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In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…

Numerical Analysis · Mathematics 2009-11-13 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

Multiscale dynamics are frequently present in real-world processes, such as the atmosphere-ocean and climate science. Because of time scale separation between a small set of slowly evolving variables and much larger set of rapidly changing…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

A hybrid mesoscopic multi-particle collision model is used to study diffusion-influenced reaction kinetics. The mesoscopic particle dynamics conserves mass, momentum and energy so that hydrodynamic effects are fully taken into account.…

Chemical Physics · Physics 2007-05-23 Kay Tucci , Raymond Kapral

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

The phenomenon of solidification of a substance from its liquid phase is of the greatest practical and theoretical importance, and atomistic simulations can provide precious information towards its understanding and control. Unfortunately,…

Soft Condensed Matter · Physics 2021-03-25 Tarak Karmakar , Michele Invernizzi , Valerio Rizzi , Michele Parrinello

The hybrid Monte Carlo (HMC) algorithm is arguably the most efficient sampling method for general probability distributions of continuous variables. Together with exact Fourier acceleration (EFA) the HMC becomes equivalent to direct…

High Energy Physics - Lattice · Physics 2025-07-23 Johann Ostmeyer

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

We have developed and implemented a new quantum molecular dynamics approximation that allows fast and accurate simulations of dense plasmas from cold to hot conditions. The method is based on a carefully designed orbital-free implementation…

Plasma Physics · Physics 2015-06-22 Travis Sjostrom , Jerome Daligault

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

Molecular simulations in an open environment, involving ion exchange, are necessary to study various systems, from biosystems to confined electrolytes. However, grand-canonical simulations are often computationally demanding in condensed…

Chemical Physics · Physics 2023-11-13 Jeongmi Kim , Luc Belloni , Benjamin Rotenberg

This paper introduces a novel deep-learning-based approach for numerical simulation of a time-evolving Schr\"odinger equation inspired by stochastic mechanics and generative diffusion models. Unlike existing approaches, which exhibit…

Machine Learning · Computer Science 2024-09-19 Elena Orlova , Aleksei Ustimenko , Ruoxi Jiang , Peter Y. Lu , Rebecca Willett

Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

We present a hybrid computational method for simulating the dynamics of macromolecules in solution which couples a mesoscale solver for the fluctuating hydrodynamics (FH) equations with molecular dynamics to describe the macromolecule. The…

Soft Condensed Matter · Physics 2007-05-23 G. Giupponi , G. De Fabritiis , P. V. Coveney
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