相关论文: Technique for computing the PDFs and CDFs of non-n…

The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…

We present recent results of the NNPDF collaboration on a full DIS analysis of Parton Distribution Functions (PDFs). Our method is based on the idea of combining a Monte Carlo sampling of the probability measure in the space of PDFs with…

We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…

A theoretical interpretation of numerically generated probability density functions (PDFs) of intermittent plasma transport events in unforced zonal flows is provided within the Charney-Hasegawa-Mima (CHM) model. The governing equation is…

We introduce and compare computational techniques for sharp extreme event probability estimates in stochastic differential equations with small additive Gaussian noise. In particular, we focus on strategies that are scalable, i.e. their…

We introduce the multivariate decomposition finite element method (MDFEM) for solving elliptic PDEs with uniform random diffusion coefficients. We show that the MDFEM can be used to reduce the computational complexity of estimating the…

We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…

We propose an analysis method for the leading-twist operator product expansion based lattice QCD determinations of the valence parton distribution function (PDF). In the first step, we determine the confidence-intervals of the leading-twist…

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least…

The cumulative distribution function (CDF) of the doubly non-central beta distribution can be expressed as an infinite double series. By truncating the sum of this series, one can obtain an approximate value of the CDF. Although numerous…

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

The first globally convergent numerical method for a Coefficient Inverse Problem (CIP) for the Riemannian Radiative Transfer Equation (RRTE) is constructed. This is a version of the so-called \textquotedblleft convexification" method, which…

We address the inverse problem of identifying a time-dependent potential coefficient in a one-dimensional diffusion equation subject to Dirichlet boundary conditions and a nonlocal integral overdetermination constraint reflecting spatially…

We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…

In this paper we consider continued fraction (CF) expansions on intervals different from $[0,1]$. For every $x$ in such interval we find a CF expansion with a finite number of possible digits. Using the natural extension, the density of the…

Consider a spectrally positive L\'evy process $Z$ with log-Laplace exponent $\Psi$ and a positive continuous function $R$ on $(0,\infty)$. We investigate the entrance from $\infty$ of the process $X$ obtained by changing time in $Z$ with…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

For the first time, we develop a convergent numerical method for the llinear integral equation derived by M.M. Lavrent'ev in 1964 with the goal to solve a coefficient inverse problem for a wave-like equation in 3D. The data are non…

We present direct methods and symbolic software for the computation of conservation laws of nonlinear partial differential equations (PDEs) and differential-difference equations (DDEs).The methods are applied to nonlinear PDEs in (1+1)…

In this work we present, for the first time, the non-perturbative renormalization for the unpolarized, helicity and transversity quasi-PDFs, in an RI' scheme. The proposed prescription addresses simultaneously all aspects of…