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Interfaces between two fluids are ubiquitous and of special importance for industrial applications, e.g., stabilisation of emulsions. The dynamics of fluid-fluid interfaces is difficult to study because these interfaces are usually…

Soft Condensed Matter · Physics 2015-03-20 Timm Krüger , Stefan Frijters , Florian Günther , Badr Kaoui , Jens Harting

The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…

Statistical Mechanics · Physics 2009-11-07 N. B. Wilding

The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…

Numerical Analysis · Mathematics 2022-05-10 Eduard Feireisl , Mária Lukáčová - Medviďová , Bangwei She , Yuhuan Yuan

This manuscript derives adjoint equations for the numerical solution of the spatially inhomogeneous Boltzmann equation using Direct Simulation Monte Carlo (DSMC). The formulation accounts for spatial transport and a range of boundary…

Numerical Analysis · Mathematics 2026-03-24 Russel Caflisch , Yunan Yang

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

The Direct Simulation Monte Carlo (DSMC) method was widely used to simulate low density gas flows with large Knudsen numbers. However, DSMC encounters limitations in the regime of lower Knudsen numbers (Kn<0.1). In such cases, approaches…

In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Numerical Analysis · Mathematics 2013-07-10 Giacomo Dimarco

In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…

Numerical Analysis · Mathematics 2023-01-24 Yizhong Sun , Jiangshan Wang , Haibiao Zheng

In traffic flow modeling, incorporating uncertainty is crucial for accurately capturing the complexities of real-world scenarios. In this work we focus on kinetic models of traffic flow, where a key step is to design effective numerical…

Numerical Analysis · Mathematics 2025-01-28 Elisa Iacomini , Lorenzo Pareschi

We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…

Numerical Analysis · Mathematics 2024-04-19 Eduard Feireisl , Mária Lukáčová-Medvid'ová , Hana Mizerová , Changsheng Yu

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

Improving the efficiency of the direct simulation Monte Carlo (DSMC) method has become increasingly urgent with the rapid development of space exploration. To address this issue, the direct intermittent general synthetic iteration (DIG)…

Computational Physics · Physics 2025-11-25 Bin Hu , Liyan Luo , Kaiyuan Wang , Lei Wu

We present a numerical framework for the simulation of collisional plasma dynamics, based on a coupling between Direct Simulation Monte Carlo (DSMC) and Particle-in-Cell (PIC) methods for the Vlasov-Maxwell-Landau system. The approach…

Computational Physics · Physics 2025-10-28 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

This paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…

Numerical Analysis · Mathematics 2024-08-13 Chunchi Liu , Yao Rong , Yizhong Sun , Jiaping Yu , Haibiao Zheng

Kinetic approaches, i.e., methods based on the lattice Boltzmann equations, have long been recognized as an appealing alternative for solving incompressible Navier-Stokes equations in computational fluid dynamics. However, such approaches…

Graphics · Computer Science 2018-07-09 Wei Li , Kai Bai , Xiaopei Liu

The Direct Simulation Monte Carlo (DSMC) method is the gold standard for non-equilibrium rarefied gas dynamics, yet its computational cost can be prohibitive, especially for near-continuum regimes and high-fidelity \emph{ab initio}…

Computational Physics · Physics 2026-02-26 Ehsan Roohi , Ahmad Shoja-Sani , Stefan Stefanov

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We devise an iterative scheme for numerically calculating dynamical two-point correlation functions in integrable many-body systems, in the Eulerian scaling limit. Expressions for these were originally derived in Ref. [1] by combining the…

Statistical Mechanics · Physics 2021-01-01 Frederik S. Møller , Gabriele Perfetto , Benjamin Doyon , Jörg Schmiedmayer

A previously-developed hybrid particle-continuum method [J. B. Bell, A. Garcia and S. A. Williams, SIAM Multiscale Modeling and Simulation, 6:1256-1280, 2008] is generalized to dense fluids and two and three dimensional flows. The scheme…

Soft Condensed Matter · Physics 2009-10-22 A. Donev , J. B. Bell , A. L. Garcia , B. J. Alder