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Global sensitivity analysis (GSA) of numerical simulators aims at studying the global impact of the input uncertainties on the output. To perform the GSA, statistical tools based on inputs/output dependence measures are commonly used. We…
The accurate numerical solution of partial differential equations is a central task in numerical analysis allowing to model a wide range of natural phenomena by employing specialized solvers depending on the scenario of application. Here,…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
Recently, a Quantum Monte Carlo method alternative to the Path Integral Monte Carlo method was developed for the numerical solution of the N-boson problem; it is based on the stochastic evolution of classical fields. Here we apply it to…
In this paper, we consider the sublinear expectation on bounded random variables. With the notion of uncorrelatedness for random variables under the sublinear expectation, a weak law of large numbers is obtained. With the notion of…
Using the Continuous Time Quantum Monte Carlo Loop algorithm, we calculate the temperature dependence of the uniform susceptibility, and the specific heat of a spin-1/2 chain with random antiferromagnetic and ferromagnetic couplings, down…
In this paper, we discuss computational aspects to obtain accurate inferences for the parameters of the generalized gamma (GG) distribution. Usually, the solution of the maximum likelihood estimators (MLE) for the GG distribution have no…
We consider a nonlinear variational wave equation that models the dynamics of the director field in nematic liquid crystals with high molecular rotational inertia. Being derived from an energy principle, energy stability is an intrinsic…
We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
"Generalized Hydrodynamics" (GHD) stands for a model that describes one-dimensional \textit{integrable} systems in quantum physics, such as ultra-cold atoms or spin chains. Mathematically, GHD corresponds to nonlinear equations of kinetic…
In this paper, we introduce a deterministic formulation for the geometric programming problem, wherein the coefficients are represented as independent linear-normal uncertain random variables. To address the challenges posed by this…
A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…
The paper proposes Monte Carlo algorithms for the computation of the information rate of two-dimensional source/channel models. The focus of the paper is on binary-input channels with constraints on the allowed input configurations. The…
Recent work on the complete wetting transition for three dimensional systems with short-ranged forces has emphasized the role played by the coupling of order-parameter fluctuations near the wall and depinning interface. It has been proposed…
Temperature stabilization of oil and gas wells is used to ensure stability and prevent deformation of a subgrade estuary zone. In this work, we consider the numerical simulation of thermal stabilization using vertical seasonal freezing…
This paper proposes a novel test method for high-dimensional mean testing regard for the temporal dependent data. Comparison to existing methods, we establish the asymptotic normality of the test statistic without relying on restrictive…
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…
A generalization of expectiles for d-dimensional multivariate distribution functions is introduced. The resulting geometric expectiles are unique solutions to a convex risk minimization problem and are given by d-dimensional vectors. They…
We analyse a numerical scheme for a system arising from a novel description of the standard elastic--perfectly plastic response. The elastic--perfectly plastic response is described via rate-type equations that do not make use of the…
The two-scale computational homogenization method is proposed for modelling of locally periodic fluid-saturated media subjected a to large deformation induced by quasistatic loading. The periodic heterogeneities are relevant to the…