Related papers: Boundary homogenization for partially reactive pat…
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…
We investigate the statistical correlation between the first-reaction time of a diffusing particle and its boundary local time accumulated until the reaction event. Since the reaction event occurs after multiple encounters of the particle…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
We propose to homogenize a periodic (along one direction) structure, first in order to verify the quasi-static prediction of its response to an acoustic wave arising from mixing theory, then to address the question of what becomes of this…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…
In this paper we study the electrostatic interaction of a heterogeneously charged wall with a neutral semipermeable membrane. The wall consists of periodic stripes, where the charge density varies in one direction. The membrane is in a…
In this paper, we propose and analyze an accurate numerical approach to simulate the Helmholtz problem in a bounded region with a random refractive index, where the random refractive index is denoted using an infinite series parameterized…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
This PhD thesis lays out algebraic and topological structures relevant for the study of probabilistic graphical models. Marginal estimation algorithms are introduced as diffusion equations of the form $\dot u = \delta \varphi$. They…
The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…
Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…
Heterogenous reactions typically consist of multiple elementary steps and their rate coefficients are of fundamental importance in elucidating the mechanisms and micro-kinetics of these processes. Transition-state theory (TST) for…
We study kinetic Monte-Carlo (KMC) descriptions of active particles. By relying on large discrete time steps, KMC algorithms accelerate the relaxational dynamics of active systems towards their steady-state. We show, however, that their…
Temporal coherence-persistent alignment across time-can arise between agents with fundamentally distinct dynamics, a behavior that classical diffusion models (e.g., Brownian motion, fractional Brownian motion, generalized Langevin equation)…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…
Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…
The interactions between diffusing molecules and membrane-bound receptors drive numerous cellular processes. In this work, we develop a spatial model of molecular interactions with membrane receptors by homogenizing the cell membrane and…