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In transport theory, physical phenomena are well described using the Boltzmann equation, which is efficiently simulated and discretized with the lattice Boltzmann method. The collision step defines the microscopic molecules behavior, and…

The multi-direct-forcing immersed boundary method allows for a small velocity error of the no-slip condition in moving-particle problems but suffers from numerical instability if simulation parameters are not carefully chosen. This study…

Fluid Dynamics · Physics 2026-02-17 Kosuke Suzuki , Emmanouil Falagkaris , Timm Krüger , Takaji Inamuro

A new scheme is presented for imposing periodic boundary conditions on unit cells with arbitrary source distributions. We restrict our attention here to the Poisson, modified Helmholtz, Stokes and modified Stokes equations. The approach…

Numerical Analysis · Mathematics 2021-11-02 Ruqi Pei , Travis Askham , Leslie Greengard , Shidong Jiang

We consider a class of nonlocal Cahn-Hilliard equations in a bounded domain $\Omega\subset\mathbb{R}^{d}$ $(d\in\{2,3\})$, subject to a nonlocal kinetic rate dependent dynamic boundary condition. This diffuse interface model describes phase…

Analysis of PDEs · Mathematics 2024-12-11 Maoyin Lv , Hao Wu

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

This study investigates the steady Boltzmann equation in one spatial variable for a polyatomic single-component gas in a half-space. Inflow boundary conditions are assumed at the half-space boundary, where particles entering the half-space…

Analysis of PDEs · Mathematics 2026-02-03 Niclas Bernhoff , Stephane Brull , Eddie Wadbro

The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…

Statistical Mechanics · Physics 2023-08-03 Toby Kay , Luca Giuggioli

We present a collision model for phase-resolved Direct Numerical Simulations of sediment transport that couple the fluid and particles by the Immersed Boundary Method. Typically, a contact model for these types of simulations comprises a…

Fluid Dynamics · Physics 2017-04-18 Edward Biegert , Bernhard Vowinckel , Eckart Meiburg

We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…

Numerical Analysis · Mathematics 2023-10-13 Gauthier Wissocq , Rémi Abgrall

Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…

Condensed Matter · Physics 2009-10-31 Eric Brunet , Bernard Derrida

A new kinetic theory Boltzmann-like collision term including correlations is proposed. In equilibrium it yields the one-particle distribution function in the form of a generalised-Lorentzian resembling but not being identical with the…

Plasma Physics · Physics 2009-10-31 R. A. Treumann

In molecular dynamics simulations under periodic boundary conditions, particle positions are typically wrapped into a reference box. For diffusion coefficient calculations using the Einstein relation, the particle positions need to be…

Computational Physics · Physics 2020-08-26 Sören von Bülow , Jakob Tómas Bullerjahn , Gerhard Hummer

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

Driven diffusive systems may undergo phase transitions to sustain atypical values of the current. This leads in some cases to symmetry-broken space-time trajectories which enhance the probability of such fluctuations. Here we shed light on…

Statistical Mechanics · Physics 2018-12-19 Carlos Pérez-Espigares , Federico Carollo , Juan P. Garrahan , Pablo I. Hurtado

Particle distributions in weakly collisional environments such as the magnetosphere have been observed to show deviations from the Maxwellian distribution. These can often be reproduced in kinetic simulations, but fluid models, which are…

Space Physics · Physics 2018-08-24 Jonathan Ng , Ammar Hakim , Amitava Bhattacharjee

This work is on the numerical approximation of incoming solutions to Maxwell's equations with dissipative boundary conditions whose energy decays exponentially with time. Such solutions are called asymptotically disappearing (ADS) and they…

Numerical Analysis · Mathematics 2013-07-23 James H. Adler , Vesselin Petkov , Ludmil T. Zikatanov

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…

Statistical Mechanics · Physics 2025-08-29 Paul C Bressloff

Computing collision-free trajectories is of prime importance for safe navigation. We present an approach for computing the collision probability under Gaussian distributed motion and sensing uncertainty with the robot and static obstacle…

Robotics · Computer Science 2021-11-05 Antony Thomas , Fulvio Mastrogiovanni , Marco Baglietto

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

Numerical Analysis · Mathematics 2025-05-06 Surendra Nepal , Vishnu Raveendran , Michael Eden , Rainey Lyons , Adrian Muntean
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