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A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…

Probability · Mathematics 2017-05-30 Moritz Schauer , Frank van der Meulen , Harry van Zanten

A hybrid sharp-interface immersed-boundary/front-tracking (IB/FT) method is developed for interface-resolved simulation of evaporating droplets in incompressible multiphase flows. A one-field formulation is used to solve the flow, species…

Fluid Dynamics · Physics 2025-10-30 Faraz Salimnezhad , Hasret Turkeri , Iskender Gokalp , Metin Muradoglu

Dispersion curves characterize the frequency dependence of the phase and the group velocities of propagating elastic waves. Many analytical and numerical techniques produce dispersion curves from physics-based models. However, it is often…

Data Analysis, Statistics and Probability · Physics 2021-10-26 V. V. N. Sriram Malladi , Mohammad I. Albakri , Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…

Computational Physics · Physics 2018-06-12 Alan M. Ferrenberg , Jiahao Xu , David P. Landau

The design of aerodynamic shapes, such as airfoils, has traditionally required significant computational resources and relied on predefined design parameters, which limit the potential for novel shape synthesis. In this work, we introduce a…

Machine Learning · Computer Science 2024-12-19 Reid Graves , Amir Barati Farimani

Anomalous diffusion in liquids and the solid-liquid phase transition (melting) are studied in two-dimensional Yukawa systems. The self-intermediate scattering function (self-ISF), calculated from simulation data, exhibits a temporal decay,…

Plasma Physics · Physics 2011-04-20 Yan Feng , J. Goree , Bin Liu

We study the problem of training diffusion models to sample from a distribution with a given unnormalized density or energy function. We benchmark several diffusion-structured inference methods, including simulation-based variational…

We present an investigation into diffusion models for molecular generation, with the aim of better understanding how their predictions compare to the results of physics-based calculations. The investigation into these models is driven by…

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

Polar precipitation archived in ice caps contains information on past temperature conditions. Such information can be retrieved by measuring the water isotopic signals of $\delta{}^{18}\mathrm{O}$ and $\delta\mathrm{D}$ in ice cores. These…

Geophysics · Physics 2018-02-06 Christian T. Holme , Vasileios Gkinis , Bo M. Vinther

Background and Objective: This proof of concept study investigates mathematical modelling of blood flow and oxygen transport in cerebral microcirculation, focusing on understanding hemodynamic responses. By coupling oxygen transport models…

Numerical Analysis · Mathematics 2024-11-19 Maryam Samavaki , Santtu Söderholm , Arash Zarrin Nia , Sampsa Pursiainen

We employ a general spectral approach based on the Steklov eigenbasis to describe imperfect diffusion-controlled reactions on bounded reactive targets in three dimensions. The steady-state concentration and the total diffusive flux onto the…

Chemical Physics · Physics 2025-05-01 Denis S. Grebenkov

Excess contributions to the free energy due to interfaces occur for many problems encountered in the statistical physics of condensed matter when coexistence between different phases is possible (e.g. wetting phenomena, nucleation, crystal…

Statistical Mechanics · Physics 2015-05-27 Kurt Binder , Benjamin Block , Subir K. Das , Peter Virnau , David Winter

In this paper, we consider a stochastic model based on the Cox- Ingersoll- Ross model (CIR). The stochastic model is parameterized analytically by applying It\^o's calculus and the trend functions of the proposed process is calculated. The…

Methodology · Statistics 2021-03-30 Nafidi Ahmed , El Azri Abdenbi

The flow curves, viz. the curves of stationary stress under steady shearing, are obtained close to the glass transition in dense colloidal dispersions using asymptotic expansions in a schematic model of mode coupling theory. The shear…

Soft Condensed Matter · Physics 2010-09-15 D. Hajnal , M. Fuchs

The dynamics of the release of stored energy during annealing along two different crystallographic planes i.e.{111} and {220} in deformed copper have been investigated using in-situ X-ray diffraction measurements at 458K and 473K…

Materials Science · Physics 2016-10-12 S. Dey , N. Gayathri , M. Bhattacharya , P. Mukherjee

A classical description of electron emission differential ionization cross sections for highly-charged high-velocity ions ($\sim$ 10 a.u.) impinging on water molecules is presented. We investigate the validity of the classical statistical…

Atomic Physics · Physics 2020-01-22 Alba Jorge , Marko Horbatsch , Clara Illescas , Tom Kirchner

We present a fully automated framework for extracting interatomic force constants (IFCs) directly from X-ray thermal diffuse scattering (TDS) data. By formulating scattering intensity as a differentiable function of a symmetry-reduced IFC…

Computational Physics · Physics 2026-03-31 Klara Suchan , Shaswat Mohanty , Hanfeng Zhai , Wei Cai

We numerically study the anisotropic Turing patterns (TPs) of an activator-inhibitor system, focusing on anisotropic diffusion by using the Finsler geometry (FG) modeling technique. In the FG modeling prescription, the diffusion…

Pattern Formation and Solitons · Physics 2023-03-31 Gildas Diguet , Madoka Nakayama , Sohei Tasaki , Fumitake Kato , Hiroshi Koibuchi , Tetsuya Uchimoto