In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.

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The evolution of a mono-disperse gravity current in the lock-exchange configuration is investigated by means of direct numerical simulations for various Reynolds numbers and settling velocities for the deposition. We limit our investigations to gravity currents over a flat bed in which density differences are small enough for the Boussinesq approximation to be valid. The concentration of particles is described in an Eulerian fashion by using a transport equation combined with the incompressible Navier-Stokes equations. The most interesting results can be summarized as follows: (i) the settling velocity is affecting the streamwise vortices at the head of the current with a substantial reduction of their size when the settling velocity is increased; (ii) when the Reynolds number is increased the lobe-and-cleft structures are merging more frequently and earlier in time, suggesting a strong Reynolds number dependence for the spatio-temporal evolution of the head of the current; (iii) the temporal imprint of the lobe-and-cleft structures can be recovered from the deposition map, suggesting that the deposition pattern is defined purely and exclusively by the structures at the front of the current.

Finding the best setup for experiments is the main concern of Optimal Experimental Design (OED). We focus on the Bayesian experimental design problem of finding the setup that maximizes the Shannon expected information gain. We propose using the stochastic gradient descent and its accelerated counterpart, which employs Nesterov's method, to solve the optimization problem in OED. We improve the stochastic gradient acceleration with a restart technique, as O'Donoghue and Candes [9] originally proposed for deterministic optimization. We combine these optimization methods with three estimators of the objective function: the double-loop Monte Carlo estimator (DLMC), the Monte Carlo estimator using the Laplace approximation for the posterior distribution (MCLA) and the double-loop Monte Carlo estimator with Laplace-based importance sampling (DLMCIS). Using stochastic gradient methods and Laplace-based estimators together allows us to use expensive and complex models, such as those that require solving a partial differential equation (PDE). From a theoretical viewpoint, we derive an explicit formula to compute the stochastic gradient of the Monte Carlo methods including the Laplace approximation (MCLA) and the Laplace-based importance sampling (DLMCIS). Finally, from a computational standpoint, we study four examples: three based on analytical functions and one based on the finite element method solution to a PDE. The last example is an electrical impedance tomography experiment based on the complete electrode model. In these examples, the accelerated stochastic gradient for the MCLA approximation converges to local maxima in fewer model evaluations by up to five orders of magnitude than the gradient descent with DLMC.

We develop the energy budget equation of the coupled Navier-Stokes-Cahn-Hilliard (NSCH) system. We use the NSCH equations to model the dynamics of liquid droplets in a liquid continuum. Buoyancy effects are accounted for through the Boussinesq assumption. We physically interpret each quantity involved in the energy exchange to further insight into the model. Highly resolved simulations involving density-driven flows and merging of droplets allow us to analyze these energy budgets. In particular, we focus on the energy exchanges when droplets merge, and describe flow features relevant to this phenomenon. By comparing our numerical simulations to analytical predictions and experimental results available in the literature, we conclude that modeling droplet dynamics within the framework of NSCH equations is a sensible approach worth further research.