Related papers: Exact propagation without analytical solutions
In this paper, we present a new multiscale method which is capable of coupling atomistic and continuum domains for high frequency wave propagation analysis. The problem of non-physical wave reflection, which occurs due to the change in…
We study the coupled rotational diffusion in a two-particle chain on the basis of a Smoluchowski equation and calculate time-correlation functions that are measurable in an experiment. This might be used to explore hydrodynamic interactions…
The canonical problem of solving a system of linear equations arises in numerous contexts in information theory, communication theory, and related fields. In this contribution, we develop a solution based upon Gaussian belief propagation…
The propagation of ON-OFF signals with dispersive waves is examined in this study. An integral-form exact solution for a simple ON-OFF switching event is derived, which holds for any dispersion relation. The integral can be exactly…
In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…
For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…
We introduce an algorithm based on Generalized Dual Method (GDM) to efficiently study the dynamics of a particle in quasiperiodic environments without the need to use periodic approximations or to save the information of the vertices that…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
High-fidelity, high-resolution numerical simulations are crucial for studying complex multiscale phenomena in fluid dynamics, such as turbulent flows and ocean waves. However, direct numerical simulations with high-resolution solvers are…
We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…
In this paper, a modification of the conventional approximations to the quasi-maximum likelihood method is introduced for the parameter estimation of diffusion processes from discrete observations. This is based on a convergent…
Direct numerical simulation of liquid-gas-solid flows is uncommon due to the considerable computational cost. As the grid spacing is determined by the smallest involved length scale, large grid sizes become necessary -- in particular if the…
This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…
In this paper, we propose some algorithms for the simulation of the distribution of certain diffusions conditioned on terminal point. We prove that the conditional distribution is absolutely continuous with respect to the distribution of…
We report an extension of the smoothed profile method (SPM)[Y. Nakayama, K. Kim, and R. Yamamoto, Eur. Phys. J. E {\bf 26}, 361(2008)], a direct numerical simulation method for calculating the complex modulus of the dispersion of particles,…
This study introduces a novel point-wise diffusion model that processes spatio-temporal points independently to efficiently predict complex physical systems with shape variations. This methodological contribution lies in applying forward…
We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…
A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…
Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…
In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…