相关论文: Perturbative density functional methods for choles…

We give a probabilistic interpretation of the Monte Carlo scheme proposed by Fahim, Touzi and Warin [Ann. Appl. Probab. 21 (2011) 1322-1364] for fully nonlinear parabolic PDEs, and hence generalize it to the path-dependent (or…

Estimating large covariance matrices has been a longstanding important problem in many applications and has attracted increased attention over several decades. This paper deals with two methods based on pre-existing works to impose sparsity…

We consider the Poisson-Nernst-Planck system which is well-accepted for describing dilute electrolytes as well as transport of charged species in homogeneous environments. Here, we study these equations in porous media whose electric…

Two-dimensional ensembles of bent-core shaped molecules attain at highly orienting surfaces liquid crystalline structures characteristic mostly for lamellar chiral or nonchiral antiferroelectric order. Here, using the Onsager-type of…

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Integral equation of pure liquids, combined with a new "scaling approximation" based on a corresponding states treatment of pair correlation functions, is used to evaluate approximate structure factors for colloidal fluids constituted of…

We establish stochastic functional integral representations for incompressible fluid flows occupying wall-bounded domains using the conditional law duality for a class of diffusion processes. These representations are used to derive a…

The electrostatic potential in the neighborhood of a biomolecule can be computed thanks to the non-linear divergence-form elliptic Poisson-Boltzmann PDE. Dedicated Monte-Carlo methods have been developed to solve its linearized version (see…

We apply a recently proposed density functional for mixtures of parallel hard cylinders, based on Rosenfeld's fundamental measure theory, to study the effect of length-polydispersity on the relative stability between the smectic and…

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…

We present a nonlocal electrostatic formulation of nonuniform ions and water molecules with interstitial voids that uses a Fermi-like distribution to account for steric and correlation effects in electrolyte solutions. The formulation is…

We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

Inferring unknown conic sections on the basis of noisy data is a challenging problem with applications in computer vision. A major limitation of the currently available methods for conic sections is that estimation methods rely on the…

We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely-separated time scales, and for which the slow evolution can be described in terms of a small…

In this paper, we develop a new multiphysics finite element method for a nonlinear poroelastic model with Hencky-Mises stress tensor. By introducing some new notations, we reformulate the original model into a fluid-fluid coupling problem,…

We introduce a Monte Carlo Virtual Element estimator based on Virtual Element discretizations for stochastic elliptic partial differential equations with random diffusion coefficients. We prove estimates for the statistical approximation…

Monte Carlo simulations have been performed to determine the excess energy and the equation of state of fcc solids with Sutherland potentials for wide ranges of temperatures, densities and effective potential ranges. The same quantities…