Related papers: Simulation of particle systems interacting through…
We study the target search of interacting Brownian particles in a finite domain, focusing on the effect of inter-particle interactions on the search time. We derive the integral equation for the mean first-passage time and acquire its…
We consider a mean-field model for large banking systems, which takes into account default and recovery of the institutions. Building on models used for groups of interacting neurons, we first study a McKean-Vlasov dynamics and its…
The numerical simulation of the 3D incompressible Euler equation is analyzed with respect to different integration methods. The numerical schemes we considered include spectral methods with different strategies for dealiasing and two…
An efficient technique to simulate turbulent particle-laden flow at high mass loadings within the four-way coupled simulation regime is presented. The technique implements large eddy simulation, discrete phase simulation, a deterministic…
We present an improved method for computing incompressible viscous flow around suspended rigid particles using a fixed and uniform computational grid. The main idea is to incorporate Peskin's regularized delta function approach [Acta…
We establish the mean-field convergence for systems of points evolving along the gradient flow of their interaction energy when the interaction is the Coulomb potential or a super-coulombic Riesz potential, for the first time in arbitrary…
Simulations show that sliding bilayers of colloidal particles can exhibit a new phase, the ``melt-freeze'' phase, where the layers stochastically alternate between solidlike and liquidlike states. We introduce a mean field phenomenological…
We present a collision model for phase-resolved Direct Numerical Simulations of sediment transport that couple the fluid and particles by the Immersed Boundary Method. Typically, a contact model for these types of simulations comprises a…
We establish stochastic functional integral representations for solutions of Oberbeck-Boussinesq equations in the form of McKean-Vlasov-type mean field equations, which can be used to design numerical schemes for calculating solutions and…
For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…
We present a fully Eulerian hybrid immersed-boundary/phase-field model to simulate wetting and contact line motion over any arbitrary geometry. The solid wall is described with a volume-penalisation ghost-cell immersed boundary whereas the…
Inspired by the stochastic particle method, this paper establishes an easily implementable explicit numerical method for McKean-Vlasov stochastic differential equations (MV-SDEs) with superlinear growth coefficients. The paper establishes…
This paper presents a grid-free simulation algorithm for the fully three-dimensional Vlasov--Poisson system for collisionless electron plasmas. We employ a standard particle method for the numerical approximation of the distribution…
We investigate numerically a quasi-static elasticity system of Kachanov-type. To do so we propose an Euler time discretization combined with a suitable finite elements scheme (FEM) to handle the discretization is space. We use ODE-type…
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms under consideration are dissipative merely in the long…
We describe an Euler scheme to approximate solutions of L\'evy driven Stochastic Differential Equations (SDE) where the grid points are random and given by the arrival times of a Poisson process. This result extends a previous work of the…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…
In this paper we intend to present a unified treatment of a variety of singular interacting particle systems and their McKean-Vlasov limits. This unified approach is based on the use of the relative entropy on the path space in the spirit…
The aim of this study is to find a generic method for generating a path of the solution of a given stochastic differential equation which is more efficient than the standard Euler-Maruyama scheme with Gaussian increments. First we…