Related papers: Guided proposals for simulating multi-dimensional …
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…
Diffusion-based generative models have achieved promising results recently, but raise an array of open questions in terms of conceptual understanding, theoretical analysis, algorithm improvement and extensions to discrete, structured,…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…
We study the problem of multifidelity uncertainty propagation for computationally expensive models. In particular, we consider the general setting where the high-fidelity and low-fidelity models have a dissimilar parameterization both in…
We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…
We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
Auto-bidding is widely used in advertising systems, serving a diverse range of advertisers. Generative bidding is increasingly gaining traction due to its strong planning capabilities and generalizability. Unlike traditional reinforcement…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…
Min et al. (2009) presented two complementary techniques that use the diffusion approximation to allow efficient Monte-Carlo radiation transfer in very optically thick regions: a modified random walk and a partial diffusion approximation.…
Neutron transport along guides is governed by the Liouville theorem and the technology involved has advanced in recent decades. Computer simulations have proven to be useful tools in the design and conception of neutron guide systems in…
We develop approximate estimation methods for exponential random graph models (ERGMs), whose likelihood is proportional to an intractable normalizing constant. The usual approach approximates this constant with Monte Carlo simulations,…
To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…