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The aim of this paper is to propose a new method for numerical approximations of the solution of the linear stochastic partial differential equation arising in non-linear filtering problems: the Zaka\"i equation. The approximation scheme is…

Probability · Mathematics 2012-10-26 Bruno Saussereau

In this article, the convergence of a hybrid numerical method introduced in Daripa and Dutta (J. Comput. Phys., 335:249-282, 2017) has been established. This method integrates a discontinuous finite element method with a modified method of…

Numerical Analysis · Mathematics 2019-07-18 Prabir Daripa , Sourav Dutta

Modern camera pipelines apply extensive on-device processing, such as exposure adjustment, white balance, and color correction, which, while beneficial individually, often introduce photometric inconsistencies across views. These appearance…

Computer Vision and Pattern Recognition · Computer Science 2025-10-01 Jisu Shin , Richard Shaw , Seunghyun Shin , Zhensong Zhang , Hae-Gon Jeon , Eduardo Perez-Pellitero

We propose two closely--related Lagrangian numerical methods for the simulation of physical processes involving advection, reaction and diffusion. The methods are intended to be used in settings where the flow is nearly incompressible and…

Computational Physics · Physics 2018-03-14 Francesco Paparella , Marina Popolizio

-Molecular simulations allow the study of properties and interactions of molecular systems. This article presents an improved version of the Adaptive Resolution Scheme that links two systems having atomistic (also called fine-grained) and…

Computational Engineering, Finance, and Science · Computer Science 2017-08-01 Iuliana Marin , Virgil Tudose , Anton Hadar , Nicolae Goga , Andrei Doncescu

For simulation studies of (macro) molecular liquids it would be of significant interest to be able to adjust or increase the level of resolution within one region of space, while allowing for the free exchange of molecules between open…

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

The method of equivariant moving frames on multi-space is used to construct symmetry preserving finite difference schemes of partial differential equations invariant under finite-dimensional symmetry groups. Invariant numerical schemes for…

Mathematical Physics · Physics 2011-10-28 Raphaël Rebelo , Francis Valiquette

In this paper, we introduce a new scheme for the efficient numerical treatment of the electronic Schr\"odinger equation for molecules. It is based on the combination of a many-body expansion, which corresponds to the so-called bond order…

Numerical Analysis · Mathematics 2017-07-20 Sambasiva Rao Chinnamsetty , Michael Griebel , Jan Hamaekers

An approximation method which combines the perturbation theory with the variational calculation is constructed for quantum mechanical problems. Using the anharmonic oscillator and the He atom as examples, we show that the present method…

Quantum Physics · Physics 2009-10-30 Sang Koo You , Kwang Joe Jeon , Chul Koo Kim , Kyun Nahm

Quantitative photoacoustic tomography aims at estimating optical parameters from photoacoustic images that are formed utilizing the photoacoustic effect caused by the absorption of an externally introduced light pulse. This optical…

Medical Physics · Physics 2020-10-02 Aleksi Leino , Tuomas Lunttila , Meghdoot Mozumder , Aki Pulkkinen , Tanja Tarvainen

The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…

Numerical Analysis · Mathematics 2023-09-06 Michael B Giles

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

Column chromatography is a laboratory and industrial technique used to separate different substances mixed in a solution. Mathematically, it can be modelled using non-linear partial differential equations whose main ingredients are the…

Numerical Analysis · Mathematics 2024-05-16 R. Donat , M. C. Martí , P. Mulet

The performance of different Quantum Mechanics/Molecular Mechanics embedding models to compute vacuo-to-water solvatochromic shifts are investigated. In particular, both non-polarizable and polarizable approaches are analyzed and computed…

Chemical Physics · Physics 2022-12-14 Luca Nicoli , Tommaso Giovannini , Chiara Cappelli

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

We consider an approximation scheme for multivariate information assuming that synergistic information only appearing in higher order joint distributions is suppressed, which may hold in large classes of systems. Our approximation scheme…

Methodology · Statistics 2020-09-03 Masahiro Takimoto

The aim of this paper is to analyze from a mathematical perspective some existing schemes to partition a molecular density into several atomic contributions, with a specific focus on Iterative Stockholder Atom (ISA) methods. We provide a…

Numerical Analysis · Mathematics 2022-05-11 Robert Benda , Eric Cancès , Virginie Ehrlacher , Benjamin Stamm