91 citations · 572 across the 28 of their papers we have counts for
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math.NA2019★ 6 cited
Simulating sticky particles: A Monte Carlo method to sample a stratification
Miranda Holmes-Cerfon
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bond…
math.NA2019★ 34 cited
Sticky Brownian Motion and its Numerical Solution
Nawaf Bou-Rabee, Miranda Holmes-Cerfon
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applicat…
math.NA2017
Monte Carlo on manifolds: sampling densities and integrating functions
Emilio Zappa, Miranda Holmes-Cerfon, Jonathan Goodman
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability dis…