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A Gaussian operator basis provides a means to formulate phase-space simulations of the real- and imaginary-time evolution of quantum systems. Such simulations are guaranteed to be exact while the underlying distribution remains…

Computational Physics · Physics 2012-04-04 M. Ogren , K. V. Kheruntsyan , J. F. Corney

In this paper we present a parallelization strategy on distributed memory systems for the Fast Kinetic Scheme --- a semi-Lagrangian scheme developed in [J. Comput. Phys., Vol. 255, 2013, pp 680-698] for solving kinetic equations. The…

Numerical Analysis · Mathematics 2017-01-09 Jacek Narski

This paper develops methods for numerically solving stochastic delay-differential equations (SDDEs) with multiple fixed delays that do not align with a uniform time mesh. We focus on numerical schemes of strong convergence orders $1/2$ and…

Numerical Analysis · Mathematics 2026-05-05 Mitchell T. Griggs , Kevin Burrage , Pamela M. Burrage

In a recent paper we presented a new ultra efficient numerical method for solving kinetic equations of the Boltzmann type (G. Dimarco, R. Loubere, Towards an ultra efficient kinetic scheme. Part I: basics on the 689 BGK equation, J. Comp.…

Numerical Analysis · Mathematics 2015-06-12 Giacomo Dimarco , Raphaël Loubere

In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…

Numerical Analysis · Computer Science 2013-11-18 A. E. Kolesov , P. N. Vabishchevich , M. V. Vasilyeva

Collisional and stochastic wave-particle dynamics in plasmas far from equilibrium are complex, temporally evolving, stochastic processes which are challenging to model. In this work, we extend previous methods coupling differentiable…

Plasma Physics · Physics 2026-04-27 Diogo D. Carvalho , Luis O. Silva , E. Paulo Alves

In this paper, we present splitting algorithms to solve multicomponent transport models with Maxwell-Stefan-diffusion approaches. The multicomponent models are related to transport problems, while we consider plasma processes, in which the…

Numerical Analysis · Mathematics 2023-06-27 Juergen Geiser

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…

Numerical Analysis · Mathematics 2022-10-12 Monika Eisenmann , Tony Stillfjord

The development of accurate and fast algorithms for the Boltzmann collision integral and their analysis represent a challenging problem in scientific computing and numerical analysis. Recently, several works were devoted to the derivation…

Analysis of PDEs · Mathematics 2010-02-02 Francis Filbet , Clément Mouhot

A multi-relaxation-time discrete Boltzmann model (DBM) with split collision is proposed for both subsonic and supersonic compressible reacting flows, where chemical reactions take place among various components. The physical model is based…

Statistical Mechanics · Physics 2024-04-23 Chuandong Lin , Kai H. Luo , Huilin Lai

In this paper, we focus on multiple sampling problems for the estimation of the fractional Brownian motion when the maximum number of samples is limited, extending existing results in the literature in a non-Markovian framework. Two classes…

Methodology · Statistics 2023-04-18 Xiang Cui , Alexandra Chronopoulou

This paper presents hybrid numerical techniques for solving the Boltzmann transport equation formulated by means of low-order equations for angular moments of the angular flux. The moment equations are derived by the projection operator…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

A new type of kinetic models with non-instantaneous binary collisions is considered. Collisions are described by a transport process in the joint state space of a pair of particles. The interactions are of alignment type, where the states…

Analysis of PDEs · Mathematics 2023-05-22 Laura Kanzler , Christian Schmeiser , Veronica Tora

We propose a Hermite spectral method for the inelastic Boltzmann equation, which makes two-dimensional periodic problem computation affordable by the hardware nowadays. The new algorithm is based on a Hermite expansion, where the expansion…

Numerical Analysis · Mathematics 2023-08-15 Ruo Li , Yixiao Lu , Yanli Wang

We present a new numerical algorithm based on a relative energy scaling for collisional kinetic equations allowing to study numerically their long time behavior, without the usual problems related to the change of scales in velocity…

Analysis of PDEs · Mathematics 2015-06-04 Francis Filbet , Thomas Rey

We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…

High Energy Physics - Lattice · Physics 2025-04-08 Andrey Shkerin , Sergey Sibiryakov

This paper extends our recent results on multi-dimensional discrete-velocity models to the numerical level. By adopting an operator splitting scheme and introducing a suitable discrete Lyapunov function, we derive numerical control laws…

Numerical Analysis · Mathematics 2025-10-21 Haitian Yang , Wen-An Yong

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

We present new results building on the conservative deterministic spectral method for the space inhomogeneous Boltzmann equation developed by Gamba and Tharkabhushaman. This approach is a two-step process that acts on the weak form of the…

Numerical Analysis · Mathematics 2012-11-06 Irene M. Gamba , Jeffrey R. Haack