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Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

In this paper, we present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be…

Numerical Analysis · Mathematics 2014-10-01 Francis Filbet , Chang Yang

Lattice Boltzmann models provide better understanding with mesoscopic eyesight on multi-component diffusion than macroscopic models. Based on the kinetic theory and starting from the He-Luo model, the state-of-the-art multi-component…

Computational Physics · Physics 2018-09-06 Ju'an Huang , Cheng Bao , Zeyi Jiang , Xinxin Zhang

In the current work we consider the numerical solutions of equations of stationary states for a general class of the spatial segregation of reaction-diffusion systems with $m\geq 2$ population densities. We introduce a discrete multi-phase…

Numerical Analysis · Mathematics 2016-09-19 Avetik Arakelyan , Rafayel Barkhudaryan

Spatial stochastic molecular simulations in biology are limited by the intense computation required to track molecules in space either in a discrete time or discrete space framework, meaning that the serial limit has already been reached in…

Quantitative Methods · Quantitative Biology 2016-08-24 I. Hepburn , W. Chen , E. De Schutter

By discretising space into compartments and letting system dynamics be governed by the reaction-diffusion master equation, it is possible to derive and simulate a stochastic model of reaction and diffusion on an arbitrary domain. However,…

Computational Physics · Physics 2019-11-27 Bartosz J. Bartmanski , Ruth E. Baker

In synaptic molecular communication, the activation of postsynaptic receptors by neurotransmitters (NTs) is governed by a stochastic reaction-diffusion process and, hence, inherently random. It is currently not fully understood how this…

Emerging Technologies · Computer Science 2023-01-18 Sebastian Lotter , Maximilian Schäfer , Robert Schober

We introduce a novel mesoscopic computational model based on a multiphase-multicomponent lattice Boltzmann method for the simulation of self-phoretic particles in the presence of liquid-liquid interfaces. Our model features fully resolved…

Soft Condensed Matter · Physics 2022-06-22 Lucas Palacios , Andrea Scagliarini , Ignacio Pagonabarraga

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory…

Numerical Analysis · Mathematics 2023-03-14 Alessandro Alla , Angela Monti , Ivonne Sgura

Molecular dynamics (MD) simulations can model the interactions between macromolecules with high spatiotemporal resolution but at a high computational cost. By combining high-throughput MD with Markov state models (MSMs), it is now possible…

Chemical Physics · Physics 2018-06-13 Manuel Dibak , Mauricio J. del Razo , David De Sancho , Christof Schütte , Frank Noé

Recent advances in diffusion models have demonstrated their strong capabilities in generating high-fidelity samples from complex distributions through an iterative refinement process. Despite the empirical success of diffusion models in…

Robotics · Computer Science 2024-07-03 Chaoyi Pan , Zeji Yi , Guanya Shi , Guannan Qu

Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…

Numerical Analysis · Mathematics 2009-04-07 Tony MacKenzie , A. J. Roberts

Recent advances in deep learning makes solving parabolic partial differential equations (PDEs) in high dimensional spaces possible via forward-backward stochastic differential equation (FBSDE) formulations. The implementation of most…

Numerical Analysis · Mathematics 2025-06-19 Wenjun Xu , Wenzhong Zhang

A combination of a steady-state preserving operator splitting method and a semi-implicit integration scheme is proposed for efficient time stepping in simulations of unsteady reacting flows, such as turbulent flames, using detailed chemical…

Computational Physics · Physics 2017-12-05 Hao Wu , Peter C. Ma , Matthias Ihme

Pore-scale simulations accurately describe transport properties of fluids in the subsurface. These simulations enhance our understanding of applications such as assessing hydrogen storage efficiency and forecasting CO$_2$ sequestration…

Brownian dynamics simulations are an increasingly popular tool for understanding spatially-distributed biochemical reaction systems. Recent improvements in our understanding of the cellular environment show that volume exclusion effects are…

Chemical Physics · Physics 2017-09-13 Stephen Smith , Ramon Grima

We develop a novel method of replica-exchange molecular dynamics (REMD) simulation, mass-scaling REMD (MSREMD) method, which improves trajectory accuracy at high temperatures, and thereby contributes to numerical stability. In addition, the…

Statistical Mechanics · Physics 2015-06-19 Tetsuro Nagai , Takuya Takahashi

Predictive simulations of complex systems are essential for applications ranging from weather forecasting to drug design. The veracity of these predictions hinges on their capacity to capture the effective system dynamics. Massively…

Computational Physics · Physics 2021-10-20 Pantelis R. Vlachas , Georgios Arampatzis , Caroline Uhler , Petros Koumoutsakos

In this work, we first develop a general mesoscopic multiple-relaxation-time lattice Boltzmann (MRT-LB) model for the two-dimensional diffusion equation with the constant diffusion coefficient and source term, where the D2Q5 (five discrete…

Numerical Analysis · Mathematics 2023-08-11 Ying Chen , Zhenhua Chai , Baochang Shi

We propose a neural physics system for real-time, interactive fluid simulations. Traditional physics-based methods, while accurate, are computationally intensive and suffer from latency issues. Recent machine-learning methods reduce…

Machine Learning · Computer Science 2025-05-27 Jingxuan Xu , Hong Huang , Chuhang Zou , Manolis Savva , Yunchao Wei , Wuyang Chen