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We present a computational algorithm for computing short range forces between particles. The algorithm has two distinguishing features. First, it is optimized for multi-processor computers, and will use as many processors as are available.…
We explore two complementary modifications of the hybridization-expansion continuous-time Monte Carlo method, aiming at large multi-orbital quantum impurity problems. One idea is to compute the imaginary-time propagation using a matrix…
We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…
Particle methods are a ubiquitous tool for solving the Vlasov-Poisson equation in comoving coordinates, which is used to model the gravitational evolution of dark matter in an expanding universe. However, these methods are known to produce…
At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…
Electromagnetic particle-in-cell (PIC) codes are widely used to perform computer simulations of a variety of physical systems, including fusion plasmas, astrophysical plasmas, plasma wakefield particle accelerators, and secondary photon…
We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…
In the context of intra-cluster medium turbulence, it is essential to be able to split the turbulent velocity field in a compressive and a solenoidal component. We describe and implement a new method for this aim, i.e., performing a…
Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…
The particle-in-cell (PIC) method is successfully used to study magnetized plasmas. However, this requires large computational costs and limits simulations to short physical run-times and often to setups in less than three spatial…
We describe a new hybrid framework to model non-thermal spectral signatures from highly energetic particles embedded in a large-scale classical or relativistic MHD flow. Our method makes use of \textit{Lagrangian} particles moving through…
A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…
We study the propagation of pulled fronts in the $A <-> \leftrightarrow A+A$ microscopic reaction-diffusion process using Monte Carlo (MC) simulations. In the mean field approximation the process is described by the deterministic…
An explicit high-order noncanonical symplectic algorithm for ideal two-fluid systems is developed. The fluid is discretized as particles in the Lagrangian description, while the electromagnetic fields and internal energy are treated as…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
Astrophysical plasmas in relativistic spacetimes, such as black hole accretion flows, are often weakly collisional and require kinetic modeling to capture non-local transport and particle acceleration. However, the extreme scale separation…
Bayesian formulation of modern day signal processing problems has called for improved Markov chain Monte Carlo (MCMC) sampling algorithms for inference. The need for efficient sampling techniques has become indispensable for high…
We simulate the motion of spherical particles in a phase-separating binary mixture. By combining cell dynamical equations with Langevin dynamics for particles, we show that the addition of hard particles significantly changes both the speed…
A hybrid analytical method for solving linear and nonlinear fractional partial differential equations is presented. The proposed analytical method is an elegant combination of the Natural Transform Method (NTM) and a well-known method,…
Particle-in-Cell (PIC) simulation is the most important numerical tool in plasma physics. However, its long-term accuracy has not been established. To overcome this difficulty, we developed a canonical symplectic PIC method for the…