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We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Probability · Mathematics 2012-04-18 Giovanni Peccati

A new Monte-Carlo method for solving linear parabolic partial differential equations is presented. Since, in this new scheme, the particles are followed backward in time, it provides great flexibility in choosing critical points in…

Numerical Analysis · Mathematics 2025-10-20 Johan Carlsson

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

We introduce a density-functional formalism based on the Parsons-Lee and the generalized van der Waals theories in order to describe the thermodynamics of anisotropic particle systems with steric interactions. For ellipsoids of revolution,…

Soft Condensed Matter · Physics 2018-12-31 Eduardo dos S. Nascimento

Recent experimental discoveries of novel nematic types with polar order, including ferroelectric nematic and splay nematic have brought the resurgence of the interest in polar and modulated phases. One of the most important factors that is…

Soft Condensed Matter · Physics 2023-05-18 Piotr Kubala , Michał Cieśla

In order to study linker-mediated aggregation of colloidal particles with limited valence, we combine kinetic Monte Carlo simulations and an approximate theory based on the Smoluchowski equations. We found that aggregation depends strongly…

Soft Condensed Matter · Physics 2020-07-15 J. M. Tavares , G. C. Antunes , C. S. Dias , M. M. Telo da Gama , N. A. M. Araújo

Hard helices can be regarded as a paradigmatic elementary model for a number of natural and synthetic soft matter systems, all featuring the helix as their basic structural unit: from natural polynucleotides and polypeptides to synthetic…

We consider the probabilistic numerical scheme for fully nonlinear PDEs suggested in \cite{cstv}, and show that it can be introduced naturally as a combination of Monte Carlo and finite differences scheme without appealing to the theory of…

Probability · Mathematics 2010-08-26 Arash Fahim , Nizar Touzi , Xavier Warin

A non-perturbative method which combines constraints from chiral symmetry breaking and coupled channel unitarity is used to describe meson-meson interactions up to \sqrt{s}\lesssim 1.2 GeV, extending in this way the range of applicability…

High Energy Physics - Phenomenology · Physics 2009-10-31 J. A. Oller , F. Guerrero , E. Oset , J. R. Pelaez

We represent the free energy functional by a diagrammatic series with tensorial coefficients indexed by powers of length scale. For hard cores, we obtain Percus' exact functional in one dimension and the Kierlik-Rosinberg form of…

Soft Condensed Matter · Physics 2015-05-27 Gavin Leithall , Matthias Schmidt

We apply a diagrammatic Monte Carlo method to the problem of an impurity interacting resonantly with a homogeneous Fermi bath for a quasi-two-dimensional setup. Notwithstanding the series divergence, we can show numerically that the three…

Quantum Gases · Physics 2014-09-18 Peter Kroiss , Lode Pollet

A new phase field crystal (PFC) type theory is presented, which accounts for the full spectrum of solid-liquid-vapor phase transitions within the framework of a single density order parameter. Its equilibrium properties show the most…

Materials Science · Physics 2015-06-23 Gabriel Kocher , Nikolas Provatas

We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…

Probability · Mathematics 2025-11-04 Andrea Bertazzi , Paul Dobson , Pierre Monmarché

We extend our previous work on monolayers of uniaxial particles [J. Chem. Phys. 140, 204906 (2014)] to study the effect of particle biaxiality on the phase behavior of liquid-crystal monolayers. Particles are modelled as board-like hard…

Soft Condensed Matter · Physics 2015-06-23 Miguel Gonzalez-Pinto , Yuri Martinez-Raton , Enrique Velasco , Szabolcs Varga

A probabilistic approach to phase-field brittle and ductile fracture with random material and geometric properties is proposed within this work. In the macroscopic failure mechanics, materials properties and exactness of spatial quantities…

Numerical Analysis · Mathematics 2022-08-10 Nima Noii , Amirreza Khodadadian , Fadi Aldakheel

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Computation · Statistics 2019-09-30 Eduardo F. Mendes , Christopher K. Carter , David Gunawan , Robert Kohn

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

Optimization and Control · Mathematics 2018-09-25 John Duchi , Feng Ruan

Polydispersity is believed to have important effects on the formation of liquid crystal phases in suspensions of rod-like particles. To understand such effects, we analyse the phase behaviour of thin hard rods with length polydispersity.…

Soft Condensed Matter · Physics 2010-12-14 Alessandro Speranza , Peter Sollich

We develop a Monte Carlo simulation method for computing stationary solutions of the general-relativistic Vlasov equation describing a gas of non-colliding particles. As specific examples, we select planar or spherically symmetric accretion…

General Relativity and Quantum Cosmology · Physics 2023-10-13 Patryk Mach , Adam Cieślik , Andrzej Odrzywolek