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We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

The Navier--Stokes equations are commonly used to model and to simulate flow phenomena. We introduce the basic equations and discuss the standard methods for the spatial and temporal discretization. We analyse the semi-discrete equations --…

Numerical Analysis · Mathematics 2024-12-20 Robert Altmann , Jan Heiland

Lagrangian particle-tracking methods are particularly suitable to study solute transport in velocity fields displaying chaotic advection. They can accurately resolve stretching and folding processes, the increase in the solute-solvent…

Fluid Dynamics · Physics 2026-01-29 Carla Feistner , Mónica Basilio Hazas , Barbara Wohlmuth , Gabriele Chiogna

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

Moist thermodynamics is a fundamental driver of atmospheric dynamics across all scales, making accurate modeling of these processes essential for reliable weather forecasts and climate change projections. However, atmospheric models often…

Atmospheric and Oceanic Physics · Physics 2024-11-18 Kieran Ricardo , David Lee , Kenneth Duru

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

We propose a new family of high order staggered semi-implicit discontinuous Galerkin (DG) methods for the simulation of natural convection problems. Assuming small temperature fluctuations, the Boussinesq approximation is valid and the flow…

Computational Physics · Physics 2019-12-05 Saray Busto , Maurizio Tavelli , Walter Boscheri , Michael Dumbser

We obtain the equations of fluctuating hydrodynamics for many-particle systems whose microscopic units have both translational and rotational motion. The orientational dynamics of each element are studied in terms of the rotational Brownian…

Statistical Mechanics · Physics 2025-01-20 Akira Yoshimori , Shankar P. Das

We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…

Soft Condensed Matter · Physics 2015-06-29 S. Delong , F. Balboa Usabiaga , R. Delgado-Buscalioni , B. E. Griffith , A. Donev

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…

Numerical Analysis · Mathematics 2023-12-06 Chuchu Chen , David Cohen , Raffaele D'Ambrosio , Annika Lang

We construct a discrete model of fluid particles according to the GENERIC formalism. The model has the form of Smoothed Particle Hydrodynamics including correct thermal fluctuations. A slight variation of the model reproduces the…

Statistical Mechanics · Physics 2009-10-31 Pep Español , Hans Christian Öttinger

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

On the example of the Poynting-Thomson-Zener rheological model for solids, which exhibits both dissipation and wave propagation - with nonlinear dispersion relation -, we introduce and investigate a finite difference numerical scheme. Our…

Classical Physics · Physics 2020-02-19 Tamás Fülöp , Róbert Kovács , Mátyás Szücs , Mohammad Fawaier

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…

Numerical Analysis · Mathematics 2017-05-09 S. Javadi , M. Jani , E. Babolian

In this research, we introduce and investigate an approximation method that preserves the structural integrity of the non-isothermal Cahn-Hilliard-Navier-Stokes system. Our approach extends a previously proposed technique [1], which…

Numerical Analysis · Mathematics 2024-05-24 Aaron Brunk , Dennis Schumann

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

The semi-implicit (partly decoupled, also called staggered or fraction-step) time discretization is applied to compressible nonlinear dynamical models of viscoelastic solids in the Eulerian description, i.e.\ in the actual deforming…

Numerical Analysis · Mathematics 2025-10-14 Tomáš Roubíček

In microscopic mechanical systems interactions between elastic structures are often mediated by the hydrodynamics of a solvent fluid. At microscopic scales the elastic structures are also subject to thermal fluctuations. Stochastic…

Soft Condensed Matter · Physics 2023-02-28 Paul J. Atzberger

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger