Particle exchange Monte Carlo methods for eigenfunction and related nonlinear problems
Fuente:
arXiv
Saved in:
| Main Authors: | Dupuis, Paul, Zhang, Benjamin J. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multi-Level Hybrid Monte Carlo / Deterministic Methods for Particle Transport Problems
by: Novellino, Vincent N., et al.
Published: (2025)
by: Novellino, Vincent N., et al.
Published: (2025)
Hybrid Weight Window Method for Global Time-Dependent Monte Carlo Particle Transport Calculations
by: Shaw, Caleb A., et al.
Published: (2025)
by: Shaw, Caleb A., et al.
Published: (2025)
Particle method for a nonlinear multimarginal optimal transport problem
by: Cances, Adrien, et al.
Published: (2026)
by: Cances, Adrien, et al.
Published: (2026)
Error estimation for quasi-Monte Carlo
by: Owen, Art B.
Published: (2024)
by: Owen, Art B.
Published: (2024)
Quasi-Monte Carlo with one categorical variable
by: Ho, Valerie N. P., et al.
Published: (2025)
by: Ho, Valerie N. P., et al.
Published: (2025)
Randomized quasi-Monte Carlo for walk on spheres
by: Ho, Valerie N. P., et al.
Published: (2026)
by: Ho, Valerie N. P., et al.
Published: (2026)
Adjoint Monte Carlo Method
by: Caflisch, Russel, et al.
Published: (2024)
by: Caflisch, Russel, et al.
Published: (2024)
Accuracy and convergence of the backward Monte-Carlo method
by: Carlsson, Johan
Published: (2001)
by: Carlsson, Johan
Published: (2001)
Empirical Bernstein and betting confidence intervals for randomized quasi-Monte Carlo
by: Jain, Aadit, et al.
Published: (2025)
by: Jain, Aadit, et al.
Published: (2025)
Stochastic Galerkin and Monte-Carlo methods for parabolic problems: Numerical performance of variational matrix-free approximations
by: Dawor, Moataz, et al.
Published: (2026)
by: Dawor, Moataz, et al.
Published: (2026)
Skewness of a randomized quasi-Monte Carlo estimate
by: Pan, Zexin, et al.
Published: (2024)
by: Pan, Zexin, et al.
Published: (2024)
Quantum speedup of non-linear Monte Carlo problems
by: Blanchet, Jose, et al.
Published: (2025)
by: Blanchet, Jose, et al.
Published: (2025)
Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEs
by: Przybyłowicz, Paweł
Published: (2022)
by: Przybyłowicz, Paweł
Published: (2022)
Monte Carlo method and the random isentropic Euler system
by: Feireisl, Eduard, et al.
Published: (2024)
by: Feireisl, Eduard, et al.
Published: (2024)
Error analysis of the Monte Carlo method for compressible magnetohydrodynamics
by: Feireisl, Eduard, et al.
Published: (2024)
by: Feireisl, Eduard, et al.
Published: (2024)
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems
by: Cui, Tiangang, et al.
Published: (2023)
by: Cui, Tiangang, et al.
Published: (2023)
Kinetic Monte Carlo methods for three-dimensional diffusive capture problems in exterior domains
by: Lindsay, Alan E., et al.
Published: (2024)
by: Lindsay, Alan E., et al.
Published: (2024)
Transport Quasi-Monte Carlo
by: Liu, Sifan
Published: (2024)
by: Liu, Sifan
Published: (2024)
Coupling Fluid Plasma and Kinetic Neutral Models using Correlated Monte Carlo Methods
by: Parker, Gregory J., et al.
Published: (2024)
by: Parker, Gregory J., et al.
Published: (2024)
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones?
by: Wang, Guanyang, et al.
Published: (2024)
by: Wang, Guanyang, et al.
Published: (2024)
Covariance estimation using h-statistics in Monte Carlo and multilevel Monte Carlo methods
by: Shivanand, Sharana Kumar
Published: (2023)
by: Shivanand, Sharana Kumar
Published: (2023)
Tensor train methods for high-dimensional nonlinear filtering problems with correlated noise
by: Meng, Yuhua, et al.
Published: (2026)
by: Meng, Yuhua, et al.
