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The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…

Numerical Analysis · Mathematics 2021-02-03 Yiran Qian , Cheng Wang , Shenggao Zhou

We combine energy-stable and port-Hamiltonian (pH) systems to obtain energy-stable port-Hamiltonian (espH) systems. The idea is to extend the known energy-stable systems with an input-output port, which results in a pH formulation. One…

Numerical Analysis · Mathematics 2025-06-10 Patrick Buchfink , Silke Glas , Hans Zwart

In computational fluid dynamics, the demand for increasingly multidisciplinary reliable simulations, for both analysis and design optimization purposes, requires transformational advances in individual components of future solvers. At the…

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

Analysis of PDEs · Mathematics 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…

Computational Physics · Physics 2020-08-24 Vasileios Chatziioannou

In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…

Numerical Analysis · Mathematics 2017-06-28 Elena Celledoni , Eirik Hoel Høiseth

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

We introduce an energy-based model, which seems especially suited for constrained systems. The proposed model provides an alternative to the popular port-Hamiltonian framework and exhibits similar properties such as energy dissipation as…

Numerical Analysis · Mathematics 2024-12-10 R. Altmann , P. Schulze

Using an interpolant form for the gradient of a function of position, we write an integral version of the conservation equations for a fluid. In the appropriate limit, these become the usual conservation laws of mass, momentum and energy.…

Condensed Matter · Physics 2009-10-30 Victor Romero-Rochin , J. Miguel Rubi

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

Statistical Mechanics · Physics 2015-03-20 Tongling Lin , Ru Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

The dynamics of thermally fluctuating conserved order parameters are described by stochastic conservation laws. Thermal equilibrium in such systems requires the dissipative and stochastic components of the flux to be related by detailed…

Statistical Mechanics · Physics 2017-10-25 Mahan Raj Banerjee , Sauro Succi , Santosh Ansumali , R. Adhikari

The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The…

Numerical Analysis · Mathematics 2018-04-16 Lucia Carichino , Giovanna Guidoboni , Marcela Szopos

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

For Hamiltonian systems, simulation algorithms that exactly conserve numerical energy or pseudo-energy have seen extensive investigation. Most available methods either require the iterative solution of nonlinear algebraic equations at each…

Numerical Analysis · Mathematics 2022-07-04 Stefan Bilbao , Michele Ducceschi , Fabiana Zama

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

Systems in thermal equilibrium at non-zero temperature are described by their Gibbs state. For classical many-body systems, the Metropolis-Hastings algorithm gives a Markov process with a local update rule that samples from the Gibbs…

Quantum Physics · Physics 2023-09-20 Daniel Zhang , Jan Lukas Bosse , Toby Cubitt

A methodology is proposed for formulating dynamic equations in thermo-piezoelectric and dissipative media from the first principle of energy conservation. The results are in agreement with those from Hamiltonian principle. Our formulations…

Applied Physics · Physics 2021-04-28 Yinqiu Zhou , Xiuming Wang , Yuyu Dai

We develop an algorithm for automatic differentiation of Metropolis-Hastings samplers, allowing us to differentiate through probabilistic inference, even if the model has discrete components within it. Our approach fuses recent advances in…

Optimization of cyclic stochastic heat engines, a topic spanning decades of research, commonly assumes fixed control or response parameters at discrete points in the cycle-a limitation that often leads to experimentally impractical…

Statistical Mechanics · Physics 2025-07-02 Monojit Chatterjee , Viktor Holubec , Rahul Marathe