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Validating safety-critical autonomous systems in high-dimensional domains such as robotics presents a significant challenge. Existing black-box approaches based on Markov chain Monte Carlo may require an enormous number of samples, while…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…
This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…
A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…
A microscopic model of adsorption in cluster forming systems with competing interaction is considered. The adsorption process is described by the master equation and modelled by a kinetic Monte Carlo method. The evolution of the particle…
We use an efficient method that eases the daunting task of simulating dynamics in spin systems with long-range interaction. Our Monte Carlo simulations of the long-range Ising model for the nonequilibrium phase ordering dynamics in two…
This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…
Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…
We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…
Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…
The final stage of latex film formation was simulated by introducing donors and acceptors into the adjacent compartments of a cube. Homogenous and/or heterogeneous donor-acceptor distributions were chosen for different types of simulations.…
We have developed a new, very efficient numerical scheme to solve the CR diffusion convection equation that can be applied to the study of the nonlinear time evolution of CR modified shocks for arbitrary spatial diffusion properties. The…
In this paper we present two efficient implementations of the diffusion approximation to be employed in Monte Carlo computations of radiative transfer in dusty media of massive circumstellar disks. The aim is to improve the accuracy of the…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
We study the decay process for the reaction-diffusion process of three species on the small-world network. The decay process is manipulated from the deterministic rate equation of three species in the reaction-diffusion system. The particle…
We study the problem of predicting rare critical transition events for a class of slow-fast nonlinear dynamical systems. The state of the system of interest is described by a slow process, whereas a faster process drives its evolution and…
This article presents a multi-physics methodology for the numerical simulation of physical systems that involve the non-linear interaction of multi-phase reactive fluids and elastoplastic solids, inducing high strain-rates and high…
The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…