Related papers: Multiscale temporal integrators for fluctuating hy…
We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces…
This paper collects the efforts done in our previous works [P. Degond, S. Jin, L. Mieussens, A Smooth Transition Between Kinetic and Hydrodynamic Equations, J. Comp. Phys., 209 (2005) 665--694.],[P.Degond, G. Dimarco, L. Mieussens, A Moving…
The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…
This study explores the potential of modern implicit solvers for stochastic partial differential equations in the simulation of real-time complex Langevin dynamics. Not only do these methods offer asymptotic stability, rendering the issue…
In recent decades, there have been many attempts to construct symplectic integrators with variable time steps, with rather disappointing results. In this paper we identify the causes for this lack of performance, and find that they fall…
We derive a new parallel-in-time approach for solving large-scale optimization problems constrained by time-dependent partial differential equations arising from fluid dynamics. The solver involves the use of a block circulant approximation…
A fundamental principle of chaotic quantum dynamics is that local subsystems eventually approach a thermal equilibrium state. Large subsystems thermalize slower: their approach to equilibrium is limited by the hydrodynamic build-up of…
In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…
Symplectic integration algorithms have become popular in recent years in long-term orbital integrations because these algorithms enforce certain conservation laws that are intrinsic to Hamiltonian systems. For problems with large variations…
Linear fluctuating hydrodynamics is a useful and versatile tool for describing fluids, as well as other systems with conserved fields, on a mesoscopic scale. In one spatial dimension, however, transport is anomalous, which requires to…
We derive the Hydrodynamics for a system of N active, spherical, underdamped particles, interacting through conservative forces. At the microscopic level, we represent the evolution of the particles in terms of the Kramers equation for the…
Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…
Numerical climate- and weather-prediction requires the fast solution of the equations of fluid dynamics. Discontinuous Galerkin (DG) discretisations have several advantageous properties. They can be used for arbitrary domains and support a…
We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…
This paper focuses on the temporal discretization of the Langevin dynamics, and on different resulting numerical integration schemes. Using a method based on the exponentiation of time dependent operators, we carefully derive a numerical…
In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
We study the transport properties of dilute electrolyte solutions on the basis of the fluctuating hydrodynamic equation, which is a set of nonlinear Langevin equations for the ion densities and flow velocity. The nonlinearity of the…
A global solution of the Schr\"odinger equation for explicitly time-dependent Hamiltonians is derived by integrating the non-linear differential equation associated with the time-dependent wave operator. A fast iterative solution method is…