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We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
Theory-based scaling laws of the near and far scrape-off layer (SOL) widths are analytically derived for L-mode diverted tokamak discharges by using a two-fluid model. The near SOL pressure and density decay lengths are obtained by…
We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…
A computational method based on a first-principles multiscale simulation has been used for calculating the optical response and the ablation threshold of an optical material irradiated with an ultrashort intense laser pulse. The method…
We study diffusion processes in regions generated by sliding a cross section by the phase flow of vector filed on curved spaces of arbitrary dimension. We do this by studying the effective diffusion coefficient D that arises when trying to…
Molecular dynamics simulations are a powerful tool to study diffusion processes in battery electrolyte and electrode materials. From a single molecular dynamics simulation many properties relevant to diffusion can be obtained, including the…
We investigate the collapse of primordial gas in a minihalo with three-dimensional radiation hydrodynamics simulations that accurately model the transfer of H2 line emission. For this purpose, we have implemented a multiline, multifrequency…
The accurate prediction of flow fields around airfoils is crucial for aerodynamic design and optimisation. Computational Fluid Dynamics (CFD) models are effective but computationally expensive, thus inspiring the development of surrogate…
In order to describe excitable reaction-diffusion systems, we derive a two-dimensional model with a Hopf and a semilocal saddle-node homoclinic bifurcation. This model gives the theoretical framework for the analysis of the saddle-node…
This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook…
Diffusion model, the state-of-the-art generative machine learning architecture, has shown promising results airfoil inverse designs. In this study, we implemented and trained a series of diffusion models on three different airfoil geometry…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
We compare the three-dimensional gas temperature distributions obtained by a dedicated radiative transfer and photoionisation code, MOCASSIN, against those obtained by the recently-developed Smooth Particle Hydrodynamics (SPH) plus…
This study focuses on the numerical simulation of high Reynolds number separated flows and proposes a data-driven approach to improve the predictive capability of the SA turbulence model. First, data assimilation was performed on two…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
Diffusion-based inverse algorithms have shown remarkable performance across various inverse problems, yet their reliance on numerous denoising steps incurs high computational costs. While recent developments of fast diffusion ODE solvers…
Far-infrared (FIR) emission lines are a powerful tool to investigate the properties of the interstellar medium, especially in high-redshift galaxies, where ALMA observations have provided unprecedented information. Interpreting such data…
The primary target of this paper is to present novel compounds in view of their possible use as oxidizers in propulsion applications using molecular modeling calculations and supersonic flow simulations. Carbon-based heterocyclic compounds…
The present research proposes a new memory-efficient method using diffusion models to inject turbulent inflow conditions into Large Eddy Simulation (LES) and Direct Numerical Simulation (DNS) for various flow problems. A guided diffusion…
We developed an implicit Particle-in-cell/Monte Carlo model in two-dimensional and axisymmetric geometry for the simulations of the radio-frequency discharges, by introducing several numerical schemes which include variable weights,…