Interacting Particle System based estimation of reach probability of General Stochastic Hybrid Systems

For diffusions, a well-developed approach in rare event estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS). This paper studies IPS based reach probability estimation for General Stochastic Hybrid Systems (GSHS). The...

Random Assignment Versus Fixed Assignment in Multilevel Importance Splitting for Estimating Stochastic Reach Probabilities

This paper focuses on estimating reach probability of a closed unsafe set by a stochastic process. A well-developed approach is to make use of multi-level MC simulation, which consists of encapsulating the unsafe set by a sequence of increasing closed sets and conducting a sequence of MC simulations to estimate the reach probability of each...

Interacting Particle System-based Estimation of Reach Probability for a Generalized Stochastic Hybrid System

This paper studies estimation of reach probability for a generalized stochastic hybrid system (GSHS). For diffusion processes a well-developed approach in reach probability estimation is to introduce a suitable factorization of the reach probability and then to estimate these factors through simulation of an Interacting Particle System (IPS)....

Efficient numerical methods for partitioned fluid-structure interaction simulations

Fluid-structure interaction simulations are crucial for many engineering problems. For example, the blood flow around new heart valves or the deployment of airbags during a car crash are often modeled with fluidstructure interaction simulations. Also, to design safe parachutes, simulations are carried out to model the unsteady deformations of...

On in-situ visualization for strongly coupled partitioned fluid-structure interaction

We present an integrated in-situ visualization approach for partitioned multi-physics simulation of fluid-structure interaction. The simulation itself is treated as a black box and only the information at the fluid-structure interface is considered, and communicated between the fluid and solid solvers with a separate coupling tool. The...

On parallel scalability aspects of strongly coupled partitioned fluid-structure-acoustics interaction

Multi-physics simulations, such as fluid-structure-acoustics interaction (FSA), require a high performance computing environment in order to perform the simulation in a reasonable amount of computation time. Currently used coupling methods use a staggered execution of the fluid and solid solver [6], which leads to inherent load imbalances. In ...

Acceleration of Strongly Coupled Fluid-Structure Interaction with Manifold Mapping

Strongly coupled partitioned fluid-structure interaction problems require multiple coupling iterations per time step. The fluid domain and the structure domain are solved multiple times in each time step such that the kinematic and dynamic interface conditions on the fluid-structure interface are satisfied. Quasi-Newton methods have been...