Related papers: Stochastic simulation of collisions using high-ord…
This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an essential goal in the…
In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…
An overview of quantum-mechanical methods to generate cross-section data for electron collisions with atoms and molecules is presented. Particular emphasis is placed on the time-independent close-coupling approach, since it is particularly…
The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…
Although generative diffusion models (GDMs) are widely used in practice, their theoretical foundations remain limited, especially concerning the impact of different discretization schemes applied to the underlying stochastic differential…
The coordinate and momentum space configurations of the net baryon number in heavy ion collisions that undergo spinodal decomposition, due to a first-order phase transition, are investigated using state-of-the-art machine-learning methods.…
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasminskii-type conditions in the infinite horizon. First, by…
In this paper, we are interested in least squares estimator for a class of path-dependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least…
This work develops a particle system addressing the approximation of McKean-Vlasov stochastic differential equations (SDEs). The novelty of the approach lies in involving low discrepancy sequences nontrivially in the construction of a…
Finding robot poses and trajectories represents a foundational aspect of robot motion planning. Despite decades of research, efficiently and robustly addressing these challenges is still difficult. Existing approaches are often plagued by…
We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design adaptive strategies for determining automatically the…
In cold weakly-ionized plasmas, Dreicer generation mechanism can be non-diffusive as demonstrated in [Y. Lee et. al. Phys. Rev. Lett. 133 17 175102 (2024)]. By expanding the previous letter, we present the detailed description of a proper…
In this paper, we provide the strong rate of convergence for the Euler--Maruyama scheme for multi-dimensional stochastic differential equations with uniformly locally (unbounded) H\"older continuous drift and multiplicative noise. Our…
Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…
Most treatments of electron-electron correlations in dense plasmas either ignore them entirely (random phase approximation) or neglect the role of ions (jellium approximation). In this work, we go beyond both these approximations to derive…
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
Most atomic nuclei are deformed with a quadrupole shape described by its overall strength $\beta_2$ and triaxiality $\gamma$. The deformation can be accessed in high-energy heavy-ion collisions by measuring the collective flow response of…
A quasi-relativistic two-component approach for an efficient calculation of $\mathcal{P,T}$-odd interactions caused by a permanent electric dipole moment of the electron (eEDM) is presented. The approach uses a (two-component) complex…