Related papers: A low-rank approach to the computation of path int…
Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…
In this paper, we propose a new ranking method inspired from previous results on the diffusion approach to solve linear equation. We describe new mathematical equations corresponding to this method and show through experimental results the…
This study develops an algorithm to reproduce reaction route maps (RRMs) in shape space from the outputs of potential search algorithms. To demonstrate this, GRRM is utilized as a potential search algorithm but the proposed algorithm should…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
We introduce a new class of multilevel, adaptive, dual-space methods for computing fast convolutional transforms. These methods can be applied to a broad class of kernels, from the Green's functions for classical partial differential…
We present a new method for numerically computing generic multi-loop Feynman integrals. The method relies on an iterative application of Feynman's trick for combining two propagators. Each application of Feynman's trick introduces a…
Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J.…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
We present a new method for the numerical calculation of canonical reaction rate constants in complex molecular systems, which is based on a path integral formulation of the flux-flux correlation function. Central is the partitioning of the…
The problem of a Klein-Gordon particle moving in equal vector and scalar Rosen-Morse-type potentials is solved in the framework of Feynman's path integral approach. Explicit path integration leads to a closed form for the radial Green's…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
The low-rank approximation is a complexity reduction technique to approximate a tensor or a matrix with a reduced rank, which has been applied to the simulation of high dimensional problems to reduce the memory required and computational…
We develop the contour integral method for numerically solving the Feynman-Kac equation with two internal states [P. B. Xu and W. H. Deng, Math. Model. Nat. Phenom., 13 (2018), 10], describing the functional distribution of particle's…
This paper deals with the investigation of a closed form solution of a generalized fractional reaction-diffusion equation. The solution of the proposed problem is developed in a compact form in terms of the H-function by the application of…
The quantum diffusion approach is extended to low energy fusion (capture) reactions of light- and medium-mass nuclei. The dependence of the friction parameter on bombarding energy is taken into account. A simple analytic expression is…
Recent theory of mapping an image into a structured low-rank Toeplitz or Hankel matrix has become an effective method to restore images. In this paper, we introduce a generalized structured low-rank algorithm to recover images from their…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
Kinetic equations are difficult to solve numerically due to their high dimensionality. A promising approach for reducing computational cost is the dynamical low-rank algorithm, which decouples the dimensions of the phase space by proposing…
In this work, we propose a method for solving Kolmogorov hypoelliptic equations based on Fourier transform and Feynman-Kac formula. We first explain how the Feynman-Kac formula can be used to compute the fundamental solution to parabolic…