Category Archives: Uncertainty Quantification

Measure-valued death state and local sensitivity analysis for Winfree models with uncertain high-order couplings

by Mattia Zanella

S.-Y. Ha, M. Kang, J. Yoon, M. Zanella

Preprint arXiv, 2024.

We study the measure-valued death state and local sensitivity analysis of the Winfree model and its mean-field counterpart with uncertain high-order couplings. The Winfree model is the first mathematical model for synchronization, and it can cast as the effective approximation of the pulse-coupled model for synchronization, and it exhibits diverse asymptotic patterns depending on system parameters and initial data. For the proposed models, we present several frameworks leading to oscillator death in terms of system parameters and initial data, and the propagation of regularity in random space. We also present several numerical tests and compare them with analytical results.

Uncertainty Quantification for the Homogeneous Landau-Fokker-Planck Equation via Deterministic Particle Galerkin methods

by Mattia Zanella

R. Bailo, J. A. Carrillo, A. Medaglia, M. Zanella

Preprint arXiv, 2023.

We design a deterministic particle method for the solution of the spatially homogeneous Landau equation with uncertainty. The deterministic particle approximation is based on the reformulation of the Landau equation as a formal gradient flow on the set of probability measures, whereas the propagation of uncertain quantities is computed by means of a sG representation of each particle.

This approach guarantees spectral accuracy in uncertainty space while preserving the fundamental structural properties of the model: the positivity of the solution, the conservation of invariant quantities, and the entropy production. We provide a regularity results for the particle method in the random space. We perform the numerical validation of the particle method in a wealth of test cases.

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

by Mattia Zanella

A. Medaglia, L. Pareschi, M. Zanella

Journal of Computational Physics, in press. (Preprint arXiv)

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.

On the optimal control of kinetic epidemic models with uncertain social features

by Mattia Zanella

J. Franceschi, A. Medaglia, M. Zanella.

Optimal Control, Applications and Methods, online first. (Preprint arXiv)

It is recognized that social heterogeneities in terms of the contact distribution have a strong influence on the spread of infectious diseases. Nevertheless, few data are available and their statistical description does not possess universal patterns and may vary spatially and temporally. It is therefore essential to design optimal control strategies, mimicking the effects of non-pharmaceutical interventions, to limit efficiently the number of infected cases.

In this work, starting from a recently introduced kinetic model for epidemiological dynamics that takes into account the impact of social contacts of individuals, we consider an uncertain contact formation dynamics leading to slim-tailed as well as fat-tailed distributions of contacts. Hence, we analyse the effects of an optimal control strategy of the system of agents. Thanks to classical methods of kinetic theory, we couple uncertainty quantification methods with the introduced mathematical model to assess the effects of social limitations. Finally, using the proposed modelling approach and starting from available data, we show the effectiveness of the proposed selective measures to dampen uncertainties together with the epidemic trends.

Stochastic Galerkin particle methods for kinetic equations of plasmas with uncertainties

by Mattia Zanella

A. Medaglia, L. Pareschi, M. Zanella

Journal of Computational Physics, 479:112011, 2023. (Preprint arXiv)

The study of uncertainty propagation is of fundamental importance in plasma physics simulations. To this end, in the present work we propose a novel stochastic Galerkin (sG) particle methods for collisional kinetic models of plasmas under the effect of uncertainties.

This class of methods is based on a generalized polynomial chaos (gPC) expansion of the particles’ position and velocity. In details, we introduce a stochastic particle approximation for the Vlasov-Poisson system with a BGK term describing plasma collisions. A careful reformulation of such dynamics is needed to perform the sG projection and to obtain the corresponding system for the gPC coefficients. We show that the sG particle method preserves the main physical properties of the problem, such as conservations and positivity of the solution, while achieving spectral accuracy for smooth solutions in the random space. Furthermore, in the fluid limit the sG particle solver is designed to possess the asymptotic-preserving property necessary to obtain a sG particle scheme for the limiting Euler-Poisson system, thus avoiding the loss of hyperbolicity typical of conventional sG methods based on finite differences or finite volumes. We tested the schemes considering the classical Landau damping problem in the presence of both small and large initial uncertain perturbations, the two stream instability and the Sod shock tube problems under uncertainties. The results show that the proposed method is able to capture the correct behavior of the system in all test cases, even when the relaxation time scale is very small.

Monte Carlo stochastic Galerkin methods for non-Maxwellian kinetic models of multiagent systems with uncertainties

by Mattia Zanella

A. Medaglia, A. Tosin, M. Zanella

Partial Differential Equations and Applications, 3, 51, 2022. (Preprint arXiv)

In this paper, we focus on the construction of a hybrid scheme for the approximation of non- Maxwellian kinetic models with uncertainties. In the context of multiagent systems, the introduction of a kernel at the kinetic level is useful to avoid unphysical interactions.

The methods here proposed, combine a direct simulation Monte Carlo (DSMC) in the phase space together with stochastic Galerkin (sG) methods in the random space. The developed schemes preserve the main physical properties of the solution together with accuracy in the random space. The consistency of the methods is tested with respect to surrogate Fokker-Planck models that can be obtained in the quasi-invariant regime of parameters. Several applications of the schemes to non-Maxwellian models of multiagent systems are reported.

