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The Bouncy Particle Sampler (BPS) is a Monte Carlo Markov Chain algorithm to sample from a target density known up to a multiplicative constant. This method is based on a kinetic piecewise deterministic Markov process for which the target…

概率论 · 数学 2019-11-18 Alain Durmus , Arnaud Guillin , Pierre Monmarché

We numerically investigate a mean-field Bayesian approach with the assistance of the Markov chain Monte Carlo method to estimate motion velocity fields and probabilistic models simultaneously in consecutive digital images described by…

计算机视觉与模式识别 · 计算机科学 2010-04-22 Yuya Inagaki , Jun-ichi Inoue

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

机器学习 · 计算机科学 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

A micromechanically motivated phase-field damage model is proposed to investigate the fracture behaviour in crosslinked polyurethane adhesive. The crosslinked polyurethane adhesive typically show viscoelastic behaviour with geometric…

计算工程、金融与科学 · 计算机科学 2024-06-11 S. P. Josyula , M. Brede , O. Hesebeck , K. Koschek , W. Possart , A. Wulf , B. Zimmer , S. Diebels

A high-accuracy solution of the diffraction problem has become necessary for the treatment of certain special questions of statistical physics. This article reports the creation of a computer program that serves as an instrumental method of…

光学 · 物理学 2013-08-30 Vladimir V. Savukov , Igor V. Golubenko

Peridynamics provides a versatile tool for fracture modelling in materials where fracture pathways cannot be predicted beforehand, but must be envisaged as an emergent features of the deformation process. One class of materials where this…

材料科学 · 物理学 2025-12-18 Shucheta Shegufta , Michael Zaiser

We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…

统计计算 · 统计学 2007-10-29 Anastasia Papavasiliou

In this mini-review we summarize the progress of modeling, simulation and analysis of shock responses of heterogeneous materials in our group in recent years. The basic methodology is as below. We first decompose the problem into different…

软凝聚态物质 · 物理学 2016-03-24 Aiguo Xu , Guangcai Zhang , Yangjun Ying , Cheng Wang

A micromorphic computational homogenization framework has recently been developed to deal with materials showing long-range correlated interactions, i.e. displaying patterning modes. Typical examples of such materials are elastomeric…

软凝聚态物质 · 物理学 2024-06-21 S. Maraghechi , O. Rokoš , R. H. J. Peerlings , M. G. D. Geers , J. P. M. Hoefnagels

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

统计力学 · 物理学 2016-03-23 Rüdiger Kürsten , Ulrich Behn

The paper discusses local porosity theory and its relation with other geometric characterization methods for porous media such as correlation functions and contact distributions. Special emphasis is placed on the charcterization of…

无序系统与神经网络 · 物理学 2007-05-23 R. Hilfer

We introduce DrugFlow, a generative model for structure-based drug design that integrates continuous flow matching with discrete Markov bridges, demonstrating state-of-the-art performance in learning chemical, geometric, and physical…

We compute profile likelihoods for a stochastic model of diffusive transport motivated by experimental observations of heat conduction in layered skin tissues. This process is modelled as a random walk in a layered one-dimensional material,…

Tomography is a widely used tool for analyzing microstructures in three dimensions (3D). The analysis, however, faces difficulty because the constituent materials produce similar grey-scale values. Sometimes, this prompts the image…

材料科学 · 物理学 2021-09-28 Anand V. Patel , Tao Hou , Juan D. Beltran Rodriguez , Tamal K. Dey , Dunbar P. Birnie

Coherent nonlinear optical micro-spectroscopy is a frequently used tool in modern material science, as it is sensitive to many different local observables, which comprise, among others, crystal symmetry and vibrational properties. The…

光学 · 物理学 2023-04-12 Kai J. Spychala , Zeeshan H. Amber , Lukas M. Eng , Michael Rüsing

Mineral precipitation and dissolution processes in a porous medium can alter the structure of the medium at the scale of pores. Such changes make numerical simulations a challenging task as the geometry of the pores changes in time in an…

数值分析 · 数学 2020-07-13 Manuela Bastidas , Carina Bringedal , Iuliu Sorin Pop

Pore-scale simulations accurately describe transport properties of fluids in the subsurface. These simulations enhance our understanding of applications such as assessing hydrogen storage efficiency and forecasting CO$_2$ sequestration…

With the rapid advancement of information technology and data collection systems, large-scale spatial panel data presents new methodological and computational challenges. This paper introduces a dynamic spatial panel quantile model that…

计量经济学 · 经济学 2025-06-10 Tomohiro Ando , Jushan Bai , Kunpeng Li , Yong Song

High-dimensional distributions, especially those with heavy tails, are notoriously difficult for off-the-shelf MCMC samplers: the combination of unbounded state spaces, diminishing gradient information, and local moves results in…

统计计算 · 统计学 2024-02-22 Jun Yang , Krzysztof Łatuszyński , Gareth O. Roberts

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

统计力学 · 物理学 2007-05-23 Peter F. Arndt , Vladimir Rittenberg
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