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This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…

Numerical Analysis · Mathematics 2021-10-22 Xiaobing Feng , Yan Luo , Liet Vo , Zhu Wang

We consider a Gierer-Meinhardt system on a surface coupled with a parabolic PDE in the bulk, the domain confined by this surface. Such a model was recently proposed and analyzed for two-dimensional bulk domains by Gomez, Ward and Wei (SIAM…

Analysis of PDEs · Mathematics 2020-10-12 Jan-Phillip Bäcker , Matthias Röger , Dmitri Kuzmin

This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…

Numerical Analysis · Mathematics 2024-03-19 Lidia Aceto , Paolo Novati

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

Chemical Physics · Physics 2023-08-07 Weiluo Ren , Weizhong Fu , Xiaojie Wu , Ji Chen

We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…

Probability · Mathematics 2023-05-23 D. Kalise , A. Sharma , M. V. Tretyakov

Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…

Quantum Physics · Physics 2015-06-26 Michele Pavon

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

Probability · Mathematics 2009-02-11 Rémi Rhodes

In an appropriate moving coordinate frame, source defects are time-periodic solutions to reaction-diffusion equations that are spatially asymptotic to spatially periodic wave trains whose group velocities point away from the core of the…

Analysis of PDEs · Mathematics 2015-06-16 Margaret Beck , Toan T. Nguyen , Bjorn Sandstede , Kevin Zumbrun

We analyze a variant of the Desai-Zwanzig model [J. Stat. Phys. {\bf 19}1-24 (1978)]. In particular, we study stationary states of the mean field limit for a system of weakly interacting diffusions moving in a multi-well potential energy…

Statistical Mechanics · Physics 2019-03-13 Susana N. Gomes , Serafim Kalliadasis , Grigorios A. Pavliotis , Petr Yatsyshin

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

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

In this study, we consider the simulation of subsurface flow and solute transport processes in the stationary limit. In the convection-dominant case, the numerical solution of the transport problem may exhibit non-physical diffusion and…

Numerical Analysis · Mathematics 2023-07-19 A. Q. T. Ngo , P. Bastian , O. Ippisch

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Nonlinear deformations of a two-dimensional gas bubble are investigated in the framework of a Hamiltonian formulation involving surface variables alone. The Dirichlet--Neumann operator is introduced to accomplish this dimensional reduction…

Fluid Dynamics · Physics 2023-10-27 Philippe Guyenne

We develop a localized particle detector model formulated as a massive quantum field on Minkowski spacetime with the spatial origin excised. To render the problem well-posed at the puncture, we impose boundary conditions at the excised…

High Energy Physics - Theory · Physics 2026-02-12 Victor Hugo M. Ramos , João Paulo M. Pitelli , João C. A. Barata

Hydrodynamic projections, the projection onto conserved charges representing ballistic propagation of fluid waves, give exact transport results in many-body systems, such as the exact Drude weights. Focussing one one-dimensional systems, I…

Statistical Mechanics · Physics 2022-02-17 Benjamin Doyon

Subsequent to the ideas presented in our previous papers [J.Phys.: Condens. Matter {\bf 14} (2002) 13777 and Eur. Phys. J. B {\bf 42} (2004) 529], we discuss here in detail a new analytical approach to calculating the phase-diagram for the…

Disordered Systems and Neural Networks · Physics 2007-05-23 V. N. Kuzovkov , W. von Niessen

We present a framework for distributed Pose Graph Optimization (PGO) by formulating the problem as a second-order continuous-time dynamical system evolving on Lie groups. By modeling pose variables as massive particles subject to damping,…

Robotics · Computer Science 2026-05-13 Jaeho Shin , Maani Ghaffari , Yulun Tian

We study a variational model which combines features of the Ginzburg-Landau model in 2D and of the Mumford-Shah functional. As in the classical Ginzburg-Landau theory, a prescribed number of point vortices appear in the small energy regime;…

Analysis of PDEs · Mathematics 2017-11-27 Michael Goldman , Benoît Merlet , Vincent Millot

We construct a continuous family of exchangeable pairs by perturbing the random variable through diffusion processes on manifold in order to apply Stein method to certain geometric settings. We compare our perturbation by diffusion method…

Probability · Mathematics 2020-07-07 Weitao Du