Related papers: Velocity-Verlet-like algorithm for simulations of …
Numerical methods that approximate the solution of the Vlasov-Poisson equation by a low-rank representation have been considered recently. These methods can be extremely effective from a computational point of view, but contrary to most…
We investigate the usage of a recently introduced noise-cancellation algorithm for Brownian simulations to enhance the precision of measuring transport properties such as the mean-square displacement or the velocity-autocorrelation…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
The dynamics of dissipative soft-sphere gases obeys Newton's equation of motion which are commonly solved numerically by (force-based) Molecular Dynamics schemes. With the assumption of instantaneous, pairwise collisions, the simulation can…
We propose a $\tau$-leaping simulation algorithm for stochastic systems subject to fast environmental changes. Similar to conventional $\tau$-leaping the algorithm proceeds in discrete time steps, but as a principal addition it captures…
This is the final paper in a series that introduces geodesic molecular dynamics at constant potential energy. This dynamics is entitled NVU dynamics in analogy to standard energy-conserving Newtonian NVE dynamics. In the first two papers…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…
Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…
Based on Brownian dynamics simulations we study the collective behavior of a twodimensional system of repulsively interacting colloidal particles, where each particle is propelled by a repulsive feedback force with time delay $\tau$.…
A systolic algorithm rhythmically computes and passes data through a network of processors. We investigate the performance of systolic algorithms for implementing the gravitational N-body problem on distributed-memory computers. Systolic…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
We establish It\^o's formula along flows of probability measures associated with general semimartingales; this generalizes existing results for flows of measures on It\^o processes. Our approach is to first establish It\^o's formula for…
A number of random processes in various fields of science is described by phenomenological equations containing a stochastic force, the best known example being the Langevin equation (LE) for the Brownian motion (BM) of particles. Long ago…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
In this paper, we consider the problem of recovery of a burst-like forcing term in an initial value problem (IVP) in the framework of dynamical sampling. We introduce an idea of using two particular classes of samplers that allow one to…