Displaying 21 – 40 of 591

Showing per page

A lower bound for the principal eigenvalue of the Stokes operator in a random domain

V. V. Yurinsky (2008)

Annales de l'I.H.P. Probabilités et statistiques

This article is dedicated to localization of the principal eigenvalue (PE) of the Stokes operator acting on solenoidal vector fields that vanish outside a large random domain modeling the pore space in a cubic block of porous material with disordered micro-structure. Its main result is an asymptotically deterministic lower bound for the PE of the sum of a low compressibility approximation to the Stokes operator and a small scaled random potential term, which is applied to produce a similar bound...

A Metropolis adjusted Nosé-Hoover thermostat

Benedict Leimkuhler, Sebastian Reich (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

We present a Monte Carlo technique for sampling from the canonical distribution in molecular dynamics. The method is built upon the Nosé-Hoover constant temperature formulation and the generalized hybrid Monte Carlo method. In contrast to standard hybrid Monte Carlo methods only the thermostat degree of freedom is stochastically resampled during a Monte Carlo step.

A Mixed Formulation of the Monge-Kantorovich Equations

John W. Barrett, Leonid Prigozhin (2007)

ESAIM: Mathematical Modelling and Numerical Analysis

We introduce and analyse a mixed formulation of the Monge-Kantorovich equations, which express optimality conditions for the mass transportation problem with cost proportional to distance. Furthermore, we introduce and analyse the finite element approximation of this formulation using the lowest order Raviart-Thomas element. Finally, we present some numerical experiments, where both the optimal transport density and the associated Kantorovich potential are computed for a coupling problem and problems...

A new exponentially fitted triangular finite element method for the continuity equations in the drift-diffusion model of semiconductor devices

Song Wang (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

In this paper we present a novel exponentially fitted finite element method with triangular elements for the decoupled continuity equations in the drift-diffusion model of semiconductor devices. The continuous problem is first formulated as a variational problem using a weighted inner product. A Bubnov-Galerkin finite element method with a set of piecewise exponential basis functions is then proposed. The method is shown to be stable and can be regarded as an extension to two dimensions of the...

A note on quenched moderate deviations for Sinai’s random walk in random environment

Francis Comets, Serguei Popov (2004)

ESAIM: Probability and Statistics

We consider the continuous time, one-dimensional random walk in random environment in Sinai’s regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than t a ( 0 < a < 1 ) from its initial position, is exp { - Const · t a / [ ( 1 - a ) ln t ] ( 1 + o ( 1 ) ) } .

A note on quenched moderate deviations for Sinai's random walk in random environment

Francis Comets, Serguei Popov (2010)

ESAIM: Probability and Statistics

We consider the continuous time, one-dimensional random walk in random environment in Sinai's regime. We show that the probability for the particle to be, at time t and in a typical environment, at a distance larger than ta (0<a<1) from its initial position, is exp{-Const ⋅ ta/[(1 - a)lnt](1 + o(1))}.

A recursion formula for the moments of the gaussian orthogonal ensemble

M. Ledoux (2009)

Annales de l'I.H.P. Probabilités et statistiques

We present an analogue of the Harer–Zagier recursion formula for the moments of the gaussian Orthogonal Ensemble in the form of a five term recurrence equation. The proof is based on simple gaussian integration by parts and differential equations on Laplace transforms. A similar recursion formula holds for the gaussian Symplectic Ensemble. As in the complex case, the result is interpreted as a recursion formula for the number of 1-vertex maps in locally orientable surfaces with a given number of...

A remark concerning random walks with random potentials

Yakov Sinai (1995)

Fundamenta Mathematicae

We consider random walks where each path is equipped with a random weight which is stationary and independent in space and time. We show that under some assumptions the arising probability distributions are in a sense uniformly absolutely continuous with respect to the usual probability distribution for symmetric random walks.

A stochastic phase-field model determined from molecular dynamics

Erik von Schwerin, Anders Szepessy (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

The dynamics of dendritic growth of a crystal in an undercooled melt is determined by macroscopic diffusion-convection of heat and by capillary forces acting on the nanometer scale of the solid-liquid interface width. Its modelling is useful for instance in processing techniques based on casting. The phase-field method is widely used to study evolution of such microstructural phase transformations on a continuum level; it couples the energy equation to a phenomenological Allen-Cahn/Ginzburg-Landau equation...

Currently displaying 21 – 40 of 591