Published: (2026)
Stochastic Simulation and Monte Carlo Method
by: Mirzaei, Davoud
Published: (2025)
by: Mirzaei, Davoud
Published: (2025)
MPL-HMC: A Tunable Parameterized Leapfrog Framework for Robust Hamiltonian Monte Carlo
by: Bhattacharya, Sourabh
Published: (2026)
by: Bhattacharya, Sourabh
Published: (2026)
Optimized multilevel Monte Carlo methods in Banach spaces
by: Kirchner, Kristin, et al.
Published: (2026)
by: Kirchner, Kristin, et al.
Published: (2026)
Single-ensemble multilevel Monte Carlo for discrete ensemble Kalman methods
by: Bouillon, Arne, et al.
Published: (2024)
by: Bouillon, Arne, et al.
Published: (2024)
Randomized time stepping of nonlinearly parametrized solutions of evolution problems
by: Dong, Yijun, et al.
Published: (2025)
by: Dong, Yijun, et al.
Published: (2025)
Convergence of Multi-Level Hybrid Monte Carlo Methods for 1-D Particle Transport Problems
by: Novellino, Vincent N., et al.
Published: (2025)
by: Novellino, Vincent N., et al.
Published: (2025)
Predicting the statistical error of analog particle tracing Monte Carlo
by: Maes, Vince, et al.
Published: (2024)
by: Maes, Vince, et al.
Published: (2024)
Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo
by: Nagar, Lorenzo, et al.
Published: (2023)
by: Nagar, Lorenzo, et al.
Published: (2023)
A Propagator-based Multi-level Monte Carlo Method for Kinetic Neutral Species in Edge Plasmas
by: Parker, Gregory J., et al.
Published: (2025)
by: Parker, Gregory J., et al.
Published: (2025)
Generalised eigenfunction expansion and singularity expansion methods for two-dimensional acoustic time-domain wave scattering problems
by: Wilks, Ben, et al.
Published: (2023)
by: Wilks, Ben, et al.
Published: (2023)
Multigrid method for nonlinear eigenvalue problems based on Newton iteration
by: Xu, Fei, et al.
Published: (2024)
by: Xu, Fei, et al.
Published: (2024)
q-Analogue of Hamiltonian Monte Carlo method
by: Yang, Xiaomei, et al.
Published: (2025)
by: Yang, Xiaomei, et al.
Published: (2025)
A First Course in Monte Carlo Methods
by: Sanz-Alonso, Daniel, et al.
Published: (2024)
by: Sanz-Alonso, Daniel, et al.
Published: (2024)
A backward Monte-Carlo method for solving parabolic partial differential equations
by: Carlsson, Johan
Published: (2000)
by: Carlsson, Johan
Published: (2000)
Uncertainty quantification for electrical impedance tomography using quasi-Monte Carlo methods
by: Bazahica, Laura, et al.
Published: (2024)
by: Bazahica, Laura, et al.
Published: (2024)
A rational approximation method for solving acoustic nonlinear eigenvalue problems
by: El-Guide, Mohamed, et al.
Published: (2019)
by: El-Guide, Mohamed, et al.
Published: (2019)
Quasi-Monte Carlo sparse grid Galerkin finite element methods for linear elasticity equations with uncertainties
by: Clarke, M., et al.
Published: (2023)
by: Clarke, M., et al.
Published: (2023)
Quasi-Monte Carlo Methods: What, Why, and How?
by: Hickernell, Fred J., et al.
Published: (2025)
by: Hickernell, Fred J., et al.
Published: (2025)
Similar Items
-
Multi-Level Hybrid Monte Carlo / Deterministic Methods for Particle Transport Problems
by: Novellino, Vincent N., et al.
Published: (2025) -
Hybrid Weight Window Method for Global Time-Dependent Monte Carlo Particle Transport Calculations
by: Shaw, Caleb A., et al.
Published: (2025) -
Particle method for a nonlinear multimarginal optimal transport problem
by: Cances, Adrien, et al.
Published: (2026) -
Error estimation for quasi-Monte Carlo
by: Owen, Art B.
Published: (2024) -
Quasi-Monte Carlo with one categorical variable
by: Ho, Valerie N. P., et al.
Published: (2025)