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This paper aims to investigate a full numerical approximation of non-autonomous semilnear parabolic partial differential equations (PDEs) with nonsmooth initial data. Our main interest is on such PDEs where the nonlinear part is stronger…

Numerical Analysis · Mathematics 2018-09-11 Antoine Tambue , Jean Daniel Mukam

We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

We consider the problem of simultaneous control and parameter estimation when the model is available only as a differentiable physics simulator. We propose a receding-horizon control framework in which a model predictive control (MPC)…

Optimization and Control · Mathematics 2026-04-07 Alan Williams , Alp Sunol

Nonlinear elliptic problems arise in many fields, including plasma physics, astrophysics, and optimal transport. In this article, we propose a novel operator-splitting/finite element method for solving such problems. We begin by introducing…

Numerical Analysis · Mathematics 2025-09-12 Jingyu Yang , Shingyu Leung , Jianliang Qian , Hao Liu

Variance reduction methods are often needed for the reliability assessment of complex industrial systems, we focus on one variance reduction method in a given context, that is the interacting particle system method (IPS) used on piecewise…

Computation · Statistics 2019-07-24 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

We present a new mixed finite element method for a class of parabolic equations with $p$-Laplacian and nonlinear memory. The applicability, stability and convergence of the method are studied. First, the problem is written in a mixed…

Numerical Analysis · Mathematics 2022-03-18 Rui M. P. Almeida , José C. M. Duque , Belchior C. X. Mário

In this review, we describe and analyze a mesoscale simulation method for fluid flow, which was introduced by Malevanets and Kapral in 1999, and is now called multi-particle collision dynamics (MPC) or stochastic rotation dynamics (SRD).…

Soft Condensed Matter · Physics 2009-11-13 G. Gompper , T. Ihle , D. M. Kroll , R. G. Winkler

By constructing a Landau-like energy functional, we investigate the molecular organization of a three-component mixture in cell membranes. In the strongly interacting limit, we model the interaction between molecules using pseudospin…

Biological Physics · Physics 2020-05-12 Austin Osby , Theja N. De Silva

The spin-diffusion Landau--Lifshitz--Bloch (SDLLB) system is a nonlinearly coupled system of quasilinear vector-valued PDEs which models the interaction between spin-polarised currents and magnetisation at high temperatures. The aim of this…

Numerical Analysis · Mathematics 2026-04-03 Agus L. Soenjaya

We propose a class of Particle-In-Cell (PIC) methods for the Vlasov-Poisson system with a strong and inhomogeneous external magnetic field with fixed direction, where we focus on the motion of particles in the plane orthogonal to the…

Numerical Analysis · Mathematics 2017-01-25 Francis Filbet , Luis Rodrigues

Recent advances in stochastic optimization have yielded the interacting particle Langevin algorithm (IPLA), which leverages the notion of interacting particle systems (IPS) to efficiently sample from approximate posterior densities. This…

Probability · Mathematics 2025-06-04 Tim Johnston , Nikolaos Makras , Sotirios Sabanis

For decades, the Vlasov-Darwin model has been recognized to be attractive for particle-in-cell (PIC) kinetic plasma simulations in non-radiative electromagnetic regimes, to avoid radiative noise issues and gain computational efficiency.…

Computational Physics · Physics 2016-05-04 Guangye Chen , Luis Chacon

This paper presents an improved immersed moving boundary model (IBM) for solving complex fluid-particle interactions in a coupled lattice Boltzmann method (LBM) and an adhesive discrete element method (DEM), using the "partially saturated…

Soft Condensed Matter · Physics 2020-10-21 Wenwei Liu , Chuan-Yu Wu

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

We extend the Worldline Monte Carlo approach to computationally simulating the Feynman path integral of non-relativistic multi-particle quantum-mechanical systems. We show how to generate an arbitrary number of worldlines distributed…

Hybrid particle-field methods are computationally efficient approaches for modelling soft matter systems. So far applications of these methodologies have been limited to constant volume conditions. Here, we reformulate particle-field…

Outstanding advances in solid-state laser technology, employing the optical parametric chirped-pulse-amplification (OPCPA) technique, have led physicists to focus laser pulses to highly-relativistic intensities which led to novel schemes…

Plasma Physics · Physics 2026-01-28 Szilárd Majorosi , Nasr Hafz , Zsolt Lécz

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

Conventional explicit electromagnetic particle-in-cell (PIC) algorithms do not conserve discrete energy exactly. Time-centered fully implicit PIC algorithms can conserve discrete energy exactly, but may introduce large dispersion errors in…

Computational Physics · Physics 2020-02-19 Guangye Chen , Luis Chacón , Lin Yin , Brian J. Albright , David J. Stark , Robert F. Bird

We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…

Optimization and Control · Mathematics 2026-04-14 Tan H. Cao , Hassan Saoud
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