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Under nondegeneracy assumptions on the diffusion coefficients, we establish the derivative formulae of Bismut-Elworthy-Li's type for forward-backward stochastic differential equations with respect to Poisson random measure using the lent…
Pseudospectral time domain (PSTD) methods are widely used in many branches of acoustics for the numerical solution of the wave equation, including biomedical ultrasound and seismology. The use of the Fourier collocation spectral method in…
The recent discovery of polymer diffusive instability (PDI) by Beneitez et al. (Phys. Rev. Fluids, 2023, 8: L101901) poses challenges in implementing artificial conformation diffusion (ACD) in transition simulations of viscoelastic…
We present a new family of high order accurate fully discrete one-step Discontinuous Galerkin (DG) finite element schemes on moving unstructured meshes for the solution of nonlinear hyperbolic PDE in multiple space dimensions, which may…
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…
The Poisson-Boltzmann equation is a nonlinear elliptic equation with Dirac distribution sources, which has been widely applied to the prediction of electrostatics potential of biological biomolecular systems in solution. In this paper, we…
We present a meshfree generalized finite difference method for solving Poisson's equation with a diffusion coefficient that contains jump discontinuities up to several orders of magnitude. To discretize the diffusion operator, we formulate…
This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…
We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…
We develop a computational method based on Dissipative Particle Dynamics (DPD) that introduces solvent hydrodynamic interactions to coarse-grained models of solutes, such as ions, molecules, or polymers. DPD-solvent (DPDS) is a fully…
In this paper, we establish the existence of a positive, bounded solution for a class of parabolic partial differential equations with nonlinear boundary conditions, where the boundary conditions depend on the solution on the boundary at a…
The two-fluid plasma model has a wide range of timescales which must all be numerically resolved regardless of the timescale on which plasma dynamics occurs. The answer to solving numerically stiff systems is generally to utilize…
The quasi-neutral hybrid model with kinetic ions and fluid electrons is a promising approach for bridging the inherent multi-scale nature of many problems in space and laboratory plasmas. Here, a novel, implicit, particle-in-cell based…
In this paper we propose a nonlinear elasticity model of macromolecular conformational change (deformation) induced by electrostatic forces generated by an implicit solvation model. The Poisson-Boltzmann equation for the electrostatic…
We study a model Coulomb fluid consisting of dipolar solvent molecules of finite extent generalizing the point-like Dipolar Poisson-Boltzmann model (DPB) previously introduced by Coalson and Duncan (J. Phys. Chem 100, 2612 (1996)) and…
The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…
The paper is concerned with the finite element solution of the Poisson equation with homogeneous Dirichlet boundary condition in a three-dimensional domain. Anisotropic, graded meshes from a former paper are reused for dealing with the…
A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…
This paper introduces a parallel-in-time algorithm for efficient steady-state solution of the eddy current problem. Its main idea is based on the application of the well-known multi-harmonic (or harmonic balance) approach as the coarse…
The Fokker-Planck (FP) model is one of the commonly used methods for studies of the dynamical evolution of dense spherical stellar systems such as globular clusters and galactic nuclei. The FP model is numerically stable in most cases, but…