Exact simulation approaches for a class of diffusion bridges have recently been proposed based on rejection sampling techniques. The existing rejection sampling methods may not be practical owing to ...

A series of "states" (dots) connected with "transitions" (lines) in a complex system. Bigger dots correspond to states where more time is spent during simulation, thicker lines for faster transitions.

Mean-square approximations, which ensure boundedness of both time and space increments, are constructed for stochastic differential equations in a bounded domain. The proposed algorithms are based on ...

A new AI model generates realistic synthetic microscope images of atoms, providing scientists with reliable training data to accelerate materials research and atomic scale analysis.

Zacharie Jehl Li-Kao, a researcher in the Department of Electronic Engineering at the Polytechnic University of Catalonia (UPC), has developed Soley, an open-access simulation software designed to ...

Solute transport through fractured porous rocks can be described by advective-dispersive transport through the fractures and diffusive transport through the unfractured matrix. The effect of matrix ...

This paper develops two local mesh-free methods for designing stencil weights and spatial discretization, respectively, for parabolic partial differential equations (PDEs) of ...

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