Zobrazeno 1 - 10
of 340
pro vyhledávání: '"65C35"'
The problem of incorporating information from observations received serially in time is widespread in the field of uncertainty quantification. Within a probabilistic framework, such problems can be addressed using standard filtering techniques. Howev
Externí odkaz:
http://arxiv.org/abs/2411.18864
Utilising classical results on the structure of Hopf algebras, we develop a novel approach for the construction of cubature formulae on Wiener space based on unshuffle expansions. We demonstrate the effectiveness of this approach by constructing the
Externí odkaz:
http://arxiv.org/abs/2411.13707
This study uses fully kinetic particle-in-cell (PIC) simulation to investigate the effects of anomalous diffusion on electron transport and the propulsive performance of magnetic nozzles (MN) typical of low-power cathode-less RF plasma thrusters. The
Externí odkaz:
http://arxiv.org/abs/2411.11977
In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift, diffusion and jump
Externí odkaz:
http://arxiv.org/abs/2411.11759
Autor:
Huang, Hui, Kouhkouh, Hicham
Publikováno v:
Published in the journal: Applied Mathematics Letters, 2024, p. 109372
A self-interacting dynamics that mimics the standard Consensus-Based Optimization (CBO) model is introduced. This single-particle dynamics is shown to converge to a unique invariant measure that approximates the global minimum of a given function. As
Externí odkaz:
http://arxiv.org/abs/2411.10295
Autor:
Huang, Hui, Kouhkouh, Hicham
We establish a uniform-in-time estimate for the mean-field convergence of the Consensus-Based Optimization (CBO) algorithm by rescaling the consensus point in the dynamics with a small parameter $\kappa \in (0,1)$. This uniform-in-time estimate is es
Externí odkaz:
http://arxiv.org/abs/2411.03986
We study a system of stochastic differential equations with singular drift which describes the dynamics of signed particles in two dimensions interacting by the Coulomb potential. In contrast to the well-studied cases of identical particles that eith
Externí odkaz:
http://arxiv.org/abs/2410.15855
Autor:
MacKay, Noah M.
Detections of gravitational waves since GW150914 has gained renewed interest in a quantum-classical correspondence between GWs and the hypothetical graviton. While a complete quantum theory of gravity remains elusive, massless gravitons in a 3+1 spac
Externí odkaz:
http://arxiv.org/abs/2410.04562
Motivated by a recent method for approximate solution of Fredholm equations of the first kind, we develop a corresponding method for a class of Fredholm equations of the \emph{second kind}. In particular, we consider the class of equations for which
Externí odkaz:
http://arxiv.org/abs/2409.19642
This work focuses on developing and motivating a stochastic version of a wellknown inverse problem methodology. Specifically, we consider the iteratively regularized Gauss-Newton method, originally proposed by Bakushinskii for infinite-dimensional pr
Externí odkaz:
http://arxiv.org/abs/2409.12381