Related papers: Multiscale temporal integrators for fluctuating hy…
Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and…
Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…
In this work, we construct novel discretizations for the unsteady convection-diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unknowns…
We introduce exponential numerical integration methods for stiff stochastic dynamical systems of the form $d\mathbf{z}_t = L(t)\mathbf{z}_tdt + \mathbf{f}(t)dt + Q(t)d\mathbf{W}_t$. We consider the setting of time-varying operators $L(t),…
We present a new class of integrators for stiff PDEs. These integrators are generalizations of FLow AVeraging integratORS (FLAVORS) for stiff ODEs and SDEs introduced in [Tao, Owhadi and Marsden 2010] with the following properties: (i)…
We develop a new integrated dynamical model to investigate the effects of the hydrodynamic fluctuations on observables in high-energy nuclear collisions. We implement hydrodynamic fluctuations in a fully 3-D dynamical model consisting of…
An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…
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…
A previously-developed hybrid particle-continuum method [J. B. Bell, A. Garcia and S. A. Williams, SIAM Multiscale Modeling and Simulation, 6:1256-1280, 2008] is generalized to dense fluids and two and three dimensional flows. The scheme…
We construct several variational integrators--integrators based on a discrete variational principle--for systems with Lagrangians of the form L = L_A + epsilon L_B, with epsilon << 1, where L_A describes an integrable system. These…
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…
We introduce a novel class of time integrators for dispersive equations which allow us to reproduce the dynamics of the solution from the classical $ \varepsilon = 1$ up to long wave limit regime $ \varepsilon \ll 1 $ on the natural time…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…
We propose an efficient approach for time integration of Klein-Gordon equations with highly oscillatory in time input terms. The new methods are highly accurate in the entire range, from slowly varying up to highly oscillatory regimes. Our…
A good representation of mesoscopic fluids is required to combine with molecular simulations at larger length and time scales (De Fabritiis {\it et. al}, Phys. Rev. Lett. 97, 134501 (2006)). However, accurate computational models of the…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
We develop a set of kinetic equations for hydrodynamic fluctuations which are equivalent to nonlinear hydrodynamics with noise. The hydro-kinetic equations can be coupled to existing second order hydrodynamic codes to incorporate the…