Related papers: Simulation of particle systems interacting through…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…
The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…
In this paper, we propose a linear and monolithic finite element method for the approximation of an incompressible viscous fluid interacting with an elastic and deforming plate. We use the arbitrary Lagrangian-Eulerian (ALE) approach that…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
We describe a simple numerical simulation, suitable for an undergraduate project (or graduate problem set), of the Brownian motion of a particle in a Hooke-law potential well. Understanding this physical situation is a practical necessity…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
We consider Mckean-Vlasov type stochastic differential equations with multiplicative noise arising from the random vortex method. Such an equation can be viewed as the mean-field limit of interacting particle systems with singular…
The problem of collisions in a plasma is a wide subject with a huge historical literature. In fact, the description of realistic plasmas is a tough problem to attach, both from the theoretical and the numerical point of view, and which…
We consider a system consisting of $n$ particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle ``jumps forward'' at some time points, with the instantaneous rate…
An active Brownian particle is a minimal model for a self-propelled colloid in a dissipative environment. Experiments and simulations show that, in the presence of boundaries and obstacles, active Brownian particle systems approach…
This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…
We present a preliminary study of a new phenomena associated with the Euler-Poisson equations -- the so called critical threshold phenomena, where the answer to questions of global smoothness vs. finite time breakdown depends on whether the…
We investigate the three-dimensional compressible Euler-Maxwell system, a model for simulating the transport of electrons interacting with propagating electromagnetic waves in semiconductor devices. First, we show the global well-posedness…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…
We generalize the multilevel Monte Carlo (MLMC) method of Giles to the simulation of systems of particles that interact via a mean field. When the number of particles is large, these systems are described by a McKean-Vlasov process - a…
In this paper we present an error analysis of an Eulerian finite element method for solving parabolic partial differential equations posed on evolving hypersurfaces in $\mathbb{R}^d$, $d=2,3$. The method employs discontinuous piecewise…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
Building on the line of work [DIRT15a], [DIRT15b], [NS17a], [DT17], [HLS18], [HS18] we continue the study of particle systems with singular interaction through hitting times. In contrast to the previous research, we (i) consider very…
To study the dynamics of particles in turbulence when their sizes are comparable to the smallest eddies in the flow, the Kolmogorov length scale, efficient and accurate numerical models for the particle-fluid interaction are still missing.…