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We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
Colloidal droplets are used in a variety of practical applications. Some of these applications require particles of different sizes. These include medical diagnostic methods, the creation of photonic crystals, the formation of…
Current developments in molecular electronics, motors and chemical sensors could enable constructing large numbers of devices able to sense, compute and act in micron-scale environments. Such microscopic machines, of sizes comparable to…
We study two models consisting of reflecting one-dimensional Brownian "particles" of positive radius. We show that the stationary empirical distributions for the particle systems do not converge to the harmonic function for the generator of…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We consider estimation of the structural distribution function of the cell probabilities of a multinomial sample in situations where the number of cells is large. We review the performance of the natural estimator, an estimator based on…
This paper investigates a fully distributed cooperation scheme for networked mobile manipulators. To achieve cooperative task allocation in a distributed way, an adaptation-based estimation law is established for each robotic agent to…
We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…
We introduce a method to sample the orientational distribution function in computer simulations. The method is based on the exact torque balance equation for classical many-body systems of interacting anisotropic particles in equilibrium.…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
We present an iterative sampling method which delivers upper and lower bounding processes for the Brownian path. We develop such processes with particular emphasis on being able to unbiasedly simulate them on a personal computer. The…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
We investigate to what extend the replica-exchange Monte Carlo method is able to equilibrate a simple liquid in its supercooled state. We find that this method does indeed allow to generate accurately the canonical distribution function…
In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…
The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…
Copula-based models provide a great deal of flexibility in modelling multivariate distributions, allowing for the specifications of models for the marginal distributions separately from the dependence structure (copula) that links them to…
Biomolecular condensates play a central role in the spatial organization of living matter. Their formation is now well understood as a form of liquid-liquid phase separation that occurs very far from equilibrium. For instance, they can be…
We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…
We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…