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Using the concept of self-decomposable subordinators introduced in Gardini et al. [11], we build a new bivariate Normal Inverse Gaussian process that can capture stochastic delays. In addition, we also develop a novel path simulation scheme…

计算金融 · 定量金融 2020-11-10 Matteo Gardini , Piergiacomo Sabino , Emanuela Sasso

To fill the gap of traditional GS compression method, in this paper, we first propose a simple and effective GS data compression anchor called Graph-based GS Compression (GGSC). GGSC is inspired by graph signal processing theory and uses…

计算机视觉与模式识别 · 计算机科学 2024-07-22 Qi Yang , Kaifa Yang , Yuke Xing , Yiling Xu , Zhu Li

Classical Markov Chain Monte Carlo methods have been essential for simulating statistical physical systems and have proven well applicable to other systems with many degrees of freedom. Motivated by the statistical physics origins, Chen,…

量子物理 · 物理学 2026-01-26 András Gilyén , Chi-Fang Chen , Joao F. Doriguello , Michael J. Kastoryano

A new model, for the accurate simulation of multiple Coulomb scattering (MSC) of e-/e+, has been implemented in Geant4 recently and made available with version Geant4-10.4. The model is based on Goudsmit-Saunderson (GS) angular…

计算物理 · 物理学 2025-10-20 Mihaly Novak

The random convex hull of a Poisson point process in $\mathbb{R}^d$ whose intensity measure is a multiple of the standard Gaussian measure on $\mathbb{R}^d$ is investigated. The purpose of this paper is to invent a new viewpoint on these…

概率论 · 数学 2018-04-10 Julian Grote , Christoph Thaele

We present a numerically cheap approximation to super-sample covariance (SSC) of large scale structure cosmological probes, first in the case of angular power spectra. It necessitates no new elements besides those used for the prediction of…

宇宙学与河外天体物理 · 物理学 2019-04-17 Fabien Lacasa , Julien Grain

Using the Sparling form and a geometric construction adapted to spacetimes with a 2-dimensional isometry group, we analyse a quasi-local measure of gravitational energy. We then study the gravitational radiation through spacetime junctions…

广义相对论与量子宇宙学 · 物理学 2018-11-27 Alfonso García-Parrado , Filipe C. Mena

In this work we present a new and efficient Bayesian method for nonlinear three dimensional large scale structure inference. We employ a Hamiltonian Monte Carlo (HMC) sampler to obtain samples from a multivariate highly non-Gaussian…

宇宙学与河外天体物理 · 物理学 2015-05-14 J. Jasche , F. S. Kitaura

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

化学物理 · 物理学 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

In this article we use Gaussian measure on $\mathbb{R}^N$ to define the coefficients of an elliptic diffusion on an open cone of $\mathbb{R}^2$. We prove the existence and uniqueness of a stationary distribution for this diffusion. In a…

概率论 · 数学 2026-02-18 Alain-Sol Sznitman , Klaus Widmayer

Astrophysical accretion discs that carry a significant mass compared with their central object are subject to the effect of self-gravity. In the context of circumstellar discs, this can, for instance, cause fragmentation of the disc gas,…

地球与行星天体物理 · 物理学 2024-07-17 Oliver Gressel , Udo Ziegler

We propose a new family of high order staggered semi-implicit discontinuous Galerkin (DG) methods for the simulation of natural convection problems. Assuming small temperature fluctuations, the Boussinesq approximation is valid and the flow…

计算物理 · 物理学 2019-12-05 Saray Busto , Maurizio Tavelli , Walter Boscheri , Michael Dumbser

The Dirac equation is an important model in relativistic quantum mechanics. In the semi-classical regime $\epsilon\ll1$, even a spatially spectrally accurate time splitting method \cite{HuJi:05} requires the mesh size to be $O(\epsilon)$,…

数值分析 · 数学 2012-05-04 Hao Wu , Zhongyi Huang , Shi Jin , Dongsheng Yin

Theory was formulated for scattering by a coated chiral sphere of a plane wave of arbitrary polarization state with amplitude modulated by a Gaussian pulse. The spherical core and the concentric shell of the sphere were composed of two…

光学 · 物理学 2026-04-24 Hector M. Iga-Buitron , Tom G. Mackay , Akhlesh Lakhtakia

A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

流体动力学 · 物理学 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

We analyze the consolidation of freshly deposited cohesive and non-cohesive sediment by means of particle-resolved direct Navier-Stokes simulations based on the Immersed Boundary Method. The computational model is parameterized by material…

软凝聚态物质 · 物理学 2019-07-09 Bernhard Vowinckel , Edward Biegert , Paolo Luzzatto-Fegiz , Eckart Meiburg

We consider the wave equation with highly oscillatory initial data, where there is uncertainty in the wave speed, initial phase and/or initial amplitude. To estimate quantities of interest related to the solution and their statistics, we…

数值分析 · 数学 2015-09-11 Gabriela Malenova , Mohammad Motamed , Olof Runborg , Raul Tempone

This paper is concerned with generalized polynomial chaos (gPC) approximation for a general system of quasilinear hyperbolic conservation laws with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of…

数值分析 · 数学 2019-02-12 Kailiang Wu , Huazhong Tang , Dongbin Xiu

Simulating vibrationally resolved electronic spectra of anharmonic systems, especially those involving double-well potential energy surfaces, often requires expensive quantum dynamics methods. Here, we explore the applicability and…

化学物理 · 物理学 2022-05-12 Tomislav Begušić , Enrico Tapavicza , Jiří Vaníček

We investigate local phase transitions of the solvent in the neighborhood of a solvophobic polymer chain which is induced by a change of the polymer-solvent repulsion and the solvent pressure in the bulk solution. We describe the polymer in…

统计力学 · 物理学 2015-06-23 Yu. A. Budkov , I. I. Vyalov , A. L. Kolesnikov , N. Georgi , G. N. Chuev , M. G. Kiselev