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In this paper, we propose a new class of splitting methods to solve the stochastic Langevin equation, which can simultaneously preserve the ergodicity and exponential integrability of the original equation. The central idea is to extract a…

Numerical Analysis · Mathematics 2024-10-29 Chuchu Chen , Tonghe Dang , Jialin Hong , Fengshan Zhang

The construction of stochastic solutions for nonlinear partial differential equations is a powerful method to obtain new exact results and to develop efficient numerical algorithms, in particular when domain decomposition techniques are…

Mathematical Physics · Physics 2012-09-17 Rui Vilela Mendes

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…

Statistical Mechanics · Physics 2009-11-10 Ivan Dornic , Hugues Chate , M. A. Munoz

We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) representation of the dynamics of the chemical species. This…

Methodology · Statistics 2025-08-18 Petar Jovanovski , Andrew Golightly , Umberto Picchini , Massimiliano Tamborrino

A binary-pairing Monte Carlo collision method is presented here for screened Coulomb collisions in plasmas that is valid in the weakly and moderately coupled regimes. The method models the Fokker-Planck collision operator with first order…

Plasma Physics · Physics 2025-04-22 Justin Ray Angus , Johannes Johgan van de Wetering

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

In the following, we discuss nonlinear simulations of nonlinear dynamical systems, which are applied in technical and biological models. We deal with different ideas to overcome the treatment of the nonlinearities and discuss a novel…

Numerical Analysis · Mathematics 2014-12-01 Juergen Geiser , Vahid Yaghoubi

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…

Numerical Analysis · Mathematics 2018-09-05 Long Teng , Aleksandr Lapitckii , Michael Günther

The resistance coefficients in screen Coulomb potential of stellar plasma are evaluated in high accuracy. I have analyzed the possible singularities in the integral of scattering angle. There are possible singularities in the case of…

Solar and Stellar Astrophysics · Physics 2017-01-18 Q. S. Zhang

A new splitting is proposed for solving the Vlasov-Maxwell system. This splitting is based on a decomposition of the Hamiltonian of the Vlasov-Maxwell system and allows for the construction of arbitrary high order methods by composition…

Numerical Analysis · Mathematics 2017-01-06 Nicolas Crouseilles , Lukas Einkemmer , Erwan Faou

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial…

Numerical Analysis · Mathematics 2016-04-06 Winfried Auzinger , Harald Hofstätter , David Ketcheson , Othmar Koch

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…

Plasma Physics · Physics 2018-01-17 Konsta Särkimäki , Eero Hirvijoki , Juuso Terävä

We propose a methodology to infer collision operators from phase space data of plasma dynamics. Our approach combines a differentiable kinetic simulator, whose core component in this work is a differentiable Fokker-Planck solver, with a…

Plasma Physics · Physics 2026-01-19 Diogo D. Carvalho , Pablo J. Bilbao , Warren B. Mori , Luis O. Silva , E. Paulo Alves

Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation scheme and offers a conjecture for the rate of convergence…

Statistical Mechanics · Physics 2017-08-30 Mireille Bossy , Radu Maftei , Jean-Pierre Minier , Christophe Profeta

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

Long ranged electrostatic interactions are time consuming to calculate in molecular dynamics and Monte-Carlo simulations. We introduce an algorithmic framework for simulating charged particles which modifies the dynamics so as to allow…

Statistical Mechanics · Physics 2009-09-07 A. C. Maggs , V. Rossetto

In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

Numerical Analysis · Mathematics 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

We present a numerical framework for the simulation of collisional plasma dynamics, based on a coupling between Direct Simulation Monte Carlo (DSMC) and Particle-in-Cell (PIC) methods for the Vlasov-Maxwell-Landau system. The approach…

Computational Physics · Physics 2025-10-28 Andrea Medaglia , Lorenzo Pareschi , Mattia Zanella

Particle-in-cell methods with stochastic collision models are commonly used to simulate collisional plasma dynamics, with applications ranging from hypersonic flight to semiconductor manufacturing. Code verification of such methods is…

Computational Physics · Physics 2026-05-26 Brian A. Freno , William J. McDoniel , Christopher H. Moore , Neil R. Matula