Related papers: Particle Simulation of Fractional Diffusion Equati…
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…
We present a direct numerical simulation method for investigating the dynamics of dispersed particles in a compressible solvent fluid. The validity of the simulation is examined by calculating the velocity relaxation of an impulsively…
A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…
By approximating posterior distributions with weighted samples, particle filters (PFs) provide an efficient mechanism for solving non-linear sequential state estimation problems. While the effectiveness of particle filters has been…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…
In this paper, we revisit the diffusive representations of fractional integrals established in \cite{diethelm2023diffusive} to explore novel variants of such representations which provide highly efficient numerical algorithms for the…
This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
Dissipative particle dynamics (DPD) belongs to a class of models and computational algorithms developed to address mesoscale problems in complex fluids and soft matter in general. It is based on the notion of particles that represent…
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…
In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…
The Phase-Field Method (PFM) is employed to simulate two-phase flows with the fully-coupled Cahn-Hilliard-Navier-Stokes (CHNS) equations governing the temporal evolution. The methodology minimizes the total energy functional, accounting for…
The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…
Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…
The linearization principle states that the stability (or instability) of solutions to a suitable linearization of a nonlinear problem implies the stability (or instability) of solutions to the original nonlinear problem. In this work, we…
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…