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We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

Numerical Analysis · Mathematics 2020-08-10 Nikolaos Halidias , Ioannis S. Stamatiou

We present an implementation of Smoothed Particle Hydrodynamics (SPH) in an adaptive-mesh PPPM algorithm. The code evolves a mixture of purely gravitational particles and gas particles. The code retains the desirable properties of previous…

Astrophysics · Physics 2009-10-22 H. M. P. Couchman , P. A. Thomas , F. R. Pearce

I present a review of Smoothed Particle Hydrodynamics (SPH), with the aim of providing a mathematically rigorous, clear derivation of the algorithms from first principles. The method of discretising a continuous field into particles using a…

Instrumentation and Methods for Astrophysics · Physics 2010-10-05 Peter J. Cossins

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

This paper proposes a novel consistent {\delta}+- Updated Lagrangian Particle Hydrodynamics (ULPH) model. Although the Smoothed Particle Hydrodynamics (SPH) model has gained recognized achievements, it is afflicted by excessive numerical…

Fluid Dynamics · Physics 2025-11-13 Shi-Xian Wu , Peng-Nan Sun , Xiao-Ting Huang , Yu-Xiang Peng , Andrea Colagrossi

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

In a companion paper we have shown how the equations describing gas and dust as two fluids coupled by a drag term can be reformulated to describe the system as a single fluid mixture. Here we present a numerical implementation of the…

Earth and Planetary Astrophysics · Physics 2015-06-18 Guillaume Laibe , Daniel J. Price

Many popular methods for the calculation of chemical potentials rely on the insertion of test particles into the target system. In the case of liquids and liquid mixtures, this procedure increases in difficulty upon increasing density or…

Soft Condensed Matter · Physics 2018-02-23 Maziar Heidari , Kurt Kremer , Robinson Cortes-Huerto , Raffaello Potestio

We describe a modified form of Smoothed Particle Hydrodynamics (SPH) in which the specific thermal energy equation is based on a compatibly differenced formalism, guaranteeing exact conservation of the total energy. We compare the errors…

Instrumentation and Methods for Astrophysics · Physics 2009-06-18 J. Michael Owen

Stochastic processes, in the form of stochastic differential equations (SDEs), integrate stochastic elements to account for the inherent randomness in sediment particle trajectories in an open-channel turbulent flow. Accordingly, a…

Fluid Dynamics · Physics 2024-02-06 Manotosh Kumbhakar , Christina W. Tsai

This study introduces a Riemann-based Smoothed Particle Hydrodynamics (SPH) framework for the stable and accurate simulation of surface tension in multiphase flows, with density and viscosity ratios as high as 1000 and 100, respectively.…

Fluid Dynamics · Physics 2025-03-21 Shuaihao Zhang , Sérgio D. N. Lourenço , Xiangyu Hu

The algorithm for Dissipative Particle Dynamics (DPD), as modified by Espagnol and Warren, is used as a starting point for proving an H-theorem for the free energy and deriving hydrodynamic equations. Equilibrium and transport properties of…

Statistical Mechanics · Physics 2009-10-30 C. A. Marsh , G. Backx , M. H. Ernst

To capture specific characteristics of non-Newtonian fluids, during the past years fractional constitutive models have become increasingly popular. These models are able to capture in a simple and compact way the complex behaviour of…

Fluid Dynamics · Physics 2023-11-23 Luca Santelli , Adolfo Vazquez-Quesada , Marco Ellero

We analyzed extensively the dynamics of polymer chains in solutions simulated with dissipative particle dynamics (DPD), with a special focus on the potential influence of a low Schmidt number of a typical DPD fluid on the simulated polymer…

Soft Condensed Matter · Physics 2009-11-11 W. Jiang , J. Huang , Y. Wang , M. Laradji

A three-dimensional model is presented for the prediction of solidification behavior using a nonlinear transformation of the enthalpy equation in a Smoothed Particle Hydrodynamics (SPH) discretization. The effect of phase change in the form…

Fluid Dynamics · Physics 2022-05-31 Amirsaman Farrokhpanah , Javad Mostaghimi , Markus Bussmann

Conformal energy minimization is an efficient approach to compute conformal parameterization. In this paper, we develop a stable algorithm to compute conformal parameterization of simply connected open surface, termed Stable Discrete…

Numerical Analysis · Mathematics 2022-10-18 Zhong-Heng Tan , Zhenyue Zhang

We develop a method for simulating colloidal suspensions using multiparticle collision dynamics (MPCD) with a discrete particle model represented as a rigid body. The key steps for incorporating the rigid-body constraints are to thermalize…

Soft Condensed Matter · Physics 2026-04-17 Michaela Bush , Jeremy C. Palmer , Michael P. Howard

In this work, we design an entropy stable, finite volume approximation for the shallow water magnetohydrodynamics (SWMHD) equations. The method is novel as we design an affordable analytical expression of the numerical interface flux…

Numerical Analysis · Mathematics 2015-09-24 Andrew R. Winters , Gregor J. Gassner

The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…

Statistical Mechanics · Physics 2007-05-23 Allan D. Mackie , Josep Bonet Avalos

We present and test a general-purpose code, called PPASPH, for evolving self-gravitating fluids in astrophysics, both with and without a collisionless component. In PPASPH, hydrodynamical properties are computed by using the SPH (Smoothed…

Astrophysics · Physics 2009-10-28 Arturo Serna , Jean-Michel Alimi , Jean-Pierre Chieze