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This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

统计理论 · 数学 2010-08-18 Jimmy Olsson , Jonas Ströjby

As a critical component of power supply systems, low-voltage distribution net-works directly affect grid stability and user power supply reliability, yet they face significant threats from lightning-induced faults. Transient simulations are…

等离子体物理 · 物理学 2025-11-07 Xiaobing Xiao , Xipeng Chen , Lei Jia , Huaifei Chen , Lu Qu , Chakhung Yeung

Energy conserving particle-in-cell schemes are constructed for a class of reduced relativistic Vlasov--Maxwell equations of laser-plasma interaction. Discrete Poisson equation is also satisfied by the numerical solution. Specifically,…

数值分析 · 数学 2022-11-30 Yingzhe Li

One of the main functions of the LHC beam loss measurement system is the protection of equipment against damage caused by impacting particles creating secondary showers and their energy dissipation in the matter. Reliability requirements…

加速器物理 · 物理学 2016-08-11 B. Dehning

In this paper, a computationally lightweight algorithm is introduced for hybrid PV/Battery/Load systems that is price responsive, responds fast, does not require powerful hardware, and considers the operational limitations of the system.…

系统与控制 · 电气工程与系统科学 2025-02-14 Mohsen Banaei , Razgar Ebrahimy , Henrik Madsen

A particle-in-cell algorithm is derived with a canonical Poisson structure in the formalism of finite element exterior calculus. The resulting method belongs to the class of gauge-compatible splitting algorithms, which exactly preserve…

等离子体物理 · 物理学 2022-05-05 Alexander S. Glasser , Hong Qin

The emergence and understanding of new design paradigms that exploit flow induced mechanical instabilities for propulsion or energy harvesting demands robust and accurate flow structure interaction numerical models. In this context, we…

流体动力学 · 物理学 2019-05-22 Caroline Bernier , Mattia Gazzola , Renaud Ronsse , Philippe Chatelain

In this paper, Particle-in-Cell algorithms for the Vlasov-Poisson system are presented based on its Poisson bracket structure. The Poisson equation is solved by finite element methods, in which the appropriate finite element spaces are…

数值分析 · 数学 2022-08-10 Anjiao Gu , Yang He , Yajuan Sun

Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…

概率论 · 数学 2011-02-22 Aihua Xia , Fuxi Zhang

We give a extensive account of a recent new way of applying the Dirichlet form theory to random Poisson measures. The main application is to obtain existence of density for thelaws of random functionals of L\'evy processes or solutions of…

概率论 · 数学 2010-04-19 Nicolas Bouleau

In this paper we are concerned with energy-conserving methods for Poisson problems, which are effectively solved by defining a suitable generalization of HBVMs, a class of energy-conserving methods for Hamiltonian problems. The actual…

数值分析 · 数学 2022-03-10 Pierluigi Amodio , Luigi Brugnano , Felice Iavernaro

We discuss the efficient implementation of Hamiltonian BVMs (HBVMs), a recently introduced class of energy preserving methods for canonical Hamiltonian systems, via their blended formulation. We also discuss the case of separable problems,…

数值分析 · 数学 2011-12-20 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

In this paper, we propose an adaptive framework for the variable power of the fractional least mean square (FLMS) algorithm. The proposed algorithm named as robust variable power FLMS (RVP-FLMS) dynamically adapts the fractional power of…

最优化与控制 · 数学 2017-02-07 Jawwad Ahmad , Muhammad Usman , Shujaat Khan , Imran Naseem , Hassan Jamil Syed

In this paper, we develop Hamiltonian particle-in-cell methods for Vlasov-Maxwell equations by applying conforming finite element methods in space and splitting methods in time. For the spatial discretisation, the criteria for choosing…

计算物理 · 物理学 2016-10-12 Yang He , Yajuan Sun , Hong Qin , Jian Liu

The latent position network model (LPM) is a popular approach for the statistical analysis of network data. A central aspect of this model is that it assigns nodes to random positions in a latent space, such that the probability of an…

统计方法学 · 统计学 2026-02-02 Chaoyi Lu , Riccardo Rastelli , Nial Friel

This paper proposes a novel method to estimate the rate parameter of the Poisson distribution. The proposed method employs the Cramer-von Mises type optimization which has been commonly used in estimating parameters of continuous…

统计计算 · 统计学 2026-05-22 Jiwoong Kim

The fractional Poisson process (FPP) generalizes the standard Poisson process by replacing exponentially distributed return times with Mittag-Leffler distributed ones with an extra tail parameter, allowing for greater flexibility. The FPP…

应用统计 · 统计学 2025-11-12 Merle Mendel , Roland Fried

Species distribution modeling (SDM) plays a crucial role in investigating habitat suitability and addressing various ecological issues. While likelihood analysis is commonly used to draw ecological conclusions, it has been observed that its…

统计方法学 · 统计学 2023-07-03 Yusuke Saigusa , Shinto Eguchi , Osamu Komori

We propose a novel structure preserving discretization for viscous and resistive magnetohydrodynamics. We follow the recent line of work on discrete least action principle for fluid and plasma equation, incorporating the recent advances to…

数值分析 · 数学 2025-04-09 Valentin Carlier

We present methods and results of the testing of an inexpensive home-made diffraction limited lens system, the design of which was proposed in a recent paper and which has since been used (with slight alterations) by several research…

光学 · 物理学 2007-05-23 P Baranowski , J Zacks , G Hechenblaikner , C J Foot
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