Related papers: On the Poisson equation for Metropolis-Hastings ch…
The paper is concerned with approximating the distribution of a sum W of n integer valued random variables Y_i, whose distributions depend on the state of an underlying Markov chain X. The approximation is in terms of a translated Poisson…
The purpose of this article is to develop a general parametric estimation theory that allows the derivation of the limit distribution of estimators in non-regular models where the true parameter value may lie on the boundary of the…
We consider a perturbed Hill's equation of the form $\ddot \phi + (p_{0}(t) + \epsilon p_{1}(t)) \phi = 0$, where $p_{0}$ is real analytic and periodic, $p_{1}$ is real analytic and quasi-periodic and $\eps$ is a ``small'' real parameter.…
We study finite-difference approximations of both Poisson and Poisson-Boltzmann (PB) electrostatic energy functionals for periodic structures constrained by Gauss' law and a class of local algorithms for minimizing the finite-difference…
Weak solutions $m\colon\Omega\subset\mathbb{R}^2\to\mathbb{R}^2$ of the eikonal equation \begin{align*} |m|=1\text{ a.e. and }\mathrm{div}\: m =0\,, \end{align*} arise naturally as sharp interface limits of bounded energy configurations in…
A widely used electrostatics model in the biomolecular modeling community, the nonlinear Poisson-Boltzmann equation, along with its finite element approximation, are analyzed in this paper. A regularized Poisson-Boltzmann equation is…
Urbanik's theorem for a Poisson process on an infinite measure space (X, A, $\mu$) relates integrability of stochastic integrals to a particular Orlicz function space L$\Phi$ ($\mu$) on which the L1-norm of the Poisson process induces a…
Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…
We prove that the effective nonlinearities (ergodic constants) obtained in the stochastic homogenization of Hamilton-Jacobi, "viscous" Hamilton-Jacobi and nonlinear uniformly elliptic pde are approximated by the analogous quantities of…
In previous papers, threshold probabilities for the properties of a random distance graph to contain strictly balanced graphs were found. We extend this result to arbitrary graphs and prove that the number of copies of a strictly balanced…
We study the functional renormalization group of a three-dimensional tensorial Group Field Theory (GFT) with gauge group SU(2). This model generates (generalized) lattice gauge theory amplitudes, and is known to be perturbatively…
We follow a new pathway to the definition of the Stochastic Quantization (SQ), first proposed by Parisi and Wu, of the action functional yielding the Einstein equations. Hinging on the functional similarities between the Ricci-Flow equation…
We explore two aspects of geometric approximation via a coupling approach to Stein's method. Firstly, we refine precision and increase scope for applications by convoluting the approximating geometric distribution with a simple translation…
Poisson's equation is fundamental to the study of Markov chains, and arises in connection with martingale representations and central limit theorems for additive functionals, perturbation theory for stationary distributions, and average…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
To avoid poor empirical performance in Metropolis-Hastings and other accept-reject-based algorithms practitioners often tune them by trial and error. Lower bounds on the convergence rate are developed in both total variation and Wasserstein…
Reciprocal space methods for solving Poisson's equation for finite charge distributions are investigated. Improvements to previous proposals are presented, and their performance is compared in the context of a real-space density functional…
Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…
An expandable local and parallel two-grid finite element scheme based on superposition principle for elliptic problems is proposed and analyzed in this paper by taking example of Poisson equation. Compared with the usual local and parallel…