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Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

Discrete-velocity approximations represent a popular way for computing the Boltzmann collision operator. The direct numerical evaluation of such methods involve a prohibitive cost, typically $O(N^{2d+1})$ where $d$ is the dimension of the…

Numerical Analysis · Mathematics 2014-01-15 Clément Mouhot , Lorenzo Pareschi , Thomas Rey

An algorithm for sequential calculation of non-isotropic matrix elements of the collision integral which are necessary for the solution of the non-linear Boltzmann equation by moment method is proposed. Isotropic matrix elements that we…

Computational Physics · Physics 2017-04-20 I. A. Ender , L. A. Bakaleinikov , E. Yu. Flegontova , A. B. Gerasimenko

In our previous work, numerical schemes for a simplified version of 3-wave kinetic equations, in which only the simple forward-cascade terms of the collision operators are kept, have been successfully designed, especially to capture the…

Numerical Analysis · Mathematics 2025-06-10 Steven Walton , Minh-Binh Tran

Numerically solving the Boltzmann kinetic equations with the small Knudsen number is challenging due to the stiff nonlinear collision term. A class of asymptotic preserving schemes was introduced in [6] to handle this kind of problems. The…

Numerical Analysis · Mathematics 2010-09-20 Francis Filbet , Jingwei Hu , Shi Jin

One of the biggest challenges for simulating the Boltzmann equation is the evaluation of fivefold collision integral. Given the recent successes of deep learning and the availability of efficient tools, it is an obvious idea to try to…

Computational Physics · Physics 2021-07-28 Tianbai Xiao , Martin Frank

In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…

Numerical Analysis · Mathematics 2016-08-24 G. Dimarco , L. Pareschi , V. Rispoli

The construction of discrete velocity models or numerical methods for the Boltzmann equation, may lead to the necessity of computing the collision operator as a sum over lattice points. The collision operator involves an integral over a…

Analysis of PDEs · Mathematics 2007-05-23 L. Fainsilber , P. Kurlberg , B. Wennberg

The linear Boltzmann model for proton beams is a six-dimensional partial differential equation (PDE). We propose a deterministic solver for the linear Boltzmann model based on scattering decomposition and depth-splitting methods. The main…

Numerical Analysis · Mathematics 2025-04-02 Xiaojiang Zhang , Xuemin Bai , Min Tang

A splitting scheme for backward doubly stochastic differential equations is proposed. The main idea is to decompose a backward doubly stochastic differential equation into a backward stochastic differential equation and a stochastic…

Numerical Analysis · Mathematics 2021-03-17 Feng Bao , Yanzhao Cao , He Zhang

We use the Burnett spectral method to solve the Boltzmann equation whose collision term is modeled by separate treatments for the low-frequency part and high-frequency part of the solution. For the low-frequency part representing the sketch…

Numerical Analysis · Mathematics 2021-10-25 Zhenning Cai , Yanli Wang

Inspired by the Boltzmann kinetics, we propose a collision-based dynamics with a Monte Carlo solution algorithm that approximates the solution of the multi-marginal optimal transport problem via randomized pairwise swapping of sample…

Artificial Intelligence · Computer Science 2025-08-05 Mohsen Sadr , Hossein Gorji

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

Starting from the recently proposed energy-based deviational formulation for solving the Boltzmann equation [J.-P. Peraud and N. G. Hadjiconstantinou, Phys. Rev. B 84, 2011], which provides significant computational speedup compared to…

Computational Physics · Physics 2015-06-05 Jean-Philippe Peraud , Nicolas Hadjiconstantinou

Gradient Symbolic Computation is proposed as a means of solving discrete global optimization problems using a neurally plausible continuous stochastic dynamical system. Gradient symbolic dynamics involves two free parameters that must be…

Computation and Language · Computer Science 2018-01-12 Paul Tupper , Paul Smolensky , Pyeong Whan Cho

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…

Quantum Physics · Physics 2010-09-28 Marc Busse , Piotr Pietrulewicz , Heinz-Peter Breuer , Klaus Hornberger

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes

Macroscopic traffic simulations are based on coupled non-linear partial differential equations, the solutions of which are either shock-like or inhomogeneous with steep gradients, at least in the interesting density regime. We discuss…

Soft Condensed Matter · Physics 2007-05-23 Dirk Helbing , Martin Treiber

The Boltzmann equation has been a driving force behind significant mathematical research over the years. Its challenging theoretical complexity, combined with a wide variety of current scientific and technological problems that require…

Mathematical Physics · Physics 2026-03-11 Liliane Basso Barichello

The reduction of computational costs in the numerical solution of nonstationary problems is achieved through splitting schemes. In this case, solving a set of less computationally complex problems provides the transition to a new level in…

Numerical Analysis · Mathematics 2022-10-26 Petr N. Vabishchevich