Uncertainty quantification and control of kinetic models for tumour growth under clinical uncertainties

by Mattia Zanella

A. Medaglia, G. Colelli, L. Farina, A. Bacila, P. Bini, E. Marchioni, S. Figini, A. Pichiecchio, M. Zanella

International Journal of Non-Linear Mechanics, 141:103933. (Preprint arXiv)

In this work, we develop a kinetic model for tumour growth taking into account the effects of clinical uncertainties characterising the tumours’ progression.

The action of therapeutic protocols trying to steer the tumours’ volume towards a target size is then investigated by means of suitable selective-type controls acting at the level of cellular dynamics. By means of classical tools of statistical mechanics for many-agent systems, we are able to prove that it is possible to dampen clinical uncertainties across the scales. To take into account the scarcity of clinical data and the possible source of error in the image segmentation of tumours’ evolution, we estimated empirical distributions of relevant parameters that are considered to calibrate the resulting model obtained from real cases of primary glioblastoma. Suitable numerical methods for uncertainty quantification of the resulting kinetic equations are discussed and, in the last part of the paper, we compare the effectiveness of the introduced control approaches in reducing the variability in tumours’ size due to the presence of uncertain quantities.

A data-driven epidemic model with social structure for understanding the COVID-19 infection on a heavily affected Italian Province

by Mattia Zanella

M. Azzi, C. Bardelli, S. Deandrea, G. Dimarco, S. Figini, P. Perotti, G. Toscani, M. Zanella

Mathematical Models and Methods in Applied Sciences, 31(12):2533-2570, 2021. (Preprint arXiv)

In this work, using a detailed dataset furnished by National Health Authorities concerning the Province of Pavia (Lombardy, Italy), we propose to determine the essential features of the ongoing COVID-19 pandemic in term of contact dynamics. Our contribution is devoted to provide a possible planning of the needs of medical infrastructures in the Pavia Province and to suggest different scenarios about the vaccination campaign which possibly help in reducing the fatalities and/or reducing the number of infected in the population.
The proposed research combines a new mathematical description of the spread of an infectious diseases which takes into account both age and average daily social contacts with a detailed analysis of the dataset of all traced infected individuals in the Province of Pavia. These information are used to develop a data-driven model in which calibration and feeding of the model are extensively used. The epidemiological evolution is obtained by relying on an approach based on statical mechanics. This leads to study the evolution over time of a system of probability distributions characterizing the age and social contacts of the population. One of the main outcomes shows that, as expected, the spread of the disease is closely related to the mean number of contacts of individuals. The model permits to forecast thanks to an uncertainty quantification approach and in the short time horizon, the average number and the confidence bands of expected hospitalized classified by age and to test different options for an effective vaccination campaign with age-decreasing priority.

Mean-field control variate methods for kinetic equations with uncertainties and applications to socio-economic sciences

by Mattia Zanella

L. Pareschi, T. Trimborn, M. Zanella

International Journal for Uncertainty Quantification, 12(1): 61-84, 2022. (Preprint arXiv)

In this paper, we extend a recently introduced multi-fidelity control variate for the uncertainty quantification of the Boltzmann equation to the case of kinetic models arising in the study of multiagent systems. For these phenomena, where the effect of uncertainties is particularly evident, several models have been developed whose equilibrium states are typically unknown. In particular, we aim to develop efficient numerical methods based on solving the kinetic equations in the phase space by Direct Simulation Monte Carlo (DSMC) coupled to a Monte Carlo sampling in the random space. To this end, exploiting the knowledge of the corresponding mean-field approximation we develop novel mean-field Control Variate (MFCV) methods that are able to strongly reduce the variance of the standard Monte Carlo sampling method in the random space. We verify these observations with several numerical examples based on classical models , including wealth exchanges and opinion formation model for collective phenomena.

Modelling lockdown measures in epidemic outbreaks using selective socio-economic containment with uncertainty.

by Mattia Zanella

G. Albi, L. Pareschi, M. Zanella

Mathematical Biosciences and Engineering, 18(6): 7161-7190, 2021. (Preprint arXiv)

After the introduction of drastic containment measures aimed at stopping the epidemic contagion from SARS-CoV2, many governments have adopted a strategy based on a periodic relaxation of such measures in the face of a severe economic crisis caused by lockdowns. Assessing the impact of such openings in relation to the risk of a resumption of the spread of the disease is an extremely difficult problem due to the many unknowns concerning the actual number of people infected, the actual reproduction number and infection fatality rate of the disease. In this work, starting from a compartmental model with a social structure and stochastic inputs, we derive models with multiple feedback controls depending on the social activities that allow to assess the impact of a selective relaxation of the containment measures in the presence of uncertain data. Specific contact patterns in the home, work, school and other locations have been considered. Results from different scenarios concerning the first wave of the epidemic in some major countries, including Germany, France, Italy, Spain, the United Kingdom and the United States, are presented and discussed.