Related papers: Uncertainty Propagation on Unimodular Matrix Lie G…
We consider in the unidirectional approximation the propagation of an ultra short electromagnetic pulse in a resonant medium consisting of molecules characterized by a transition operator with both diagonal and non-diagonal matrix elements.…
Several numerical approximation strategies for the expectation-propagation algorithm are studied in the context of large-scale learning: the Laplace method, a faster variant of it, Gaussian quadrature, and a deterministic version of…
We consider the Schrodinger equation with a generalized uncertainty principle for a free particle. We then transform the problem into a second ordinary differential equation and thereby obtain the corresponding propagator. The result of…
This paper is devoted to the study of mean-field limit for systems of indistinguables particles undergoing collision processes. As formulated by Kac \cite{Kac1956} this limit is based on the {\em chaos propagation}, and we (1) prove and…
Wave propagation is studied in a sufficiently anisotropic random medium that backscattering along one direction can be neglected. A Fokker-Planck equation is derived the solution to which would provide a complete statistical description of…
We describe a numerical algorithm which simulates the propagation of light in inhomogeneous universes, using the multiple lens-plane method. The deformation and deflection of light beams as they interact with each lens plane are computed…
We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-…
In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…
We present a new Lattice Boltzmann (LB) formulation to solve the Maxwell equations for electromagnetic (EM) waves propagating in a heterogeneous medium. By using a pseudo-vector discrete Boltzmann distribution, the scheme is shown to…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…
Uncertainty relations are usually stated as bounds on selected combinations of variances, but the full covariance matrix contains substantially richer information about the geometry of quantum state space and about the operational…
We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…
Extended Kalman Filtering (EKF) can be used to propagate and quantify input uncertainty through a Deep Neural Network (DNN) assuming mild hypotheses on the input distribution. This methodology yields results comparable to existing methods…
The Luria-Delbr\"uck mutation model has a long history and has been mathematically formulated in several different ways. Here we tackle the problem in the case of a continuous distribution using some mathematical tools from nonlinear…
Accurate modeling of radio wave propagation over irregular terrains is crucial for designing reliable wireless communication systems in such environments, yet uncertainties in the antenna configuration are not quantified within…
Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…
We study the discrete Fokker-Planck equation associated with the mean-field dynamics of a particle system called the dispersion process. For different regimes of the average number of particles per site (denoted by $\mu > 0$), we establish…
Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…
We present a new Monte Carlo muon propagation algorithm MUM (MUons+Medium) which possesses some advantages over analogous algorithms presently in use. The most important features of algorithm are described. Results on the test for accuracy…