Related papers: A Practical Walk-on-Boundary Method for Boundary V…
The present paper is intended to provide the basis for the study of weakly differentiable functions on rectifiable varifolds with locally bounded first variation. The concept proposed here is defined by means of integration by parts…
Graph sampling is a technique to pick a subset of vertices and/ or edges from original graph. Among various graph sampling approaches, Traversal Based Sampling (TBS) are widely used due to low cost and feasibility for many cases, in which…
We studied several wetting boundary conditions (WBCs) in the simulation of binary fluids based on phase-field theory. Five WBCs, three belonging to the surface energy (SE) formulation using the linear, cubic and sine functions (denoted as…
Boundary conditions (BCs) are important groups of physics-enforced constraints that are necessary for solutions of Partial Differential Equations (PDEs) to satisfy at specific spatial locations. These constraints carry important physical…
We present a novel scheme for universal quantum computation based on spinless interacting bosonic quantum walkers on a piecewise-constant graph, described by the two-dimensional Bose-Hubbard model. Arbitrary X and Z rotations are…
Full-Waveform Inversion (FWI) has now become a widely accepted tool to obtain high-resolution velocity models from seismic data. Typically, the velocity model in its discrete form is represented on a rectangular grid, and we solve for the…
Algorithmic discrepancy theory seeks efficient algorithms to find those two-colorings of a set that minimize a given measure of coloring imbalance in the set, its {\it discrepancy}. The {\it Euclidean discrepancy} problem and the problem of…
We derive explicit solution representations for linear, dissipative, second-order Initial-Boundary Value Problems (IBVPs) with coefficients that are spatially varying, with linear, constant-coefficient, two-point boundary conditions. We…
We present an efficient and accurate immersed boundary (IB) finite element (FE) method for internal flow problems with complex geometries (e.g., blood flow in the vascular system). In this study, we use a voxelized flow domain (discretized…
Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier--Stokes equations. Such methods, referred to as…
The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions.…
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…
This paper proposes a Cartesian grid-based boundary integral method for efficiently and stably solving two representative moving interface problems, the Hele-Shaw flow and the Stefan problem. Elliptic and parabolic partial differential…
Warping-based video stabilizers smooth camera trajectory by constraining each pixel's displacement and warp stabilized frames from unstable ones accordingly. However, since the view outside the boundary is not available during warping, the…
Probabilistic inference in the hybrid domain, i.e. inference over discrete-continuous domains, requires tackling two well known #P-hard problems 1)~weighted model counting (WMC) over discrete variables and 2)~integration over continuous…
This paper considers the valuation of a European call option under the Heston stochastic volatility model. We present the asymptotic solution to the option pricing problem in powers of the volatility of variance. Then we introduce the…
The Galerkin method is often employed for numerical integration of evolutionary equations, such as the Navier-Stokes equation or the magnetic induction equation. Application of the method requires solving an equation of the form $P(Av-f)=0$…
A method is proposed for accurately describing arbitrary-shaped free boundaries in single-grid finite-difference schemes for elastodynamics, in a time-domain velocity-stress framework. The basic idea is as follows: fictitious values of the…
Intuitively, the appearance of true object boundaries varies from image to image. Hence the usual monolithic approach of training a single boundary predictor and applying it to all images regardless of their content is bound to be…
This paper is focused on performing a new method for solving linear and nonlinear higher-order boundary value problems (HBVPs). This direct numerical method based on spectral method. The trial function of this method is the Monic Chebyshev…