相关论文: The intermediate level-sets of the four-dimensiona…

For dynamical systems with infinite topological entropy, the classical entropy fails to quantify their complexity effectively, while the metric mean dimension provides a natural extension in this context. In this paper, we study the…

We discuss the lambda phi**4 model in 2- and 3-dimensional non-commutative spaces. The mapping onto a Hermitian matrix model enables its non-perturbative investigation by Monte Carlo simulations. The numerical results reveal a phase where…

We present a non-perturbative study of the lambda phi**4 model on a non-commutative plane. The lattice regularised form can be mapped onto a Hermitian matrix model, which enables Monte Carlo simulations. Numerical data reveal the phase…

Motivated by experimental observations of patterning at the leading edge of motile eukaryotic cells, we introduce a general model for the dynamics of nearly-flat fluid membranes driven from within by an ensemble of activators. We include,…

This work describes a domain embedding technique between two non-matching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is…

This paper proposes Bayesian mosaic, a parallelizable composite posterior, for scalable Bayesian inference on a broad class of multivariate discrete data models. Sampling is embarrassingly parallel since Bayesian mosaic is a multiplication…

We study moderate deviations from hydrodynamic limits of a reaction diffusion model. The process is defined as the superposition of the symmetric exclusion process with a Glauber dynamics. When the process starts from a product measure with…

The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…

This paper is devoted to the Gaussian fluctuations and deviations of the traces of tridiagonal random matrix. Under quite general assumptions, we prove that the traces are approximately normal distributed. Multi-dimensional central limit…

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…

We present a macroscopic theory of capillary condensation in slits formed by parallel walls of unequal length. Using the concept of an edge contact angle, we identify four distinct condensation states and derive Kelvin-like relations for…

Recent years have seen a huge development in spatial modelling and prediction methodology, driven by the increased availability of remote-sensing data and the reduced cost of distributed-processing technology. It is well known that…

Our main results are quantitative bounds in the multivariate normal approximation of centred subgraph counts in random graphs generated by a general graphon and independent vertex labels. We are interested in these statistics because they…

In this paper, we investigate the use of multilevel Monte Carlo (MLMC) methods for estimating the expectation of discretized random fields. Specifically, we consider a setting in which the input and output vectors of numerical simulators…

In this article we develop a new sequential Monte Carlo (SMC) method for multilevel (ML) Monte Carlo estimation. In particular, the method can be used to estimate expectations with respect to a target probability distribution over an…

Let $(X_t)_{t \ge 0}$ be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in intermediate regime, assuming that a discrete observation of…

In this paper we extend the earlier treatment of out-of-equilibrium mesoscopic fluctuations in glassy systems in several significant ways. First, via extensive simulations, we demonstrate that models of glassy behavior without quenched…

The modeling and simulation of multiphase fluid flow receive significant attention in reservoir engineering. Many time discretization schemes for multiphase flow equations are either explicit or semi-implicit, relying on the decoupling…