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We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

Quantitative Methods · Quantitative Biology 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

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

The Landau-Lifshitz Navier-Stokes (LLNS) equations incorporate thermal fluctuations into macroscopic hydrodynamics by using stochastic fluxes. This paper examines explicit Eulerian discretizations of the full LLNS equations. Several CFD…

Numerical Analysis · Mathematics 2009-11-11 John B. Bell , Alejandro L. Garcia , Sarah A. Williams

Dissipative particle dynamics (DPD) is a novel particle method for mesoscale modeling of complex fluids. DPD particles are often thought to represent packets of real atoms, and the physical scale probed in DPD models are determined by the…

Chemical Physics · Physics 2016-10-18 R. Qiao , P. He

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

A new consistent, spatially adaptive, smoothed particle hydrodynamics (SPH) method for Fluid-Structure Interactions (FSI) is presented. The method combines several attributes that have not been simultaneously satisfied by other SPH methods.…

Fluid Dynamics · Physics 2019-02-20 Wei Hu , Guannan Guo , Xiaozhe Hu , Dan Negrut , Zhijie Xu , Wenxiao Pan

The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…

Numerical Analysis · Mathematics 2020-01-29 Hui Zhang , Xiaoyun Jiang , Fanhai Zeng , George Em Karniadakis

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…

General Mathematics · Mathematics 2025-11-12 Dimiter Prodanov

We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…

Soft Condensed Matter · Physics 2009-11-13 T. Iwashita , Y. Nakayama , R. Yamamoto

Reaction-diffusion equations are one of the most common mathematical models in the natural sciences and are used to model systems that combine reactions with diffusive motion. However, rather than normal diffusion, anomalous subdiffusion is…

Statistical Mechanics · Physics 2021-04-23 Amanda M Alexander , Sean D Lawley

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

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

Biochemical networks play a crucial role in biological systems, implementing a broad range of vital functions. They normally operate at low copy numbers and in spatial settings, but this is often ignored and well-stirred conditions are…

Molecular Networks · Quantitative Biology 2017-05-25 Thomas R. Sokolowski , Pieter Rein ten Wolde

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

Numerical Analysis · Mathematics 2015-01-26 Anotida Madzvamuse , Andy H. W. Chung

In molecular simulation and fluid mechanics, the coupling of a particle domain with a continuum representation of its embedding environment is an ongoing challenge. In this work, we show a novel approach where the latest version of the…

Computational Physics · Physics 2022-12-14 Abbas Gholami , Rupert Klein , Luigi Delle Site

We present a numerical formulation for the solution of non-isothermal, compressible, Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical…

The simulation of stochastic reaction-diffusion systems using fine-grained representations can become computationally prohibitive when particle numbers become large. If particle numbers are sufficiently high then it may be possible to…

Quantitative Methods · Quantitative Biology 2020-10-02 Christian A. Yates , Adam George , Armand Jordana , Cameron A. Smith , Andrew B. Duncan , Konstantinos C. Zygalakis