Related papers: A deterministic particle approximation for a fourt…
In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…
This paper presents a quantum algorithm for the solution of prototypical second-order linear elliptic partial differential equations discretized by $d$-linear finite elements on Cartesian grids of a bounded $d$-dimensional domain. An…
A standard approach to approximate inference in state-space models isto apply a particle filter, e.g., the Condensation Algorithm.However, the performance of particle filters often varies significantlydue to their stochastic nature.We…
A particle filter is introduced to numerically approximate a solution of the global optimization problem. The theoretical significance of this work comes from its variational aspects: (i) the proposed particle filter is a controlled…
This paper reports on recent work to compute the asymptotic solution of a n-th order ordinary differential equation. Symbolic methods are used to compute the asymptotics over a large region. Application is made to the computation of the…
This manuscript proposes a class of fractional stochastic integro-differential equation (FSIDE) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme of increasing sequence of finite dimensional…
In this paper, we present a new iterative approximate method of solving boundary value problems. The idea is to compute approximate polynomial solutions in the Bernstein form using least squares approximation combined with some properties…
We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
We present the first exact calculation of the energy of the bound state of a one dimensional Dirac massive particle in weak short-range arbitrary potentials, using perturbation theory to fourth order (the analogous result for two…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
In a companion paper (hep-th/0512317), we have presented an approximation scheme to solve the Non Perturbative Renormalization Group equations that allows the calculation of the $n$-point functions for arbitrary values of the external…
We investigate a particle system which is a discrete and deterministic approximation of the one-dimensional Keller-Segel equation with a logarithmic potential. The particle system is derived from the gradient flow of the homogeneous free…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
In this work we study systems consisting of a group of moving particles. In such systems, often some important parameters are unknown and have to be estimated from observed data. Such parameter estimation problems can often be solved via a…
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…
We study the problem of approximating the Ising model partition function with complex parameters on bounded degree graphs. We establish a deterministic polynomial-time approximation scheme for the partition function when the interactions…
This paper reviews different numerical methods for specific examples of Wasserstein gradient flows: we focus on nonlinear Fokker-Planck equations,but also discuss discretizations of the parabolic-elliptic Keller-Segel model and of the…
A challenging problem in solving the Boltzmann equation numerically is that the velocity space is approximated by a finite region. Therefore, most methods are based on a truncation technique and the computational cost is then very high if…