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We introduce a Monte Carlo method for computing derivatives of the solution to a partial differential equation (PDE) with respect to problem parameters (such as domain geometry or boundary conditions). Derivatives can be evaluated at…
The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…
In this article, we explore Bayesian extensions of the tensor normal model through a geometric expansion of the multi-way covariance's Cholesky factor inspired by the Fr\'echet mean under the log-Cholesky metric. Specifically, within a…
Over the past few years it has been demonstrated that "coarse timesteppers" establish a link between traditional numerical analysis and microscopic/ stochastic simulation. The underlying assumption of the associated…
We present powerful new analysis techniques to constrain effective field theories at the LHC. By leveraging the structure of particle physics processes, we extract extra information from Monte-Carlo simulations, which can be used to train…
Even though chiral nematic phases were the first liquid crystals experimentally observed more than a century ago, the origin of the thermodynamic stability of cholesteric states is still unclear. In this Letter we address the problem by…
We present a nonlinear stabilized Lagrange-Galerkin scheme for the Oseen-type Peterlin viscoelastic model. Our scheme is a combination of the method of characteristics and Brezzi-Pitk\"aranta's stabilization method for the conforming linear…
A numerical method is presented for first-principle simulations of charged colloidal dispersions in electrolyte solutions. Utilizing a smoothed profile for colloid-solvent boundaries, efficient mesoscopic simulations are enabled for…
Modifications of the matter power spectrum due to baryonic physics are one of the major theoretical uncertainties in cosmological weak lensing measurements. Developing robust mitigation schemes for this source of systematic uncertainty…
We build a new mathematical model of shape optimization for maximizing ionic concentration governed by the multi-physical coupling steady-state Poisson-Nernst-Planck system. Shape sensitivity analysis is performed to obtain the Eulerian…
Multiscale computational modelling is challenging due to the high computational cost of direct numerical simulation by finite elements. To address this issue, concurrent multiscale methods use the solution of cheaper macroscale surrogates…
We develop and fully characterize a meshfree Lagrangian (particle) model for continuum-based numerical modeling of dry and submerged granular flows. The multiphase system of the granular material and the ambient fluid is treated as a…
We investigate the isotropic-to-nematic phase transition in systems of hard helical particles, using Onsager theory and Monte Carlo computer simulations. Motivation of this work resides in the ubiquity of the helical shape motif in many…
The discrete Gaussian model for the surface of a crystal deposited on a disordered substrate is studied by Monte Carlo simulations. A continuous transition is found from a phase with a thermally-induced roughness to a glassy one in which…
Despite the numerous applications that may be expeditiously modelled by counting processes, stochastic filtering strategies involving Poisson-type observations still remain somewhat poorly developed. In this work, we propose a Monte Carlo…
Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…
We analysis the sea quark densities, based on the constituent quark model. To perform a direct fit with available experimental data, the parameterized Inverse Mellin technique is used. The calculation is extended to the NLO approximation…
In this study, we implement the deviatoric curvature model to examine dynamically triangulated surfaces with anisotropic membrane inclusions. The Monte-Carlo numerical scheme is devised to not only minimize the total bending energy of the…
New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…
Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…