相关论文: Error analysis of coarse-grained kinetic Monte Car…

Many biological systems can be described by finite Markov models. A general method for simplifying master equations is presented that is based on merging adjacent states. The approach preserves the steady-state probability distribution and…

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

In the first part of this paper we study approximations of trajectories of Piecewise Deter-ministic Processes (PDP) when the flow is not explicit by the thinning method. We also establish a strong error estimate for PDPs as well as a weak…

Coarse-graining or model reduction is a term describing a range of approaches used to extend the time-scale of molecular simulations by reducing the number of degrees of freedom. In the context of molecular simulation, standard…

Markov chain Monte Carlo (MCMC) algorithms are generally regarded as the gold standard technique for Bayesian inference. They are theoretically well-understood and conceptually simple to apply in practice. The drawback of MCMC is that in…

We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computational units (cores). The overall procedure generates coarse…

Lattice kinetic Monte Carlo simulations have become a vital tool for predictive quality atomistic understanding of complex surface chemical reaction kinetics over a wide range of reaction conditions. In order to expand their practical value…

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Coarse timesteppers provide a bridge between microscopic / stochastic system descriptions and macroscopic tasks such as coarse stability/bifurcation computations. Exploiting this computational enabling technology, we present a framework for…

Choosing the optimization algorithm that performs best on a given machine learning problem is often delicate, and there is no guarantee that current state-of-the-art algorithms will perform well across all tasks. Consequently, the more…

Stochastic gradient Markov chain Monte Carlo (SGMCMC) is a popular class of algorithms for scalable Bayesian inference. However, these algorithms include hyperparameters such as step size or batch size that influence the accuracy of…

The dynamical cluster approximation (DCA) and its DCA$^+$ extension use coarse-graining of the momentum space to reduce the complexity of quantum many-body problems, thereby mapping the bulk lattice to a cluster embedded in a dynamical…

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

The problem of optimising functions with intractable gradients frequently arise in machine learning and statistics, ranging from maximum marginal likelihood estimation procedures to fine-tuning of generative models. Stochastic approximation…