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Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

机器学习 · 计算机科学 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

Recent work has suggested using Monte Carlo methods based on piecewise deterministic Markov processes (PDMPs) to sample from target distributions of interest. PDMPs are non-reversible continuous-time processes endowed with momentum, and…

机器学习 · 统计学 2024-06-28 Paul Fearnhead , Sebastiano Grazzi , Chris Nemeth , Gareth O. Roberts

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

应用统计 · 统计学 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…

概率论 · 数学 2019-10-21 Wenqing Hu , Chris Junchi Li , Xiang Zhou

In this work we present an a posteriori error indicator for approximation schemes of Runge-Kutta-discontinuous-Galerkin type arising in applications of compressible fluid flows. The purpose of this indicator is not only for mesh adaptivity,…

数值分析 · 数学 2017-09-08 Jan Giesselmann , Tristan Pryer

Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced. A generalized Wild sum expansion of the solution is at…

数值分析 · 数学 2010-09-16 L. Pareschi , S. Trazzi , B. Wennberg

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

计算金融 · 定量金融 2014-10-07 Denis Belomestny , Tigran Nagapetyan

We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to…

计算金融 · 定量金融 2011-06-24 Yuan Xia

We perform an error analysis for numerical approximation methods of continuous time Markov chain models commonly found in the chemistry and biochemistry literature. The motivation for the analysis is to be able to compare the accuracy of…

概率论 · 数学 2012-02-15 David F. Anderson , Arnab Ganguly , Thomas G. Kurtz

This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…

计算物理 · 物理学 2024-09-25 Pierre Degond , Giacomo Dimarco , Marina Ferreira , Sophie Hecht

This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent…

数值分析 · 数学 2025-08-27 Markus Bachmayr , Simon Boisserée

We obtain an expansion of the implicit weak discretization error for the target of stochastic approximation algorithms introduced and studied in [Frikha2013]. This allows us to extend and develop the Richardson-Romberg extrapolation method…

概率论 · 数学 2015-03-10 Noufel Frikha , Lorick Huang

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

概率论 · 数学 2010-10-22 Madalina Deaconu , Antoine Lejay

Computing numerical solutions to fractional differential equations can be computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In general, numerical…

Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…

统计计算 · 统计学 2020-05-27 Qi Wang , Vinayak Rao , Yee Whye Teh

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

数值分析 · 数学 2024-08-05 Jonas Latz

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

信息论 · 计算机科学 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

Stochastic modeling of reaction networks is a framework used to describe the time evolution of many natural and artificial systems, including, biochemical reactive systems at the molecular level, viral kinetics, the spread of epidemic…

数值分析 · 数学 2014-06-10 Alvaro Moraes , Raul Tempone , Pedro Vilanova

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

概率论 · 数学 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

数值分析 · 数学 2016-03-30 X. Feng , J. Lin. , C. Lorton