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Michael V. Tretyakov

Publications and source records attributed to Michael V. Tretyakov.

3 recordsLinked to original sources

A variational framework for Bayesian inversion in moving boundary Darcy flow

We develop an infinite-dimensional Bayesian framework for recovering spatially varying log-permeability from pressure observations in single-phase Darcy flow with a moving boundary, motivated by resin transfer moulding. The main contribution is an observation-wise representer formulation linking sensitivities of the parameter-to-observable map to the moving-boundary state and adjoint systems. This yields a reduced Levenberg--Marquardt method for maximum a posteriori (MAP) estimation on the Cameron--Martin space of a Gaussian prior and an explicit finite-rank covariance for the linearised MAP (LMAP) approximation. Once the representers are computed, the LM update and covariance assembly reduce to linear algebra in observation space, independently of the discretisation dimension. In 1D, the explicit moving-boundary solution is used to establish posterior well-posedness and existence of MAP estimators, and to derive closed-form Fréchet derivatives and representers. In 2D, we introduce a very weak mixed formulation coupling pressure, interface velocity and domain evolution. A formal one-sided directional shape linearisation yields the corresponding linearised state and adjoint systems, with observation-wise representers computed through independent, parallel adjoint problems. Numerical experiments show that the 1D LMAP approximation closely matches a reference MCMC posterior while requiring \(\mathcal{O}(10^1)\) rather than \(\mathcal{O}(10^5\text{--}10^6)\) forward simulations. In 2D, the method produces reconstructions and uncertainty estimates comparable to ensemble Kalman inversion with large ensembles, at substantially lower computational cost. The workflow is demonstrated across several geometries and experimental configurations without reformulating the inversion methodology.

math.NA

Geometric integrator for Langevin systems with quaternion-based rotational degrees of freedom and hydrodynamic interactions

We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces the Langevin-type equations sample from the canonical ensemble. The rotational degrees of freedom are described using quaternions, the lengths of which are exactly preserved by the stochastic dynamics. For the proposed Langevin-type equations, we construct a weak 2nd order geometric integrator which preserves the main geometric features of the continuous dynamics. The integrator uses Verlet-type splitting for the deterministic part of Langevin equations appropriately combined with an exactly integrated Ornstein-Uhlenbeck process. Numerical experiments are presented to illustrate both the new Langevin model and the numerical method for it, as well as to demonstrate how inertia and the coupling of rotational and translational motion can introduce qualitatively distinct behaviours.

physics.comp-ph

Wiener chaos vs stochastic collocation methods for linear advection-diffusion equations with multiplicative white noise

We compare Wiener chaos and stochastic collocation methods for linear advection-reaction-diffusion equations with multiplicative white noise. Both methods are constructed based on a recursive multi-stage algorithm for long-time integration. We derive error estimates for both methods and compare their numerical performance. Numerical results confirm that the recursive multi-stage stochastic collocation method is of order $Δ$ (time step size) in the second-order moments while the recursive multi-stage Wiener chaos method is of order $Δ^{\mathsf{N}}+Δ^2$ ($\mathsf{N}$ is the order of Wiener chaos) for advection-diffusion-reaction equations with commutative noises, in agreement with the theoretical error estimates. However, for non-commutative noises, both methods are of order one in the second-order moments.

math.NA