Related papers: A positivity preserving numerical scheme for the a…
As a combination of the logarithmic transformation with the truncated Euler-Maruyama (TEM) scheme, the positivity-preserving logarithmic truncated Euler-Maruyama (LTEM) scheme has been generally developed for scalar stochastic differential…
In this paper, we are interested in positivity-preserving approximations of stochastic differential equations (SDEs) with non-Lipschitz coefficients, arising from computational finance and possessing positive solutions. By leveraging a…
In this paper, we design, analyze, and numerically validate positive and energy-dissipating schemes for solving the time-dependent multi-dimensional system of Poisson-Nernst-Planck (PNP) equations, which has found much use in the modeling…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
This work is devoted to the numerical simulation of a Vlasov-Poisson model describing a charged particle beam under the action of a rapidly oscillating external electric field. We construct an Asymptotic Preserving numerical scheme for this…
In this paper we consider continued fraction (CF) expansions on intervals different from $[0,1]$. For every $x$ in such interval we find a CF expansion with a finite number of possible digits. Using the natural extension, the density of the…
Stability selection is a popular method for improving feature selection algorithms. One of its key attributes is that it provides theoretical upper bounds on the expected number of false positives, E(FP), enabling false positive control in…
As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…
We consider a branching stable process with positive jumps, i.e. a continuous-time branching process in which the particles evolve independently as stable L{\'e}vy processes with positive jumps. Assuming the branching mechanism is critical…
This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…
We address in this paper a model for the simulation of turbulent deflagrations in industrial applications. The flow is governed by the Euler equations for a variable composition mixture and the combustion modelling is based on a…
In this work, we present a positivity-preserving entropy-based adaptive filtering method for shock capturing in discontinuous spectral element methods. By adapting the filter strength to enforce positivity and a local discrete minimum…
Consider a system performing a continuous-time random walk on the integers, subject to catastrophes occurring at constant rate, and followed by exponentially-distributed repair times. After any repair the system starts anew from state zero.…
The Poisson-Nernst-Planck (PNP) system is a widely accepted model for simulation of ionic channels. In this paper, we design, analyze, and numerically validate a second order unconditional positivity-preserving scheme for solving a reduced…
In this paper, we propose a numerical scheme to solve the kinetic model for chemotaxis phenomena. Formally, this scheme is shown to be uniformly stable with respect to the small parameter, consistent with the fluid-diffusion limit…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
Numerical methods for hyperbolic conservation laws are needed that efficiently mimic the constraints satisfied by exact solutions, including material conservation and positivity, while also maintaining high-order accuracy and numerical…
Score-based modeling through stochastic differential equations (SDEs) has provided a new perspective on diffusion models, and demonstrated superior performance on continuous data. However, the gradient of the log-likelihood function, i.e.,…
We establish two results about local times of spectrally positive stable processes. The first is a general approximation result, uniform in space and on compact time intervals, in a model where each jump of the stable process may be marked…
An improved numerical scheme is proposed for advection-dominated advection-diffusion problem. The scheme is based on Galerkin finite element method (FEM) with basis enriched with approximations to residual-free bubbles. The stabilisation…