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Feb 03, 2017
Mathematical Physics

A numerical study of the extended Kohn-Sham ground states of atoms

In this article, we consider the extended Kohn-Sham model for atoms subjected to cylindrically-symmetric external potentials. The variational approxi…
Jun 25, 2010
Statistical Mechanics

Langevin dynamics with constraints and computation of free energy d…

In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sam…
Nov 07, 2011
Numerical Analysis

Multiscale Finite Element approach for "weakly" random problems and …

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists …
Apr 21, 2016
Statistics Theory

Fast adaptive estimation of log-additive exponential models in Kull…

We study the problem of nonparametric estimation of density functions with a product form on the domain $\triangle=\{( x_1, \ldots, x_d)\in \mathbb{R…
Oct 12, 2009
Numerical Analysis

Iterative Methods for the Force-based Quasicontinuum Approximation

Force-based atomistic-continuum hybrid methods are the only known pointwise consistent methods for coupling a general atomistic model to a finite ele…
May 24, 2017
Optimization and Control

Stochastic decomposition applied to large-scale hydro valleys managem…

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally call…
Apr 28, 2010
Computational Finance
Probability

In this paper we have investigated the use of convenient multidimensional directions of stratification in order to enhance the accuracy of Monte Carlo methods. We have discussed directions of stratification that are easy to derive and display varian…

Convenient Multiple Directions of Stratification

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-depend…
Sep 29, 2015
Analysis of PDEs

Upscaling a model for the thermally-driven motion of screw dislocatio…

We formulate and study a stochastic model for the thermally-driven motion of interacting straight screw dislocations in a cylindrical domain with a c…
Aug 27, 2013
Statistical Mechanics

The computation of averages from equilibrium and nonequilibrium Lange…

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distributio…
Jul 01, 2015
Analysis of PDEs

A rigorous setting for the reinitialization of first order level set …

In this paper we set up a rigorous justification for the reinitialization algorithm. Using the theory of viscosity solutions, we propose a well-posed…
Apr 10, 2008
Numerical Analysis

Generalized Navier Boundary Condition and Geometric Conservation Law …

We consider two-fluid flow problems in an Arbitrary Lagrangian Eulerian (ALE) framework. The purpose of this work is twofold. First, we address the p…
Dec 21, 2012
Methodology

Optimal scaling for the transient phase of Metropolis Hastings algo…

We consider the Random Walk Metropolis algorithm on $\mathbb{R}^n$ with Gaussian proposals, and when the target probability measure is the $n$-fold p…
Aug 13, 2007
Trading and Market Microstructure
Probability

Optimal execution strategies in limit order books with general shape …

We consider optimal execution strategies for block market orders placed in a limit order book (LOB). We build on the resilience model proposed by Obi…
Sep 08, 2015
Probability

Local limits of galton-watson trees conditioned on the number of pr…

We consider a marking procedure of the vertices of a tree where each vertex is marked independently from the others with a probability that depends o…
Oct 30, 2012
Materials Science

Donor and acceptor levels of organic photovoltaic compounds from firs…

Accurate and efficient approaches to predict the optical properties of organic semiconducting compounds could accelerate the search for efficient org…
Apr 21, 2011
Optimization and Control
Systems and Control
Populations and Evolution

Ecosystem Viable Yields

The World Summit on Sustainable Development (Johannesburg, 2002) encouraged the application of the ecosystem approach by 2010. However, at the same S…
Jun 21, 2016
Numerical Analysis

A dynamical adaptive tensor method for the Vlasov-Poisson system

A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the constru…
Nov 08, 2011
Statistics Theory

Semi-Parametric Drift and Diffusion Estimation for Multiscale Diffusi…

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated ch…
Dec 25, 2010
Numerical Analysis

A conservative coupling algorithm between a compressible flow and a …

This paper deals with a new solid-fluid coupling algorithm between a rigid body and an unsteady compressible fluid flow, using an Embedded Boundary m…
Jul 19, 2012
Computational Physics

Low rank approximation for the numerical simulation of high dimension…

A systematic numerical approach to approximate high dimensional Lindblad equations is described. It is based on a deterministic rank m approximation …
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