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We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

We describe an analysis of neutron transport in the interior of model pebble bed reactor (PBR) cores, considering both crystal and random pebble arrangements. Monte Carlo codes were developed for (i) generating random realizations of the…

Nuclear Theory · Physics 2016-02-03 Richard Vasques , Edward W. Larsen

Modeling the propagation of light through disordered media is central to understanding and controlling wave transport in diverse optical and mesoscopic applications. Here, we present a random matrix simulation framework for modeling the…

Optics · Physics 2026-02-24 Niall Byrnes , Sulagna Dutta , Matthew R. Foreman

The paper addresses one-dimensional transport in a Goupillaud medium (a layered medium in which the layer thickness is proportional to the propagation speed), as a prototypical case of wave propagation in random media. Suitable stochastic…

Probability · Mathematics 2021-03-09 Michael Oberguggenberger , Martin Schwarz

We study continuous-time Markov chains on the non-negative integers under mild regularity conditions (in particular, the set of jump vectors is finite and both forward and backward jumps are possible). Based on the so-called flux balance…

Probability · Mathematics 2024-11-26 Mads Chr Hansen , Carsten Wiuf , Chuang Xu

Unlike equilibrium statistical mechanics, with its well-established foundations, a similar widely-accepted framework for non-equilibrium statistical mechanics (NESM) remains elusive. Here, we review some of the many recent activities on…

Statistical Mechanics · Physics 2015-05-30 T. Chou , K. Mallick , R. K. P. Zia

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

Lithium diffusion in solid-state battery anodes occurs through thermally activated hops between metastable sites often separated by large energy barriers, making such events rare on ab initio molecular dynamics (AIMD) timescales. Here, we…

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

Soft Condensed Matter · Physics 2019-09-10 Narender Khatri , P. S. Burada

A stationary stochastic geometric model is proposed for analyzing the data compression method used in one-bit compressed sensing. The data set is an unconstrained stationary set, for instance all of $\mathbb{R}^n$ or a stationary Poisson…

Probability · Mathematics 2018-10-16 François Baccelli , Eliza O'Reilly

This paper presents a simple approach to combine the high-resolution narrowband features of some desired isolated line models together with the far wing behavior of the projection based strong collision (SC) method to line mixing which was…

Computational Physics · Physics 2023-08-09 Sven Nordebo

Stochastic simulators are an indispensable tool in many branches of science. Often based on first principles, they deliver a series of samples whose distribution implicitly defines a probability measure to describe the phenomena of…

Data Analysis, Statistics and Probability · Physics 2022-01-19 Chris Pollard , Philipp Windischhofer

We prove existence and uniqueness of solutions to a transport equation modelling vehicular traffic in which the velocity field depends non-locally on the downstream traffic density via a discontinuous anisotropic kernel. The result is…

Analysis of PDEs · Mathematics 2015-10-16 Paola Goatin , Francesco Rossi

This work presents a technique for particle size generation and placement in arbitrary closed domains. Its main application is the simulation of granular media described by disks. Particle size generation is based on the statistical…

Discrete Markov random fields form a natural class of models to represent images and spatial data sets. The use of such models is, however, hampered by a computationally intractable normalising constant. This makes parameter estimation and…

Computation · Statistics 2015-05-25 Haakon Michael Austad , Håkon Tjelmeland

Studies on random packing of bidispersive particles have shown that such systems can capture the underlying behavior of more complex phenomena found in physics and materials engineering. In industry, bidispersive particles are used to allow…

Statistical Mechanics · Physics 2020-10-22 Carlos Handrey Araujo Ferraz

We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…

Probability · Mathematics 2021-07-12 Christian Meier , Lingfei Li , Gongqiu Zhang

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…

Computational Physics · Physics 2023-12-05 Zi-Yi Pan , Ni Yang , Ming Tang , Peixun Shen , Xiao-Xiao Cai

Relaxation of the packing of elongated particles (discorectangles) aligned on a line was studied numerically. The aspect ratio (length-to-width ratio) for the discorectangles was varied within the range $\varepsilon \in [1;50]$. The initial…

Statistical Mechanics · Physics 2021-12-08 Nikolai I. Lebovka , Mykhailo O. Tatochenko , Nikolai V. Vygornitskii , Yuri Yu. Tarasevich
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