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Quantum scientific computing is to solve engineering and science problems such as simulation and optimization on quantum computers. Solving ordinary and partial differential equations (PDEs) is essential in simulations. However, existing…

Numerical Analysis · Mathematics 2026-04-28 Eunsik Choi , Jungin E. Kim , Xueling Lu , Yan Wang

We present an algorithm for solving the one-dimensional space collisional Boltzmann transport equation (BTE) for electrons in low-temperature plasmas (LTPs). Modeling LTPs is useful in many applications, including advanced manufacturing,…

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

The particles model, the collision model, the polynomial development used for the equilibrium distribution, the time discretization and the velocity discretization are factors that let the lattice Boltzmann framework (LBM) far away from its…

A deterministic method is proposed for solving the Boltzmann equation. The method employs a Galerkin discretization of the velocity space and adopts, as trial and test functions, the collocation basis functions based on weights and roots of…

Computational Physics · Physics 2013-11-19 Gian Pietro Ghiroldi , Livio Gibelli

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

We present a new deterministic approach for the solution of the Boltzmann kinetic equation based on nodal discontinuous Galerkin (DG) discretizations in velocity space. In the new approach the collision operator has the form of a bilinear…

Computational Physics · Physics 2018-01-19 Alexander Alekseenko , Eswar Josyula

In this paper we study a class of solutions of the Boltzmann equation which have the form $f\left( x,v,t\right) =g\left( v-L\left( t\right) x,t\right) $ where $L\left( t\right) =A\left( I+tA\right) ^{-1}$ with the matrix $A$ describing a…

Mathematical Physics · Physics 2018-09-26 Richard D. James , Alessia Nota , Juan J. L. Velázquez

The size-modified Poisson-Boltzmann equation (SMPBE) is one important variant of the popular dielectric model, the Poisson-Boltzmann equation (PBE), to reflect ionic size effects in the prediction of electrostatics for a biomolecule in an…

Numerical Analysis · Mathematics 2016-10-21 Jinyong Ying , Dexuan Xie

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

The Poisson-Boltzmann equation (PBE) is an implicit solvent continuum model for calculating the electrostatic potential and energies of ionic solvated biomolecules. However, its numerical solution remains a significant challenge due strong…

Numerical Analysis · Mathematics 2023-06-13 Cleophas Kweyu , Venera Khoromskaia , Boris Khoromskij , Matthias Stein , Peter Benner

It is well known that there are two integral steps of streaming and collision in the lattice Boltzmann method (LBM). This concept has been changed by the author's recently proposed macroscopic lattice Boltzmann method (MacLAB) to solve the…

Computational Physics · Physics 2019-02-11 Jian Guo Zhou

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…

Probability · Mathematics 2019-06-28 Idris Kharroubi , Nicolas Langrené , Huyên Pham

Kinetic theories constitute one of the most promising tools to decipher the characteristic spatio-temporal dynamics in systems of actively propelled particles. In this context, the Boltzmann equation plays a pivotal role, since it provides…

Soft Condensed Matter · Physics 2014-11-18 Florian Thüroff , Christoph A. Weber , Erwin Frey

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary conditions on unstructured meshes and for possibly degenerate…

Numerical Analysis · Mathematics 2021-05-21 Bartosz Jaroszkowski , Max Jensen

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

This paper is concerned with an optimal control problem for a forward-backward stochastic differential equation (FBSDE, for short) with a recursive cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for…

Optimization and Control · Mathematics 2022-09-20 Hanxiao Wang , Jiongmin Yong , Chao Zhou

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

A general lattice Boltzmann (LB) model is proposed for solving nonlinear partial differential equations with the form $\partial_t \phi+\sum_{k=1}^{m} \alpha_k \partial_x^k \Pi_k (\phi)=0$, where $\alpha_k$ are constant coefficients, and…

Computational Physics · Physics 2018-01-17 Baochang Shi , Hanzhong He , Zhaoli Guo

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Anil Damle , Joel W. Burdick