the reduction of the quadratic computational cost associated with particle interactions to a near-linear cost. The essence of these algorithms lies in the random partitioning of the particle ensemble into smaller batches at each time step. The interaction of each particle within these batches is then evolved until the subsequent time step. This approach effectively decreases the computational cost by an order of magnitude while increasing the amount of fluctuations due to the random partitioning. In this work, we propose a variance reduction technique for RBM applied to nonlocal PDEs of Fokker-Planck type based on a control variate strategy. The core idea is to construct a surrogate model that can be computed on the full set of particles at a linear cost while maintaining enough correlations with the original particle dynamics. Examples from models of collective behavior in opinion spreading and swarming dynamics demonstrate the great potential of the present approach.

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Micro-macro stochastic Galerkin methods for nonlinear Fokker-Plank equations with random inputs

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and biological dynamics. Their mathematical formulation has often to face with physical forces having a significant random component or with particles living in a random environment which characterization may be deduced through experimental data and leading consequently to uncertainty-dependent equilibrium states. In this work, to address the problem of effectively solving stochastic Fokker-Planck systems, we will construct a new equilibrium preserving scheme through a micro-macro approach based on stochastic Galerkin methods. The resulting numerical method, contrarily to the direct application of a stochastic Galerkin projection in the parameter space of the unknowns of the underlying Fokker-Planck model, leads to highly accurate description of the uncertainty dependent large time behavior. Several numerical tests in the context of collective behavior for social and life sciences are presented to assess the validity of the present methodology against standard ones.

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Kinetic description and convergence analysis of genetic algorithms for global optimization

Genetic Algorithms (GA) are a class of metaheuristic global optimization methods inspired by the process of natural selection among individuals in a population. Despite their widespread use, a comprehensive theoretical analysis of these methods remains challenging due to the complexity of the heuristic mechanisms involved. In this work, relying on the tools of statistical physics, we take a first step towards a mathematical understanding of GA by showing how their behavior for a large number of individuals can be approximated through a time-discrete kinetic model. This allows us to prove the convergence of the algorithm towards a global minimum under mild assumptions on the objective function for a popular choice of selection mechanism. Furthermore, we derive a time-continuous model of GA, represented by a Boltzmann-like partial differential equation, and establish relations with other kinetic and mean-field dynamics in optimization. Numerical experiments support the validity of the proposed kinetic approximation and investigate the asymptotic configurations of the GA particle system for different selection mechanisms and benchmark problems.

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Multiscale constitutive framework of 1D blood flow modeling: Asymptotic limits and numerical methods

In this paper, a multiscale constitutive framework for one-dimensional blood flow modeling is presented and discussed. By analyzing the asymptotic limits of the proposed model, it is shown that different types of blood propagation phenomena in arteries and veins can be described through an appropriate choice of scaling parameters, which are related to distinct characterizations of the fluid-structure interaction mechanism (whether elastic or viscoelastic) that exist between vessel walls and blood flow. In these asymptotic limits, well-known blood flow models from the literature are recovered. Additionally, by analyzing the perturbation of the local elastic equilibrium of the system, a new viscoelastic blood flow model is derived. The proposed approach is highly flexible and suitable for studying the human cardiovascular system, which is composed of vessels with high morphological and mechanical variability. The resulting multiscale hyperbolic model of blood flow is solved using an asymptotic-preserving Implicit-Explicit Runge-Kutta Finite Volume method, which ensures the consistency of the numerical scheme with the different asymptotic limits of the mathematical model without affecting the choice of the time step by restrictions related to the smallness of the scaling parameters. Several numerical tests confirm the validity of the proposed methodology, including a case study investigating the hemodynamics of a thoracic aorta in the presence of a stent.

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Gradient-based Monte Carlo methods for relaxation approximations of hyperbolic conservation laws

Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier--Stokes equations. Such methods, referred to as gradient random walk methods, were extensively studied in the '90s and have several interesting features, such as being grid free, automatically adapting to the solution by concentrating elements where the gradient is large and significantly reducing the variance of the standard random walk approach. In this work, we revive these ideas by showing how to generalize the approach to a larger class of partial differential equations, including hyperbolic systems of conservation laws. To achieve this goal, we first extend the classical Monte Carlo method to relaxation approximation of systems of conservation laws, and subsequently consider a novel particle dynamics based on the spatial derivatives of the solution. The methodology, combined with asymptotic-preserving splitting discretization, yields a way to construct a new class of gradient-based Monte Carlo methods for hyperbolic systems of conservation laws. Several results in one spatial dimension for scalar equations and systems of conservation laws show that the new methods are very promising and yield remarkable improvements compared to standard Monte Carlo approaches, either in terms of variance reduction as well as in describing the shock structure.

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