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We present an analysis of multilevel Monte Carlo techniques for the forward problem of uncertainty quantification for the radiative transport equation, when the coefficients ({\em cross-sections}) are heterogenous random fields. To do this,…

Numerical Analysis · Mathematics 2020-01-15 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl

We study random graphs, both $G(n,p)$ and $G(n,m)$, with random orientations on the edges. For three fixed distinct vertices s,a,b we study the correlation, in the combined probability space, of the events a -> s and s -> b. For G(n,p), we…

Probability · Mathematics 2010-06-18 Sven Erick Alm , Svante Janson , Svante Linusson

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

There has been much recent interest in random graphs sampled uniformly from the n-vertex graphs in a suitable minor-closed class, such as the class of all planar graphs. Here we use combinatorial and probabilistic methods to investigate a…

Combinatorics · Mathematics 2012-10-10 Colin McDiarmid

In this work, a new class of vector-valued phase field models is presented, where the values of the phase parameters are constrained by a convex set. The generated phase fields feature the partition of the domain into patches of distinct…

Analysis of PDEs · Mathematics 2023-11-03 Orestis Vantzos

We study phase field equations based on the diffuse-interface approximation of general homogeneous free energy densities showing different local minima of possible equilibrium configurations in perforated/porous domains. The study of such…

Chemical Physics · Physics 2013-10-08 Markus Schmuck , Grigorios A. Pavliotis , Serafim Kalliadasis

We develop a Monte Carlo scheme for sampling series of Feynman diagrams for the proper self-energy which are self-consistently expressed in terms of renormalized particle propagators. This approach is used to solve the problem of a single…

Strongly Correlated Electrons · Physics 2008-01-08 Nikolay Prokof'ev , Boris Svistunov

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

High Energy Physics - Lattice · Physics 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

We present a Path Integral Monte Carlo calculation of the first three moments of the displacement-displacement correlation functions of solid neon at different temperatures for longitudinal and transverse phonon modes. The Lennard-Jones…

Condensed Matter · Physics 2009-10-31 Gaia Pedrolli , Alessandro Cuccoli , Alessandro Macchi , Valerio Tognetti , Ruggero Vaia

We investigate average gradient degree of normal random polynomials of fixed algebraic degree n. In particular, for polynomials of two variables, asymptotics of the average gradient degree for large values of n is determined.

High Energy Physics - Theory · Physics 2007-05-23 George Khimshiashvili , Alexander Ushveridze

A Path Integral Monte Carlo method is used to investigate the thermodynamics of nuclear like systems. Systems composed of bosons or fermions interracting via a Lennard-Jones potential with periodic boundary conditions were simulated and the…

Nuclear Theory · Physics 2010-09-02 A. H. Raduta

We show that if a sequence of piecewise affine linear processes converges in the strong sense with a positive rate to a stochastic process which is strongly H\"older continuous in time, then this sequence converges in the strong sense even…

Numerical Analysis · Mathematics 2021-03-09 Sonja Cox , Martin Hutzenthaler , Arnulf Jentzen , Jan van Neerven , Timo Welti

We propose a new type of Monte Carlo approach in numerical studies of quantum systems. Introducing a probability function which determines whether a state in the vector space survives or not, we can evaluate expectation values of powers of…

Strongly Correlated Electrons · Physics 2009-11-10 Tomo Munehisa , Yasuko Munehisa

An iterative algorithm for reconstructing the photon distribution from the random phase homodyne statistics is discussed. This method, derived from the maximum-likelihood approach, yields a positive definite estimate for the photon…

Quantum Physics · Physics 2007-05-23 Konrad Banaszek

The coherent and Fock states of a charge moving in varying homogeneous magnetic field are studied in the tomographic probability representation of quantum mechanics. The states are expressed in terms of quantum tomograms. The coherent…

Quantum Physics · Physics 2015-06-04 V. I. Man'ko , E. D. Zhebrak

We derive the full phase diagram for a large family of two-parameter exponential random graph models, each containing a first order transition curve ending in a critical point.

Probability · Mathematics 2013-12-06 Charles Radin , Mei Yin

We investigate the joint distribution of the vertex degrees in three models of random bipartite graphs. Namely, we can choose each edge with a specified probability, choose a specified number of edges, or specify the vertex degrees in one…

Combinatorics · Mathematics 2022-12-22 Brendan D. McKay , Fiona Skerman

The partition function of a factor graph can sometimes be accurately estimated by Monte Carlo methods. In this paper, such methods are extended to factor graphs with negative and complex factors.

Computation · Statistics 2012-10-09 Mehdi Molkaraie , Hans-Andrea Loeliger

Let $P(n,M)$ be a graph chosen uniformly at random from the family of all labeled planar graphs with $n$ vertices and $M$ edges. In the paper we study the component structure of $P(n,M)$. Combining counting arguments with analytic…

Combinatorics · Mathematics 2010-11-09 Mihyun Kang , Tomasz Łuczak

The phase--portrait of the second order differential equation: $$\ddot x+\sum_{l=0}^nf_l(x) \dot x^l=0 ,$$ is studied. Some results concerning existence, non--existence and uniqueness of limit cycles are presented. Among these, a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Timoteo Carletti , Lilia Rosati , Gabriele Villari