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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

Several different methods exist for efficient approximation of paths in multiscale stochastic chemical systems. Another approach is to use bursts of stochastic simulation to estimate the parameters of a stochastic differential equation…

Numerical Analysis · Mathematics 2014-12-19 Simon Cotter , Radek Erban

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

Probability · Mathematics 2025-02-03 Khoa Lê , Chengcheng Ling

Prescriptions for electron injection into the diffusive shock acceleration process are required in many practical considerations of cosmic-ray astrophysics, particularly in modeling of the synchrotron emission of astrophysical sources. In…

High Energy Astrophysical Phenomena · Physics 2021-01-01 Bojan Arbutina , Vladimir Zeković

We develop an efficient numerical scheme for the 3D mean-field spherical dynamo equation. The scheme is based on a semi-implicit discretization in time and a spectral method in space based on the divergence-free spherical harmonic…

Numerical Analysis · Mathematics 2019-10-04 Ting cheng , Lina Ma , Jie Shen

High-speed turbulent flows are encountered in most space-related applications (including exploration, tourism and defense fields) and represent a subject of growing interest in the last decades. A major challenge in performing high-fidelity…

Fluid Dynamics · Physics 2021-03-31 Luca Sciacovelli , Donatella Passiatore , Paola Cinnella , Giuseppe Pascazio

Diffusive shock acceleration is the theory of particle acceleration through multiple shock crossings. In order for this process to proceed at a rate that can be reconciled with observations of high-energy electrons in the vicinity of the…

High Energy Astrophysical Phenomena · Physics 2015-06-04 K. M. Schure , A. R. Bell , L. O'C Drury , A. M. Bykov

In this paper, we study the convergence analysis for a robust stochastic structure-preserving Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic flows, which are modeled by stochastic differential…

Numerical Analysis · Mathematics 2021-06-03 Zhongjian Wang , Jack Xin , Zhiwen Zhang

Diffusive shock acceleration (DSA) at relativistic shocks is expected to be an important acceleration mechanism in a variety of astrophysical objects including extragalactic jets in active galactic nuclei and gamma ray bursts. These sources…

High Energy Astrophysical Phenomena · Physics 2014-11-20 Matthew G. Baring , Errol J. Summerlin

We present results from a fully relativistic Monte Carlo simulation of diffusive shock acceleration (DSA) in unmodified (i.e., test-particle) shocks. The computer code uses a single algorithmic sequence to smoothly span the range from…

Astrophysics · Physics 2007-05-23 Donald C. Ellison

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

Numerical Analysis · Mathematics 2026-02-16 Nan Deng , Wanrong Cao

Kinetic or Boltzmann schemes are interesting alternatives to the macroscopic numerical methods for solving the hyperbolic conservation laws of gas dynamics. They utilize the particle-based description instead of the wave propagation models.…

Computational Physics · Physics 2016-12-26 N. Venkata Raghavendra , S. V. Raghurama Rao

The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…

Numerical Analysis · Mathematics 2019-01-29 S. Göttlich , K. Lux , A. Neuenkirch

This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between…

Numerical Analysis · Mathematics 2024-05-30 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

Nonthermal particles can be produced due to incomplete thermalization at collisionless shocks and further accelerated to very high energies via diffusive shock acceleration. In a previous study we explored the cosmic ray (CR) acceleration…

Astrophysics · Physics 2017-01-18 Hyesung Kang

The developments over the last five decades concerning numerical discretisations of the incompressible Navier--Stokes equations have lead to reliable tools for their approximation: those include stable methods to properly address the…

Numerical Analysis · Mathematics 2025-08-12 Dominic Breit , Andreas Prohl , Jörn Wichmann

We independently develop a simulation code following the previous dynamical Monte Carlo simulation of the diffusive shock acceleration under the isotropic scattering law during the scattering process, and the same results are obtained.…

Earth and Planetary Astrophysics · Physics 2015-05-20 Xin Wang , Yihua Yan

The theory of diffusive acceleration of energetic particles at shock fronts assumes charged particles undergo spatial diffusion in a uniform magnetic field. If, however, the magnetic field is not uniform, but has a stochastic or braided…

Astrophysics · Physics 2007-05-23 J. G. Kirk , P. Duffy , Y. A. Gallant

We report simulations of diffusive particle acceleration in oblique magnetohydrodynamical (MHD) shocks. These calculations are based on extension to oblique shocks of a numerical model for ``thermal leakage'' injection of particles at low…

Astrophysics · Physics 2009-10-28 Hyesung Kang , T. W. Jones