相关论文: Higher order expansions via Stein method

We present new Poisson process approximation results for stabilizing functionals of Poisson and binomial point processes. These functionals are allowed to have an unbounded range of interaction and encompass many examples in stochastic…

We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…

We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability…

Asymptotic expansion of the distribution of a perturbation $Z_n$ of a Skorohod integral jointly with a reference variable $X_n$ is derived. We introduce a second-order interpolation formula in frequency domain to expand a characteristic…

We establish a general inequality on the Poisson space, yielding an upper bound for the distance in total variation between the law of a regular random variable with values in the integers and a Poisson distribution. Several applications…

Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…

The performance of numerical micromagnetic models is limited by the demagnetizing field computation, which typically accounts for the majority of the computation time. For magnetization dynamics simulations explicit evaluation methods are…

In this paper, we present a new approach to derive series expansions for some Gaussian processes based on harmonic analysis of their covariance function. In particular, we propose a new simple rate-optimal series expansion for fractional…

A new formalism using the ideas of the augmented space recursion (introduced by one of us) has been proposed to study the ground state properties of ordered and disordered one-dimensional Holstein model. For ordered case our method works…

We apply nonparametric Bayesian methods to study the problem of estimating the intensity function of an inhomogeneous Poisson process. We exhibit a prior on intensities which both leads to a computationally feasible method and enjoys…

The dual boson approach [Ann. Phys. 327, 1320 (2012)] provides a means to construct a diagrammatic expansion around the extended dynamical mean-field theory (EDMFT). In this paper, we present the numerical implementation of the approach and…

This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…

The Poisson process of order $i$ is a weighted sum of independent Poisson processes and is used to model the flow of clients in different services. In the paper below we study some extensions of this process, for different forms of the…

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

A general approach was proposed in this article to develop high-order exponentially fitted basis functions for finite element approximations of multi-dimensional drift-diffusion equations for modeling biomolecular electrodiffusion…

This work provides a semi-analytic approximation method for decoupled forwardbackward SDEs (FBSDEs) with jumps. In particular, we construct an asymptotic expansion method for FBSDEs driven by the random Poisson measures with {\sigma}-finite…

The Newton, Gauss--Newton and Levenberg--Marquardt methods all use the first derivative of a vector function (the Jacobian) to minimise its sum of squares. When the Jacobian matrix is ill-conditioned, the function varies much faster in some…

We introduce a new variational approach to the stationary state of kinetic Ising-like models. The approach is based on the cluster expansion of the entropy term appearing in a functional which is minimized by the system history. We rederive…

A new approach to building explicit time-marching stencil computation schemes for the transient 2D acoustic wave equation is implemented. It is based on using Poisson's formula and its three time level modification combined with polynomial…