Related papers: Large-scale stochastic propagation method beyond t…
Consider a continuous time Markov chain with rates Q in the state space \Lambda\cup\{0\} with 0 as an absorbing state. In the associated Fleming-Viot process N particles evolve independently in \Lambda with rates Q until one of them…
While the analytical solution for the marginal distribution of a stochastic chemical reaction network has been extensively studied, its joint distribution, i.e. the solution of a high-dimensional chemical master equation, has received much…
Sequential Monte Carlo techniques are useful for state estimation in non-linear, non-Gaussian dynamic models. These methods allow us to approximate the joint posterior distribution using sequential importance sampling. In this framework,…
The apportionment problem deals with the fair distribution of a discrete set of $k$ indivisible resources (such as legislative seats) to $n$ entities (such as parties or geographic subdivisions). Highest averages methods are a frequently…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
This paper deals with the large time dynamics of bounded solutions of reaction-diffusion equations with unbounded initial support in $\mathbb{R}^N$. We prove a variational formula for the spreading speeds in any direction, and we also…
An efficient O($N$) divide-conquer (DC) method based on localized natural orbitals (LNOs) is presented for large-scale density functional theories (DFT) calculations of gapped and metallic systems. The LNOs are non-iteratively calculated by…
We describe recent progress in developing practical ab initio methods for which the computer effort is proportional to the number of atoms: linear scaling or O(N) methods. It is shown that the locality property of the density matrix gives a…
We consider a basic stochastic particle system consisting of $N$ identical particles with isotropic $k$-particle synchronization, $k\geq 2$. In the limit when both number of particles $N$ and time $t=t(N)$ grow to infinity we study an…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of $N >…
We provide a new non-asymptotic analysis of distributed TD(0) with linear function approximation. Our approach relies on "one-shot averaging," where $N$ agents run local copies of TD(0) and average the outcomes only once at the very end. We…
Accurate propagation of orbital uncertainty is essential for a range of applications within space domain awareness. Adaptive Gaussian mixture-based approaches offer tractable nonlinear uncertainty propagation through splitting mixands to…
The space- and temperature-dependent electron distribution $n(r,T)$ determines optoelectronic properties of disordered semiconductors. It is a challenging task to get access to $n(r,T)$ in random potentials, avoiding the time-consuming…
We consider the problem of numerically solving the Schr\"odinger equation with a potential that is quasi periodic in space and time. We introduce a numerical scheme based on a newly developed multi-time scale and averaging technique. We…
In the stochastic mean-field approach, an ensemble of initial conditions is considered to incorporate correlations beyond the mean-field. Then each starting pont is propagated separately using the Time-Dependent Hartree-Fock equation of…
A stochastic representation of the dynamics of open quantum systems, suitable for non-perturbative system-reservoir interaction, non-Markovian effects and arbitrarily driven systems is presented. It includes the case of driving on…
Nonlinear and dispersive transmission impairments in coherent fiber-optic communication systems are often compensated by reverting the nonlinear Schr\"odinger equation, which describes the evolution of the signal in the link, numerically.…
We propose an approximate solution of the time-dependent Schr\"odinger equation using the method of stationary states combined with a variational matrix method for finding the energies and eigenstates. We illustrate the effectiveness of the…