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We present a 3D finite element solver for the nonlinear Poisson-Nernst-Planck (PNP) equations for electrodiffusion, coupled to the Stokes system of fluid dynamics. The model serves as a building block for the simulation of macromolecule…

Computational Physics · Physics 2017-04-05 Gregor Mitscha-Baude , Andreas Buttinger-Kreuzhuber , Gerhard Tulzer , Clemens Heitzinger

Rapidly developing machine learning methods has stimulated research interest in computationally reconstructing differential equations (DEs) from observational data which may provide additional insight into underlying causative mechanisms.…

Machine Learning · Computer Science 2026-05-12 Mingtao Xia , Xiangting Li , Qijing Shen , Tom Chou

Partial differential equations with distributional sources---in particular, involving (derivatives of) delta distributions---have become increasingly ubiquitous in numerous areas of physics and applied mathematics. It is often of…

Computational Physics · Physics 2019-11-22 Marius Oltean , Carlos F. Sopuerta , Alessandro D. A. M. Spallicci

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…

Probability · Mathematics 2018-02-13 J. Catatayud , J. -C. Cortes , M. Jornet

A slowly-varying or thin-layer multiscale assumption empowers macroscale understanding of many physical scenarios from dispersion in pipes and rivers, including beams, shells, and the modulation of nonlinear waves, to homogenisation of…

Dynamical Systems · Mathematics 2020-01-22 A. J. Roberts

Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on…

Numerical Analysis · Mathematics 2022-11-14 Xianru Chen , Li Lin

We introduce a numerical method that enables efficient modelling of light scattering by large, disordered ensembles of non-spherical particles incorporated in stratified media, including when the particles are in close vicinity to each…

This paper is dedicated to solving high-dimensional coupled FBSDEs with non-Lipschitz diffusion coefficients numerically. Under mild conditions, we provided a posterior estimate of the numerical solution that holds for any time duration.…

Probability · Mathematics 2022-01-19 Yifan Jiang , Jinfeng Li

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical…

Machine Learning · Computer Science 2024-11-04 Jiahe Huang , Guandao Yang , Zichen Wang , Jeong Joon Park

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin

The ab initio description of the spectral interior of the absorption spectrum poses both a theoretical and computational challenge for modern electronic structure theory. Due to the often spectrally dense character of this domain in the…

Computational Engineering, Finance, and Science · Computer Science 2019-03-21 Roel Van Beeumen , David B. Williams-Young , Joseph M. Kasper , Chao Yang , Esmond G. Ng , Xiaosong Li

Multi-physics models governed by coupled partial differential equation (PDE) systems, are naturally suited for partitioned, or modular numerical solution strategies. Although widely used in tackling deterministic coupled models, several…

Numerical Analysis · Mathematics 2014-10-22 Akshay Mittal , Gianluca Iaccarino

We introduce a simple and efficient algorithm for diffusion in smoothed particle hydrodynamics (SPH) simulations and apply it to the problem of chemical mixing. Based on the concept of turbulent diffusion, we link the diffusivity of a…

Astrophysics · Physics 2009-11-13 Thomas H. Greif , Simon C. O. Glover , Volker Bromm , Ralf S. Klessen

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…

Numerical Analysis · Mathematics 2020-08-11 Zhibao Zheng

The optical nonlocality in symmetric metal-dielectric multilayer metamaterials is theoretically and experimentally investigated with respect to transverse-magnetic-polarized incident light. A nonlocal effective medium theory is derived from…

Optics · Physics 2015-06-02 Lei Sun , Zhigang Li , Ting S. Luk , Xiaodong Yang , Jie Gao

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

A probability density function (pdf) encodes the entire stochastic knowledge about data distribution, where data may represent stochastic observations in robotics, transition state pairs in reinforcement learning or any other empirically…

Machine Learning · Computer Science 2018-09-18 Dmitry Kopitkov , Vadim Indelman

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

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
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