相关论文: Gaussian approximation for finitely extensible bea…
In order to avoid the state space explosion problem encountered in the quantitative analysis of large scale PEPA models, a fluid approximation approach has recently been proposed, which results in a set of ordinary differential equations…
We analyze the correspondence between two formalisms describing an interacting Bose gas, namely the standard Feynman diagrammatic expansion on the one hand, and the hierarchy equations for the imaginary-time Green functions on the other…
The structure of the gaussian auxiliary field approximation in the theory of phase ordering kinetics is analysed with the aim of placing the method within the context of a systematic theory. While we are unable to do this for systems with a…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
We show that the Gaussian core model of particles interacting via a penetrable repulsive Gaussian potential, first considered by Stillinger (J. Chem. Phys. 65, 3968 (1976)), behaves like a weakly correlated ``mean field fluid'' over a…
We study in this article the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, \begin{equation} d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N}…
Fluid approximations have seen great success in approximating the macro-scale behaviour of Markov systems with a large number of discrete states. However, these methods rely on the continuous-time Markov chain (CTMC) having a particular…
Event-by-event fluctuations in the initial conditions for a hydrodynamical description of heavy-ion collisions are characterized. We propose a Bessel-Fourier decomposition with respect to the azimuthal angle, the radius in the transverse…
Laplace's method approximates a target density with a Gaussian distribution at its mode. It is computationally efficient and asymptotically exact for Bayesian inference due to the Bernstein-von Mises theorem, but for complex targets and…
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of $\alpha$-stable distributions. Although they play a key role in modelling random processes with jumps…
The extended gaussian ensemble (EGE) is introduced as a generalization of the canonical ensemble. The new ensemble is a further extension of the Gaussian ensemble introduced by J. H. Hetherington [J. Low Temp. Phys. {\bf 66}, 145 (1987)].…
Using hydrodynamic theory of superfluids and the Lee-Huang-Yang equation of state for interacting Bose gases we derive the first correction to the collective frequencies of a trapped gas, due to effects beyond mean field approximation. The…
Rugged energy landscapes find wide applications in diverse fields ranging from astrophysics to protein folding. We study the dependence of diffusion coefficient $(D)$ of a Brownian particle on the distribution width $(\varepsilon)$ of…
A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…
This work considers the computation of risk measures for quantities of interest governed by PDEs with Gaussian random field parameters using Taylor approximations. While efficient, Taylor approximations are local to the point of expansion,…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
We show that the Pade Approximant (PA) approach for resummation of perturbative series in QCD provides a systematic method for approximating the flow of momentum in Feynman diagrams. In the large-$\beta_0$ limit, diagonal PA's generalize…
Cavitation is a highly turbulent, multi-phase flow phenomenon that manifests in the form of vapor cavities as a result of a sudden drop in the liquid pressure. The phenomenon has been observed as widely detrimental in hydraulic and marine…