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Stochastic simulation methods can be applied successfully to model exact spatio-temporally resolved reaction-diffusion systems. However, in many cases, these methods can quickly become extremely computationally intensive with increasing…

Quantitative Methods · Quantitative Biology 2016-04-29 Jonathan U. Harrison , Christian A. Yates

Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…

Numerical Analysis · Mathematics 2025-02-11 Zhengyang Lei , Sihong Shao , Yunfeng Xiong

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

Machine Learning · Statistics 2023-04-06 Valentin De Bortoli , James Thornton , Jeremy Heng , Arnaud Doucet

We present a finite difference numerical algorithm for solving two dimensional spatially homogeneous Boltzmann transport equation which describes electron transport in a semiconductor superlattice subject to crossed time dependent electric…

Computational Physics · Physics 2015-06-18 Dmitri Priimak

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

We present a computational method for extreme-scale simulations of incompressible turbulent wall flows at high Reynolds numbers. The numerical algorithm extends a popular method for solving second-order finite differences Poisson/Helmholtz…

Fluid Dynamics · Physics 2025-08-07 Rafael Diez Sanhueza , Jurriaan Peeters , Pedro Costa

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 this paper, we introduce a novel parallel contact algorithm designed to run efficiently in High-Performance Computing based supercomputers. Particular emphasis is put on its computational implementation in a multiphysics finite element…

Computational Engineering, Finance, and Science · Computer Science 2022-08-02 G. Guillamet , M. Rivero , M. Zavala-Aké , M. Vázquez , G. Houzeaux , S. Oller

This paper proposes a parallel-in-time method for computing continuous-time maximum-a-posteriori (MAP) trajectory estimates of the states of partially observed stochastic differential equations (SDEs), with the goal of improving…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-16 Hassan Razavi , Ángel F. García-Fernández , Simo Särkkä

In this paper we construct numerical schemes to approximate linear transport equations with slab geometry by diffusion equations. We treat both the case of pure diffusive scaling and the case where kinetic and diffusive scalings coexist.…

Numerical Analysis · Mathematics 2015-05-18 Qin Li , Jianfeng Lu , Weiran Sun

In this paper, we design an algorithm to accelerate the diffusion process on the $SO(3)$ manifold. The inherently sequential nature of diffusion models necessitates substantial time for denoising perturbed data. To overcome this limitation,…

Machine Learning · Computer Science 2025-07-15 Yan-Ting Chen , Hao-Wei Chen , Tsu-Ching Hsiao , Chun-Yi Lee

We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a…

Mathematical Physics · Physics 2015-07-03 Martin Frank , Kai Krycki , Edward W. Larsen , Richard Vasques

Charge transport in disordered two-dimensional (2D) systems showcases a myriad of unique phenomenologies that highlight different aspects of the underlying quantum dynamics. Electrons in such systems undergo a crossover from ballistic…

Mesoscale and Nanoscale Physics · Physics 2025-11-18 H. P. Veiga , S. M. João , J. M. Alendouro Pinho , J. P. Santos Pires , J. M. Viana Parente Lopes

When the molecules of a gaseous system are far apart, say in microscale gas flows where the surface to volume ratio is high and hence the surface forces dominant, the molecule-surface interactions lead to the formation of a local…

Computational Physics · Physics 2019-07-02 Shashank Jaiswal , Jingwei Hu , Julien K. Brillon , Alina A. Alexeenko

This paper studies the shallow Ritz method for solving one-dimensional diffusion-reaction problems. The method is capable of improving the order of approximation for non-smooth problems. By following a similar approach to the one presented…

Numerical Analysis · Mathematics 2025-10-24 Zhiqiang Cai , Anastassia Doktorova , Robert D. Falgout , César Herrera

We present our deep learning framework to solve and accelerate the Time-Dependent partial differential equation's solution of one and two spatial dimensions. We demonstrate DiffusionNet solver by solving the 2D transient heat conduction…

Machine Learning · Computer Science 2020-11-20 Mahmoud Asem

Recently, Papadakis et al. proposed an efficient primal-dual algorithm for solving the dynamic optimal transport problem with quadratic ground cost and measures having densities with respect to the Lebesgue measure. It is based on the fluid…

Numerical Analysis · Mathematics 2015-09-02 Jan Henrik Fitschen , Friederike Laus , Gabriele Steidl

In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…

Numerical Analysis · Mathematics 2016-08-24 G. Dimarco , L. Pareschi , V. Rispoli

We introduce a fast Fourier spectral method for the multi-species Boltzmann collision operator. The method retains the riveting properties of the single-species fast spectral method (Gamba et al. SIAM J. Sci. Comput., 39 pp. B658--B674…

Computational Physics · Physics 2019-05-07 Shashank Jaiswal , Alina A. Alexeenko , Jingwei Hu

In this article, we present a parallel discretization and solution method for parabolic problems with a higher number of space dimensions. It consists of a parallel-in-time approach using the multigrid reduction-in-time algorithm MGRIT with…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska