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

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

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists …

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…

Force-based atomistic-continuum hybrid methods are the only known pointwise consistent methods for coupling a general atomistic model to a finite ele…

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally call…

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…

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-depend…

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

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

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

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…

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…

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…

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…

Accurate and efficient approaches to predict the optical properties of organic semiconducting compounds could accelerate the search for efficient org…

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

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

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated ch…

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…

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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