Related papers: Convergence in Density of Splitting AVF Scheme for…
Building on the well-posedness of the backward Kolmogorov partial differential equation in the Wasserstein space, we analyze the strong and weak convergence rates for approximating the unique solution of a class of McKean-Vlasov stochastic…
The stochastic density functional theory (sDFT) has exhibited advantages over the standard Kohn-Sham DFT method and has become an attractive approach for large-scale electronic structure calculations. The sDFT method avoids the expensive…
This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the drift coefficients is super-linear. First, We obtain that…
A stable volume integral equation (VIE) solver based on polarization/magnetization currents is presented, for the accurate and efficient computation of the electromagnetic scattering from highly inhomogeneous and high contrast objects.We…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
We discuss an acceptance-rejection algorithm for the random number generation from the Kolmogorov distribution. Since the cumulative distribution function (CDF) is expressed as a series, in order to obtain the density function we need to…
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter…
This paper presents a robust, adaptive numerical scheme for simulating high density ratio and high shear multiphase flows on locally refined Cartesian grids that adapt to the evolving interfaces and track regions of high vorticity. The…
Analogue to the well-known Langevin Monte Carlo method, in this article we provide a method to sample from a target distribution \(\pi\) by simulating a solution of a stochastic differential equation. Hereby, the stochastic differential…
We establish stable finite element (FE) approximations of convection-diffusion initial boundary value problems using the automatic variationally stable finite element (AVS-FE) method. The transient convection-diffusion problem leads to…
We investigate the smoothness of the densities of the finite-dimensional distributions of the Rosenblatt process. Within the Malliavin calculus framework, we prove that Rosenblatt random vectors are nondegenerate in the Malliavin sense. As…
We study the density of the supremum of a strictly stable L\'evy process. As was proved recently in F. Hubalek and A. Kuznetsov "A convergent series representation for the density of the supremum of a stable process" (Elect. Comm. in…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
Active Flux (AF) is a modified Finite Volume method that evolves additional Degrees of Freedom (DoF) located on the cell interfaces to compute high-order approximations to the numerical fluxes through the respective interface. We present an…
We augment a thermodynamically consistent diffuse interface model for the description of line tension phenomena by multiplicative stochastic noise to capture the effects of thermal fluctuations and establish the existence of pathwise unique…
We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…
In this paper we consider a general class of second order stochastic partial differential equations on $\mathbb{R}^d$ driven by a Gaussian noise which is white in time and it has a homogeneous spatial covariance. Using the techniques of…
In a recent Letter, Baer et al. present a stochastic method for Kohn-Sham density functional theory calculations. Their convergence criterion is the self-averaging total energy per electron, which requires a number of statistical samples…
We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…