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We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…

Quantitative Methods · Quantitative Biology 2015-10-05 Christian A. Yates , Mark B. Flegg

We present a robust scheme for solving the electrokinetic equations. This goal is achieved by combining the lattice-Boltzmann method (LB) with a discrete solution of the convection-diffusion equation for the different charged and neutral…

Statistical Mechanics · Physics 2009-11-10 Fabrizio Capuani , Ignacio Pagonabarraga , Daan Frenkel

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…

Probability · Mathematics 2017-09-20 Lei Li , Jian-Guo Liu , Jianfeng Lu

A recent proposal (see quant-ph/9803068) to simulate semiclassical corrections to classical dynamics by suitable classical stochastic fluctuations is applied to the specific instance of charged beam dynamics in particle accelerators. The…

Accelerator Physics · Physics 2007-05-23 Salvatore De Martino , Silvio De Siena , Fabrizio Illuminati

The density functional approach in the Kohn-Sham approximation is widely used to study properties of many-electron systems. Due to the nonlinearity of the Kohn-Sham equations, the general self-consistence searching method involves…

Materials Science · Physics 2015-05-13 D. V. Posvyanskii , A. Ya. Shul'man

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

This article is concerned with statistics of addition spectra for systems of identical charged particles. A classical model is suggested in order to study fluctuations of Coulomb blockade peak spacings in large two-dimensional semiconductor…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Yshai Avishai , Daniel Berend , Richard Berkovits

We consider a transport equation of the Boltzmann-Langevin type for non-Abelian plasmas close to equilibrium to derive the spectral functions of the underlying microscopic fluctuations from the entropy. The correlator of the stochastic…

High Energy Physics - Phenomenology · Physics 2009-10-31 Daniel F. Litim , Cristina Manuel

Several differential equation models have been proposed to explain the formation of patterns characteristic of the grid cell network. Understanding the effect of noise on these models is one of the key open questions in computational…

Probability · Mathematics 2023-03-24 Andrea Clini

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within…

Probability · Mathematics 2024-07-03 J. Darby Smith , Rich Lehoucq , Brian Franke

As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…

Analysis of PDEs · Mathematics 2023-01-26 Katy Craig , Karthik Elamvazhuthi , Matt Haberland , Olga Turanova

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

We study the diffusivity of a small particle immersed in a square box filled with a non-ideal multicomponent fluid in the presence of thermal fluctuations. Our approach is based on the numerical integration of fluctuating lattice Boltzmann…

Fluid Dynamics · Physics 2021-12-14 Xiao Xue , Luca Biferale , Mauro Sbragaglia , Federico Toschi

We introduce a general framework for approximating parabolic Stochastic Partial Differential Equations (SPDEs) based on fluctuation-dissipation balance. Using this approach we formulate Stochastic Discontinuous Galerkin Methods (SDGM). We…

Numerical Analysis · Mathematics 2023-02-28 Will Pazner , Nathaniel Trask , Paul J. Atzberger

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

We study the role of charge density-wave fluctuations on the temperature dependence of Seebeck coefficient in quasi-one dimensional conductors with a Peierls instability. The description of low-dimensional incommensurate charge density-wave…

Strongly Correlated Electrons · Physics 2020-03-25 M. Mbodji , C. Bourbonnais

We study uncertainty quantification for a Boltzmann-Poisson system that models electron transport in semiconductors and the physical collision mechanisms over the charges. We use the stochastic Galerkin method in order to handle the…

Numerical Analysis · Mathematics 2021-07-20 Jose A. Morales Escalante , Clemens Heitzinger

Metal surfaces with disorder or with nanostructure modifications are studied, allowing for a localized charge layer (CL) in addition to continuous charges (CC) in the bulk, both charges having a compressional or diffusive non-local…

Mesoscale and Nanoscale Physics · Physics 2012-07-02 Baruch Horovitz , Carsten Henkel

The classical (i.e. non-quantum) equilibrium statistical mechanics of a Coulomb fluid living on a pseudosphere (an infinite surface of constant negative curvature) is considered. The Coulomb fluid occupies a large disk communicating with a…

Statistical Mechanics · Physics 2009-11-10 B. Jancovici , G. Téllez