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We derive two path integral estimators for the derivative of the quantum mechanical potential of mean force (PMF), which may be numerically integrated to yield the PMF. For the first estimator, we perform the differentiation on the exact…
We present an efficient computational approach to perform real-space electronic structure calculations using an adaptive higher-order finite-element discretization of Kohn-Sham density-functional theory (DFT). To this end, we develop an…
Many processes in biology, chemistry, physics, medicine, and engineering are modeled by a system of differential equations. Such a system is usually characterized via unknown parameters and estimating their 'true' value is thus required. In…
Recent work on dynamic interventions has greatly expanded the range of causal questions researchers can study while weakening identifying assumptions and yielding effects that are more practically relevant. However, most work in dynamic…
Stochastic density functional theory (sDFT) is becoming a valuable tool for studying ground state properties of extended materials. The computational complexity of describing the Kohn-Sham orbitals is replaced by introducing a set of random…
Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…
Gradient-based methods are well-suited for derivative-free optimization (DFO), where finite-difference (FD) estimates are commonly used as gradient surrogates. Traditional stochastic approximation methods, such as Kiefer-Wolfowitz (KW) and…
The reader can find in the literature a lot of different techniques to study the dynamics of a given system and also, many suitable numerical integrators to compute them. Notwithstanding the recent work of Maffione et al. (2011a) for…
Computable estimates for the error of finite element discretisations of parabolic problems in the $L^\infty(0,T; L^2)$ norm are developed, which exhibit constant effectivities (the ratio of the estimated error to the true error) with…
The use of causal mediation analysis to evaluate the pathways by which an exposure affects an outcome is widespread in the social and biomedical sciences. Recent advances in this area have established formal conditions for identification…
Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…
This paper provides a systematic investigation of the mathematical structure of path measures and their profound connections to stochastic differential equations (SDEs) through the framework of second-order Hamilton--Jacobi (HJ) equations.…
Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…
Understanding the pathways whereby an intervention has an effect on an outcome is a common scientific goal. A rich body of literature provides various decompositions of the total intervention effect into pathway specific effects.…
Corrector estimates constitute a key ingredient in the derivation of optimal convergence rates via two-scale expansion techniques in homogenization theory of random uniformly elliptic equations. The present work follows up - in terms of…
We generalize and extend the stochastic path integral formalism and action principle for continuous quantum measurement introduced in [A. Chantasri, J. Dressel and A. N. Jordan, Phys. Rev. A {\bf 88}, 042110 (2013)], where the optimal…
New simulation approaches to evaluating path-dependent options without matrix inversion issues nor Euler bias are evaluated. They employ three main contributions: Stochastic approximation replaces regression in the LSM algorithm; Explicit…
In this paper, the weak convergence about the discretization error of stochastic iterated integrals in the Skorohod sense are studied, while the integrands and integrators of iterated integrals are supposed to be semimartingales with jumps.…
This paper is concerned with numerical analysis of two fully discrete Chorin-type projection methods for the stochastic Stokes equations with general non-solenoidal multiplicative noise. The first scheme is the standard Chorin scheme and…
In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…