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This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…

Numerical Analysis · Mathematics 2024-12-24 Théophile Le Gall

We describe the remapped particle-mesh method, a new mass-conserving method for solving the density equation which is suitable for combining with semi-Lagrangian methods for compressible flow applied to numerical weather prediction. In…

Atmospheric and Oceanic Physics · Physics 2009-11-13 Colin J. Cotter , Jason Frank , Sebastian Reich

The Exact Regularized Point Particle (ERPP) method is extended to treat the interphase momentum coupling between particles and fluid in the presence of walls by accounting for the vorticity generation due to the particles close to solid…

This paper presents an algorithm for calculating an ensemble of solutions to natural convection problems. The ensemble average is the most likely temperature distribution and its variance gives an estimate of prediction reliability.…

Numerical Analysis · Mathematics 2017-08-03 Joseph A. Fiordilino

Mode clustering is a nonparametric method for clustering that defines clusters using the basins of attraction of a density estimator's modes. We provide several enhancements to mode clustering: (i) a soft variant of cluster assignment, (ii)…

Methodology · Statistics 2015-12-23 Yen-Chi Chen , Christopher R. Genovese , Larry Wasserman

We construct a steady analytic accretion flow model for a finite rotating gas cloud that accretes material to a central gravitational object. The pressure gradients of the flow are considered to be negligible and so, the flow is ballistic.…

Astrophysics · Physics 2012-12-20 S. Mendoza , E. Tejeda , E. Nagel

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

In this work we derive a class of geometric flow equations for metric-scalar systems. Thereafter, we construct them from some general string frame action by performing volume-preserving fields variations and writing down the associated…

High Energy Physics - Theory · Physics 2022-05-18 Davide De Biasio , Dieter Lust

New numerical methods have been applied in relativity to obtain a numerical evolution of Einstein equations much more robust and stable. Starting from 3+1 formalism and with the evolution equations written as a FOFCH (first-order flux…

General Relativity and Quantum Cosmology · Physics 2022-09-21 C. Bona , C. Palenzuela

Heavy particles suspended in a turbulent flow settle faster than in a still fluid. This effect stems from a preferential sampling of the regions where the fluid flows downward and is quantified here as a function of the level of turbulence,…

Fluid Dynamics · Physics 2015-06-18 Jeremie Bec , Holger Homann , Samriddhi Sankar Ray

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

Numerical Analysis · Mathematics 2018-09-26 Louisa Schlachter , Florian Schneider

This paper concerns the study of the incompressible Euler equations with variable density, in the case of space dimension $d=2$. Contrarily to their homogeneous (constant density) counterpart, those equations are not known to be well-posed…

Analysis of PDEs · Mathematics 2025-02-17 Francesco Fanelli

We develop a novel fast iterative moment method for the steady-state simulation of near-continuum flows, which are modeled by the high-order moment system derived from the Boltzmann-BGK equation. The fast convergence of the present method…

Numerical Analysis · Mathematics 2025-07-30 Guanghan Li , Chunwu Wang , Zhicheng Hu

Inspired by the truncated Euler-Maruyama method developed in Mao (J. Comput. Appl. Math. 2015), we propose the truncated Milstein method in this paper. The strong convergence rate is proved to be close to 1 for a class of highly non-linear…

Numerical Analysis · Mathematics 2017-07-07 Qian Guo , Wei Liu , Xuerong Mao , Rongxian Yue

We describe a new computational method for the numerically stable particle-based simulation of open-boundary flows, including volume conserving chemical reactions. The novel method is validated for the case of heterogeneous catalysis…

Adaptation and Self-Organizing Systems · Physics 2020-10-09 Sebastian Mühlbauer , Severin Strobl , Thorsten Pöschel

In this article we study intrusive uncertainty quantification schemes for systems of conservation laws with uncertainty. Standard intrusive methods lead to oscillatory solutions which sometimes even cause the loss of hyperbolicity. We…

Numerical Analysis · Mathematics 2021-05-25 Jonas Kusch , Louisa Schlachter

The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…

Numerical Analysis · Mathematics 2017-11-01 Jean-Christophe Mourrat

In this paper, we present an efficient numerical method to address a thermodynamically consistent gas flow model in porous media involving compressible gas and deformable rock. The accurate modeling of gas flow in porous media often poses…

Numerical Analysis · Mathematics 2026-02-16 Huangxin Chen , Yuxiang Chen , Jisheng Kou , Shuyu Sun

We propose a particle method for numerically solving the Landau equation, inspired by the score-based transport modeling (SBTM) method for the Fokker-Planck equation. This method can preserve some important physical properties of the Landau…

Numerical Analysis · Mathematics 2024-05-20 Vasily Ilin , Jingwei Hu , Zhenfu Wang

An in-house numerical model has been developed to study the temperature destratification induced by bubble plumes in reservoirs. The mean flow of the mixed fluid phase is solved using the Reynolds-Averaged Navier-Stokes Equations, while the…

Fluid Dynamics · Physics 2024-11-06 Yiran Li , Dongming Liu