Related papers: Multiscale temporal integrators for fluctuating hy…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
We report a hybrid numerical method for the solution of the model H fluctuating hydrodynamic equations for binary mixtures. The momentum conservation equations with Landau-Lifshitz stresses are solved using the fluctuating lattice Boltzmann…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
We propose a fast integrator to a class of dynamical systems with several temporal scales. The proposed method is developed as an extension of the variable step size Heterogeneous Multiscale Method (VSHMM), which is a two-scale integrator…
The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…
By using recent developments for the Langevin dynamics of spatially asymmetric systems, we routinely generalize the Onsager-Machlup fluctuation theory of the second order in time. In this form, it becomes applicable to fluctuating…
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…
Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs).…
Numerical models of weather and climate critically depend on long-term stability of integrators for systems of hyperbolic conservation laws. While such stability is often obtained from (physical or numerical) dissipation terms, physical…
Diffusion models suffer from slow sample generation at inference time. Therefore, developing a principled framework for fast deterministic/stochastic sampling for a broader class of diffusion models is a promising direction. We propose two…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
Many coarse-grained models have been developed for equilibrium studies of lipid bilayer membranes. To achieve in simulations access to length-scales and time-scales difficult to attain in fully atomistic molecular dynamics, these…
We present a reduced basis technique for long-time integration of parametrized incompressible turbulent flows. The new contributions are threefold. First, we propose a constrained Galerkin formulation that corrects the standard Galerkin…
This paper introduces filtered finite difference methods for numerically solving a dispersive evolution equation with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled nonlinear Schr\"odinger…
We introduce fluctuating hydrodynamics approaches on surfaces for capturing the drift-diffusion dynamics of particles and microstructures immersed within curved fluid interfaces of spherical shape. We take into account the interfacial…
We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…
We propose and analyze a non-iterative domain decomposition integrator for the linear acoustic wave equation. The core idea is to combine an implicit Crank-Nicolson step on spatial subdomains with a local prediction step at the subdomain…
We propose a time-adaptive predictor/multi-corrector method to solve hyperbolic partial differential equations, based on the generalized-$\alpha$ scheme that provides user-control on the numerical dissipation and second-order accuracy in…
Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…
With focus on anharmonic chains, we develop a nonlinear version of fluctuating hydrodynamics, in which the Euler currents are kept to second order in the deviations from equilibrium and dissipation plus noise are added. The required…