Related papers: Multitimescale method for approximating the path a…
We study approximations of evolving probability measures by an interacting particle system. The particle system dynamics is a combination of independent Markov chain moves and importance sampling/resampling steps. Under global regularity…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
A time-dependent statistical description of multiple particle breakage is presented. The approach combines the Tsallis non-extensive entropy with a fractal kinetic equation for the time variation of the number of fragments. The obtained…
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…
Handling multimodality that commonly arises from complicated statistical models remains a challenge. Current Markov chain Monte Carlo (MCMC) methodology tackling this subject is based on an ensemble of chains targeting a product of…
Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…
The aim of this paper is to investigate the unstable nature of pressure computation focusing on incompressible flow modeling through the projection-based particle methods. A new approach from the original viewpoint of the momentum…
We study counting statistics of number of transitions in a stochastic process. For mesoscopic systems, a path integral formulation for the counting statistics has already been derived. We here show that it is also possible to derive the…
A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…
A method is presented which restricts the space of paths entering the path integral of quantum mechanics to subspaces of $C^\alpha$, by only allowing paths which possess at least $\alpha$ derivatives. The method introduces two external…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…
Intensity estimation is a common problem in statistical analysis of spatial point pattern data. This paper proposes a nonparametric Bayesian method for estimating the spatial point process intensity based on mixture of finite mixture (MFM)…
A variety of quantum gravity models (including spin foams) can be described using a path integral formulation. A path integral has a well-known statistical mechanical interpretation in connection with a canonical ensemble. In this sense, a…
This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…
The minimum action method (MAM) is to calculate the most probable transition path in randomly perturbed stochastic dynamics, based on the idea of action minimization in the path space. The accuracy of the numerical path between different…
Multiscale Finite Element Methods (MsFEM) are finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions which generate a specific discretization space, and next…
The present paper intends to present an extension of the constrained-path quantum Monte-Carlo approach allowing to reconstruct non-yrast states in order to reach the complete spectroscopy of nuclei within the interacting shell model. As in…
We propose a new generalized-ensemble algorithm, which we refer to as the multicanonical-multioverlap algorithm. By utilizing a non-Boltzmann weight factor, this method realizes a random walk in the multi-dimensional, energy-overlap space…
In non-relativistic quantum mechanics, path integrals are normally derived from the Schroedinger equation. This assumes the two formalisms are equivalent. Since time plays a very different role in the Schroedinger equation and in path…
We develop a non-perturbative method for calculating partition functions of strongly coupled quantum mechanical systems with interactions between subsystems described by a path integral of a dual system. The dual path integral is derived…