Related papers: An Efficient Solver for Cumulative Density Functio…
We consider the problem of evaluating the cumulative distribution function (CDF) of the sum of order statistics, which serves to compute outage probability (OP) values at the output of generalized selection combining receivers. Generally,…
High-fidelity computational fluid dynamics (CFD) simulations for design space explorations can be exceedingly expensive due to the cost associated with resolving the finer scales. This computational cost/accuracy trade-off is a major…
A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…
We derive a fully analytical, one-line closed-form expression for the cumulative distribution function (CDF) of the product of two correlated zero-mean normal random variables, avoiding any series representation. This result complements the…
In recent years, kinetic equations have been used to model many social phenomena. A key feature of these models is that transition rate kernels involve Dirac delta functions, which capture sudden, discontinuous state changes. Here, we study…
Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…
Two of the primary sources of error in the Cluster dynamical mean-field theory (CDMFT) technique arise from the use of finite size clusters and finite size baths, which makes the development of impurity solvers that can treat larger systems…
Simulation-based inference methods that feature correct conditional coverage of confidence sets based on observations that have been compressed to a scalar test statistic require accurate modeling of either the p-value function or the…
A deterministic-stochastic coupling scheme is developed for simulating rarefied gas flows, where the key process is the alternative solving of the macroscopic synthetic equations [Su et al., J. Comput. Phys., 407 (2020) 109245] and the…
Contact dynamics (CD) is a powerful method to solve the dynamics of large systems of colliding rigid bodies. CD can be computationally more efficient than classical penalty-based discrete element methods (DEM) for simulating contact between…
We propose a method for efficiently coupling the finite element method with atomistic simulations, while using molecular dynamics or kinetic Monte Carlo techniques. Our method can dynamically build an optimized unstructured mesh that…
Uncertain parameters of state-space models have always been a considerable problem. Consider Kalman filter (CKF) and desensitized Kalman filter (DKF) are two methods to solve this problem. Based on the sensitivity matrix respected to the…
A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…
We leverage neural networks as universal approximators of monotonic functions to build a parameterization of conditional cumulative distribution functions (CDFs). By the application of automatic differentiation with respect to response…
On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…
We present a new Monte Carlo algorithm based on the Stochastic Approximation Monte Carlo (SAMC) algorithm for directly calculating the density of states. The proposed method is Stochastic Approximation with a Dynamic update factor (SAD)…
In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…
A novel multiscale numerical method is developed to accelerate direct simulation Monte Carlo (DSMC) simulations for polyatomic gases with internal energy. This approach applies the general synthetic iterative scheme to stochastic…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
Quantum Monte Carlo (QMC) methods have received considerable attention over the last decades due to their great promise for providing a direct solution to the many-body Schrodinger equation in electronic systems. Thanks to their low scaling…