Related papers: Numerical methods for two-dimensional G-heat equat…
A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…
The aim of this work is to present some strategies to solve numerically controllability problems for the two-dimensional heat equation, the Stokes equations and the Navier-Stokes equations with Dirichlet boundary conditions. The main idea…
We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…
We consider dynamic sublinear expectations (i.e., time-consistent coherent risk measures) whose scenario sets consist of singular measures corresponding to a general form of volatility uncertainty. We derive a c\`adl\`ag nonlinear…
Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…
Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…
Recently, it has been realized that the so-called G-inflation model inspired by supplementing a generalized covariant Galileon-like non-linear derivative self-interacting term to the standard kinetic term should be ruled out from…
The results of numerical simulation using a modified Monte Carlo method with a heat bath algorithm for the pseudospin model of cuprates are presented. The temperature phase diagrams are constructed for various degrees of doping and for…
To predict the heat diffusion in a given region over time, it is often necessary to find the numerical solution for heat equation. With the techniques of discrete differential calculus, we propose two unconditional stable numerical schemes…
The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed,…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
In conventional molecular simulation, metastable structures often survive over considerable computational time, resulting in difficulties in simulating equilibrium states. In order to overcome this difficulty, here we propose a newly…
The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…
This work addresses the problem of estimating the parameters of the general half-normal distribution. Namely, the problem of determining the minimum risk equi\-va\-riant (MRE) estimators of the parameters is explored. Simulation studies are…
Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…
An effective two-stage method for an estimation of parameters of the linear regression is considered. For this purpose we introduce a certain quasi-estimator that, in contrast to usual estimator, produces two alternative estimates. It is…
We introduce a numerical workflow to model and simulate transient close-contact melting processes based on the space-time finite element method. That is, we aim at computing the velocity at which a forced heat source melts through a…
The renormalization constants present in the lattice evaluation of the topological susceptibility can be non-perturbatively calculated by using the so-called heating method. We test this method for the $O(3)$ non-linear $\sigma$-model in…