Related papers: A First-Passage Kinetic Monte Carlo Method for Rea…
Stochastic sampling algorithms such as Langevin Monte Carlo are inspired by physical systems in a heat bath. Their equilibrium distribution is the canonical ensemble given by a prescribed target distribution, so they must balance…
In this paper we study from a numerical analysis perspective the Fractional Step Kinetic Monte Carlo (FS-KMC) algorithms proposed in [1] for the parallel simulation of spatially distributed particle systems on a lattice. FS-KMC are…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…
Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…
Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…
In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…
We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…
Many materials science phenomena, such as growth and self-organisation, are dominated by activated diffusion processes and occur on timescales that are well beyond the reach of standard-molecular dynamics simulations. Kinetic Monte Carlo…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
We present a new formulation of the central moment lattice Boltzmann (LB) method based on a continuous Fokker-Planck (FP) kinetic model, originally proposed for stochastic diffusive-drift processes (e.g., Brownian dynamics), by adapting it…
Systems driven by Brownian motion are ubiquitous. A prevailing challenge is inferring, from data, the diffusion and kinetic parameters that describe these stochastic processes. In this work, we investigate a multi-state diffusion process…
We study the propagation of pulled fronts in the $A <-> \leftrightarrow A+A$ microscopic reaction-diffusion process using Monte Carlo (MC) simulations. In the mean field approximation the process is described by the deterministic…
Piecewise deterministic Markov process samplers are attractive alternatives to Metropolis--Hastings algorithms. A central design question is how to incorporate partial velocity refreshment to ensure ergodicity without injecting excessive…
While the self-learning kinetic Monte Carlo (SLKMC) method enables the calculation of transition rates from a realistic potential, implementations of it were usually limited to one specific surface orientation. An example is the fcc (111)…
Langevin Monte Carlo (LMC) algorithms are popular Markov Chain Monte Carlo (MCMC) methods to sample a target probability distribution, which arises in many applications in machine learning. Inspired by regime-switching stochastic…
Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…
Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…
We studied through Monte Carlo simulations, the kinetics of the two-species diffusion-limited reaction model with same species excluded volume interaction in substrates embedded on a square lattice ranging in occupancy from a fractal…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…