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We present an asymptotic preserving scheme based on a micro-macro decomposition for stochastic linear transport equations in kinetic and diffusive regimes. We perfom a mathematical analysis and prove that the scheme is uniformly stable with…

Numerical Analysis · Mathematics 2018-03-19 Nathalie Ayi , Erwan Faou

We introduce a new micro-macro decomposition of collisional kinetic equations in the specific case of the diffusion limit, which naturally incorporates the incoming boundary conditions. The idea is to write the distribution function $f$ in…

Numerical Analysis · Mathematics 2012-02-10 Mohammed Lemou , Florian Méhats

In this paper, we first extend the micro-macro decomposition method for multiscale kinetic equations from the BGK model to general collisional kinetic equations, including the Boltzmann and the Fokker-Planck Landau equations. The main idea…

Numerical Analysis · Mathematics 2019-02-20 Irene M. Gamba , Shi Jin , Liu Liu

Kinetic plasma processes, such as magnetic reconnection, collisionless shocks, and turbulence, are fundamental to the dynamics of astrophysical and laboratory plasmas. Simulating these processes often requires particle-in-cell (PIC)…

Plasma Physics · Physics 2025-06-11 S. R. Totorica , K. V. Lezhnin , W. Fox

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We develop an unconditionally energy-stable tensor-product space-time discretization framework for the solution of a linear kinetic transport equation in one space dimension. The kinetic equation is a simplified model of radiative transfer…

Numerical Analysis · Mathematics 2026-04-24 Anita Gjesteland , Sigrun Ortleb , Salim Elghawi , David C. Del Rey Fernández

Biological systems are non-linear, include unobserved variables and the physical principles that govern their dynamics are partly unknown. This makes the characterization of their behavior very challenging. Notably, their activity occurs on…

Quantitative Methods · Quantitative Biology 2025-06-27 Andréa Ducos , Audrey Denizot , Thomas Guyet , Hugues Berry

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

We present a positive and asymptotic preserving numerical scheme for solving linear kinetic, transport equations that relax to a diffusive equation in the limit of infinite scattering. The proposed scheme is developed using a standard…

Numerical Analysis · Mathematics 2018-07-18 M. Paul Laiu , Martin Frank , Cory D. Hauck

We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…

Numerical Analysis · Mathematics 2015-05-14 Nicolas Crouseilles , Hélène Hivert , Mohammed Lemou

This study addresses the challenge of simulating realistic particle systems by proposing a novel particle decomposition scheme that improves the parallel performance of surface resolved particle simulations. Realistic particle systems often…

Fluid Dynamics · Physics 2024-03-21 J. E. Marquardt , N. Hafen , M. J. Krause

We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

Numerical Analysis · Mathematics 2018-07-25 Ioannis S. Stamatiou

We introduce a semi-implicit Milstein approximation scheme for some class of non-colliding particle systems modeled by systems of stochastic differential equations with non-constant diffusion coefficients. We show that the scheme converges…

Probability · Mathematics 2019-08-13 Hoang-Long Ngo , Duc-Trong Luong

We introduce a new micro/macro decomposition of collisional kinetic equations which naturally incorporates the exact space boundary conditions. The idea is to write the distribution fonction $f$ in all its domain as the sum of a Maxwellian…

Numerical Analysis · Mathematics 2011-02-22 Mohammed Lemou , Florian Méhats

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

This paper proposes a novel particle scheme that provides convergent approximations of a weak solution of the Navier-Stokes equations for the 1-D flow of a viscous compressible fluid. Moreover, it is shown that all differential inequalities…

Analysis of PDEs · Mathematics 2023-01-12 Iasson Karafyllis , Markos Papageorgiou

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey
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