Related papers: Feynman-Kac particle integration with geometric in…
This work develops Feynman-Kac formulas for a class of regime-switching jump diffusion processes, in which the jump part is driven by a Poisson random measure associated to a general L\'evy process and the switching part depends on the jump…
We consider the numerical analysis of the time discretization of Feynman-Kac semigroups associated with diffusion processes. These semigroups naturally appear in several fields, such as large deviation theory, Diffusion Monte Carlo or…
We introduce a quantum algorithm for simulating the time-dependent Dirac equation in 3+1 dimensions using discrete-time quantum walks. Thus far, promising quantum algorithms have been proposed to simulate quantum dynamics in…
Quantum walk is one of the main tools for quantum algorithms. Defined by analogy to classical random walk, a quantum walk is a time-homogeneous quantum process on a graph. Both random and quantum walks can be defined either in continuous or…
We propose a computer-assisted approach to studying the effective continuum behavior of spatially discrete evolution equations. The advantage of the approach is that the "coarse model" (the continuum, effective equation) need not be…
For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…
We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…
In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…
We consider stochastic differential equations driven by a general L\'evy processes (SDEs) with infinite activity and the related, via the Feynman-Kac formula, Dirichlet problem for parabolic integro-differential equation (PIDE). We…
The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…
The convergence of U-statistics has been intensively studied for estimators based on families of i.i.d. random variables and variants of them. In most cases, the independence assumption is crucial [Lee90, de99]. When dealing with…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…
Discrete flow models offer a powerful framework for learning distributions over discrete state spaces and have demonstrated superior performance compared to the discrete diffusion models. However, their convergence properties and error…
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…
In this paper we consider a class of interacting particle systems on dynamic random networks, in which the joint dynamics of vertices and edges acts as one-way feedback, i.e., edges appear and disappear over time depending on the state of…
In this work, we investigate the particle creation rate in a dynamical (Vaidya) spacetime using Feynman's path integral formalism within the framework of the effective action approach. We examine three distinct cases involving the following…
Mathematical models of protein-protein dynamics, such as the heterodimer model, play a crucial role in understanding many physical phenomena. This model is a system of two semilinear parabolic partial differential equations describing the…
We introduce and analyse a continuum model for an interacting particle system of Vicsek type. The model is given by a non-linear kinetic partial differential equation (PDE) describing the time-evolution of the density $f_t$, in the single…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…