Related papers: Some examples of kinetic scheme whose diffusion li…
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…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
We present an inference scheme of long timescale, non-exponential kinetics from Molecular Dynamics simulations accelerated by stochastic resetting. Standard simulations provide valuable insight into chemical processes but are limited to…
This work aims to extend the residual distribution (RD) framework to stiff relaxation problems. The RD is a class of schemes which is used to solve hyperbolic system of partial differential equations. Up to our knowledge, it was used only…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
We examine the validity of the widely used T-matrix approximation for treating phonon-disorder scattering by implementing an unfolding algorithm that allows simulation of disorder up to tens of millions of atoms. The T-matrix approximation…
Kinetic equations are often appropriate to model the energy density of high frequency waves propagating in highly heterogeneous media. The limitations of the kinetic model are quantified by the statistical instability of the wave energy…
We present and discuss a general density-matrix description of energy-dissipation and decoherence phenomena in open quantum systems, able to overcome the intrinsic limitations of the conventional Markov approximation. In particular, the…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
In this work, we prove rigorous convergence properties for a semi-discrete, moment-based approximation of a model kinetic equation in one dimension. This approximation is equivalent to a standard spectral method in the velocity variable of…
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…
In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinear stochastic differential equations (SDEs). We show that…
We consider the discretization and subsequent model reduction of a system of partial differential-algebraic equations describing the propagation of pressure waves in a pipeline network. Important properties like conservation of mass,…
We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…
We consider the problem of the discrete-time approximation of the solution of a one-dimensional SDE with piecewise locally Lipschitz drift and continuous diffusion coefficients with polynomial growth. In this paper, we study the strong…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 +…
We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the $d$-dimensional cube, for arbitrary $d \geq 1$. The scheme preserves two important structural properties of the…
This paper is concerned with the numerical approximation of stochastic mechanical systems with nonlinear holonomic constraints. Such systems are described by second order stochastic differential-algebraic equations involving an implicitly…
The classical Ka\v{c}anov scheme for the solution of nonlinear variational problems can be interpreted as a fixed point iteration method that updates a given approximation by solving a linear problem in each step. Based on this observation,…