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The present work proposes the concept of induced percolation over multiple-object systems, so that features such as the number of merged clusters can be used as a relevant measurement. The suggested approach involves the expansion of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Luciano da Fontoura Costa

The multilevel Monte Carlo (MLMC) method is highly efficient for estimating expectations of a functional of a solution to a stochastic differential equation (SDE). However, MLMC estimators may be unstable and have a poor (noncanonical)…

Computational Finance · Quantitative Finance 2024-05-07 Christian Bayer , Chiheb Ben Hammouda , Raul Tempone

In this paper we consider the possibility to use numerical simulations for a computer assisted analysis of integrability of dynamical systems. We formulate a rather general method of recovering the obstruction to integrability for the…

Dynamical Systems · Mathematics 2014-11-18 Vladimir Salnikov

In this contribution, we address the numerical solutions of high-order asymptotic equivalent partial differential equations with the results of a lattice Boltzmann scheme for an inhomogeneous advection problem in one spatial dimension. We…

Numerical Analysis · Mathematics 2024-12-11 Bruce M Boghosian , François Dubois , Pierre Lallemand

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Mathematical morphology is a part of image processing that uses a window that moves across the image to change certain pixels according to certain operations. The concepts of supremum and infimum play a crucial role here, but it proves…

Computer Vision and Pattern Recognition · Computer Science 2024-11-18 Marvin Kahra , Michael Breuß , Andreas Kleefeld , Martin Welk

We use a spatial light modulator in a diffraction tomographic system to assess the accuracy of different refractive index reconstruction algorithms. Optical phase conjugation principles through complex media, allows us to quantify the error…

Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…

This work proposes a novel shape optimization framework for geometric inverse problems governed by the advection--diffusion equation, based on the coupled complex boundary method (CCBM). Building on recent developments [Afr22, Rab23, Rab25,…

Numerical Analysis · Mathematics 2026-03-19 Elmehdi Cherrat , Lekbir Afraites , Julius Fergy Tiongson Rabago

Consider a central problem in randomized approximation schemes that use a Monte Carlo approach. Given a sequence of independent, identically distributed random variables $X_1,X_2,\ldots$ with mean $\mu$ and standard deviation at most $c…

Statistics Theory · Mathematics 2014-11-18 Mark Huber

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…

Numerical Analysis · Mathematics 2016-07-20 Keyi Wu , Jinglai Li

Symmetry preserving difference schemes approximating second and third order ordinary differential equations are presented. They have the same three or four-dimensional symmetry groups as the original differential equations. The new…

Mathematical Physics · Physics 2009-11-11 A. Bourlioux , C Cyr-Gagnon , P Winternitz

In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-09-09 L. Brim , J. Fabriková , S. Dražan , D. Šafránek

A multiscale QM/classical approach is presented, that is able to model the optical properties of complex nanostructures composed of a molecular system adsorbed on metal nanoparticles. The latter are described by a combined…

Chemical Physics · Physics 2024-10-29 Pablo Grobas Illobre , Piero Lafiosca , Luca Bonatti , Tommaso Giovannini , Chiara Cappelli

We describe the adaptive resolution multiscale method AdResS. The conceptual evolution as well as the improvements of its technical efficiency are described step by step, with an explicit reference to current limitations and open problems.

Computational Physics · Physics 2014-12-16 Luigi Delle Site , Animesh Agarwal , Christoph Junghans , Han Wang

A low-Mach-number flow, in the laminar regime, has intrinsically two characteristic spatial scales for a given time scale, or two characteristic temporal scales for a given spatial scale, and these dual scales are very different due to the…

The separation between molecular and mesoscopic length and time scales poses a severe limit to molecular simulations of mesoscale phenomena. We describe a hybrid multiscale computational technique which address this problem by keeping the…

Fluid Dynamics · Physics 2009-11-13 G. De Fabritiis , R. Delgado-Buscalioni , P. V. Coveney

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.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

To predict the complex chemical evolution in multicomponent alloys, it is highly desirable to have accurate atomistic simulation methods capable of reaching sufficiently large spatial and temporal scales. In this work, we advance the…

Materials Science · Physics 2025-12-08 Xianglin Liu , Kai Yang , Fanli Zhou , Pengxiang Xu

For many applications, we need to use techniques to represent convex shapes and objects. In this work, we use level set method to represent shapes and find a necessary and sufficient condition on the level set function to guarantee the…

Numerical Analysis · Mathematics 2018-11-13 Shousheng Luo , Xue-cheng Tai