Related papers: Numerical Methods for Computing Effective Transpor…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
We study Fokker--Planck equations with symmetric, positive definite mobility matrices capturing diffusion in heterogeneous environments. A weighted Wasserstein metric is introduced for which these equations are gradient flows. This metric…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…
We derive the non-Maxwellian distribution of self-gravitating $N$-body systems around the core by a model based on the random process with the additive and the multiplicative noise. The number density can be obtained through the steady…
We determine the characteristic of dissipative quantum transport in a coupled qubit network in the presence of on-site and off-diagonal external driving. The work is motivated by the dephasing-assisted quantum transport where noise is…
We introduce a finite-volume numerical scheme for solving stochastic gradient-flow equations. Such equations are of crucial importance within the framework of fluctuating hydrodynamics and dynamic density functional theory. Our proposed…
We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…
We consider in this work the numerical computation of transport coefficients for Brownian dynamics. We investigate the discretization error arising when simulating the dynamics with the Smart MC algorithm (also known as Metropolis-adjusted…
The Langevin system subjected to non-Gaussian noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable…
The numerical solution of stochastic partial differential equations (SPDE) presents challenges not encountered in the simulation of PDEs or SDEs. Indeed, the roughness of the noise in conjunction with nonlinearities in the drift typically…
Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…
Ion transport, often described by the Poisson--Nernst--Planck (PNP) equations, is ubiquitous in electrochemical devices and many biological processes of significance. In this work, we develop conservative, positivity-preserving, energy…
In this paper, we present an energy-preserving exponentially integrable numerical method for stochastic wave equation with cubic nonlinearity and additive noise. We first apply the spectral Galerkin method to discretizing the original…
We present a theory of frequency-dependent counting statistics of electron transport through nanostructures within the framework of Markovian quantum master equations. Our method allows the calculation of finite-frequency current cumulants…