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Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…

Computational Finance · Quantitative Finance 2020-11-10 Matteo Gardini , Piergiacomo Sabino , Emanuela Sasso

To fill the gap of traditional GS compression method, in this paper, we first propose a simple and effective GS data compression anchor called Graph-based GS Compression (GGSC). GGSC is inspired by graph signal processing theory and uses…

Computer Vision and Pattern Recognition · Computer Science 2024-07-22 Qi Yang , Kaifa Yang , Yuke Xing , Yiling Xu , Zhu Li

Classical Markov Chain Monte Carlo methods have been essential for simulating statistical physical systems and have proven well applicable to other systems with many degrees of freedom. Motivated by the statistical physics origins, Chen,…

Quantum Physics · Physics 2026-01-26 András Gilyén , Chi-Fang Chen , Joao F. Doriguello , Michael J. Kastoryano

A new model, for the accurate simulation of multiple Coulomb scattering (MSC) of e-/e+, has been implemented in Geant4 recently and made available with version Geant4-10.4. The model is based on Goudsmit-Saunderson (GS) angular…

Computational Physics · Physics 2025-10-20 Mihaly Novak

The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…

Probability · Mathematics 2018-04-10 Julian Grote , Christoph Thaele

We present a numerically cheap approximation to super-sample covariance (SSC) of large scale structure cosmological probes, first in the case of angular power spectra. It necessitates no new elements besides those used for the prediction of…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-17 Fabien Lacasa , Julien Grain

Using the Sparling form and a geometric construction adapted to spacetimes with a 2-dimensional isometry group, we analyse a quasi-local measure of gravitational energy. We then study the gravitational radiation through spacetime junctions…

General Relativity and Quantum Cosmology · Physics 2018-11-27 Alfonso García-Parrado , Filipe C. Mena

In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-14 J. Jasche , F. S. Kitaura

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…

Probability · Mathematics 2026-02-18 Alain-Sol Sznitman , Klaus Widmayer

Astrophysical accretion discs that carry a significant mass compared with their central object are subject to the effect of self-gravity. In the context of circumstellar discs, this can, for instance, cause fragmentation of the disc gas,…

Earth and Planetary Astrophysics · Physics 2024-07-17 Oliver Gressel , Udo Ziegler

We propose a new family of high order staggered semi-implicit discontinuous Galerkin (DG) methods for the simulation of natural convection problems. Assuming small temperature fluctuations, the Boussinesq approximation is valid and the flow…

Computational Physics · Physics 2019-12-05 Saray Busto , Maurizio Tavelli , Walter Boscheri , Michael Dumbser

The Dirac equation is an important model in relativistic quantum mechanics. In the semi-classical regime $\epsilon\ll1$, even a spatially spectrally accurate time splitting method \cite{HuJi:05} requires the mesh size to be $O(\epsilon)$,…

Numerical Analysis · Mathematics 2012-05-04 Hao Wu , Zhongyi Huang , Shi Jin , Dongsheng Yin

Theory was formulated for scattering by a coated chiral sphere of a plane wave of arbitrary polarization state with amplitude modulated by a Gaussian pulse. The spherical core and the concentric shell of the sphere were composed of two…

Optics · Physics 2026-04-24 Hector M. Iga-Buitron , Tom G. Mackay , Akhlesh Lakhtakia

A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

Fluid Dynamics · Physics 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

We analyze the consolidation of freshly deposited cohesive and non-cohesive sediment by means of particle-resolved direct Navier-Stokes simulations based on the Immersed Boundary Method. The computational model is parameterized by material…

Soft Condensed Matter · Physics 2019-07-09 Bernhard Vowinckel , Edward Biegert , Paolo Luzzatto-Fegiz , Eckart Meiburg

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…

Numerical Analysis · Mathematics 2015-09-11 Gabriela Malenova , Mohammad Motamed , Olof Runborg , Raul Tempone

This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of…

Numerical Analysis · Mathematics 2019-02-12 Kailiang Wu , Huazhong Tang , Dongbin Xiu

Simulating vibrationally resolved electronic spectra of anharmonic systems, especially those involving double-well potential energy surfaces, often requires expensive quantum dynamics methods. Here, we explore the applicability and…

Chemical Physics · Physics 2022-05-12 Tomislav Begušić , Enrico Tapavicza , Jiří Vaníček

We investigate local phase transitions of the solvent in the neighborhood of a solvophobic polymer chain which is induced by a change of the polymer-solvent repulsion and the solvent pressure in the bulk solution. We describe the polymer in…

Statistical Mechanics · Physics 2015-06-23 Yu. A. Budkov , I. I. Vyalov , A. L. Kolesnikov , N. Georgi , G. N. Chuev , M. G. Kiselev