相关论文: Density Approximation of Affine Jump Diffusions vi…

A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…

The method of moments is widely used for the reduction of kinetic equations into fluid models. It consists in extracting the moments of the kinetic equation with respect to a velocity variable, but the resulting system is a priori…

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

The present work is devoted to approximation of the statistical moments of the unknown solution of a class of elliptic transmission problems in $\mathbb R^3$ with randomly perturbed interfaces. Within this model, the diffusion coefficient…

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

In this paper, we present a new self-supervised scene flow estimation approach for a pair of consecutive point clouds. The key idea of our approach is to represent discrete point clouds as continuous probability density functions using…

Approximate solutions of the chemical master equation and the chemical Fokker-Planck equation are an important tool in the analysis of biomolecular reaction networks. Previous studies have highlighted a number of problems with the…

We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

We consider a time inhomogeneous Cox-Ingersoll-Ross diffusion with positive jumps. We exploit a branching property to prove existence of a unique strong solution under a restrictive condition on the jump measure. We give Laplace transforms…

The microscopic theory of atomic diffusion kinetics is used for f.c.c. substitutional solid solutions. Within this approach, the short-range order relaxation is due to the atomic migration. Experimental data on the time dependence of…

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of…

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

We develop a micromorphic-based approach for finite element stabilization of reaction-convection-diffusion equations, by gradient enhancement of the field of interest via introducing an auxiliary variable. The well-posedness of the…

In this work we use tempered fractional advection-diffusion equations to model the dispersive transport in disordered materials. A numerical method is derived to approximate the solution of such differential models and we prove that it is…

Introducing a reduced particle stiffness in discrete element method (DEM) allows for bigger time steps and therefore fewer total iterations in a simulation. Although this approach works well for dry non-adhesive particles, it has been shown…

In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite…

The unique properties of anisotropic and composite particles are increasingly being leveraged in modern particulate products. However, tailored synthesis of particles characterized by multi-dimensional dispersed properties remains in its…

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

The paper Borovkova et al. [4] uses moment matching method to obtain closed form formulas for spread and basket call option prices under log normal models. In this note, we also use moment matching method to obtain semi-closed form formulas…