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We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…

High Energy Physics - Lattice · Physics 2009-10-31 S. Basak , Asit K. De

In this paper, a third-order compact gas-kinetic scheme is firstly proposed for three-dimensional computation for the compressible Euler and Navier-Stokes solutions. The scheme achieves its compactness due to the time-dependent gas…

Computational Physics · Physics 2020-09-08 Xing Ji , Fengxiang Zhao , Wei Shyy , Kun Xu

We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated…

Computational Engineering, Finance, and Science · Computer Science 2021-12-13 Zizhou Huang , Teseo Schneider , Minchen Li , Chenfanfu Jiang , Denis Zorin , Daniele Panozzo

In the present work, we propose a novel hybrid explicit jump immersed interface approach in conjunction with a higher order compact (HOC) scheme for simulating transient complex flows governed by the streamfunction-vorticity…

Numerical Analysis · Mathematics 2022-09-13 Raghav Singhal , Jiten C Kalita

Stabilised mixed velocity-pressure formulations are one of the widely-used finite element schemes for computing the numerical solutions of laminar incompressible Navier-Stokes. In these formulations, the Newton-Raphson scheme is employed to…

Computational Engineering, Finance, and Science · Computer Science 2020-07-15 Chennakesava Kadapa , Wulf G Dettmer , Djordje Peric

The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…

Mathematical Finance · Quantitative Finance 2025-10-13 Nicola F. Zaugg , Lech A. Grzelak

Rapid and accurate urban wind field prediction is essential for modeling particle transport in emergency scenarios. Traditional Computational Fluid Dynamics (CFD) approaches are too slow for real-time applications, necessitating surrogate…

Computational Physics · Physics 2025-10-29 Ameir Shaa , Claude Guet , Xiasu Yang , Armand Albergel , Bruno Ribstein , Maxime Nibart

We present an improved model and theory for time-causal and time-recursive spatio-temporal receptive fields, based on a combination of Gaussian receptive fields over the spatial domain and first-order integrators or equivalently truncated…

Computer Vision and Pattern Recognition · Computer Science 2016-03-23 Tony Lindeberg

In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation…

High Energy Physics - Lattice · Physics 2015-05-20 Waseem Kamleh

A formulation of the shallow water equations adapted to general complex terrains is proposed. Its derivation starts from the observation that the typical approach of depth integrating the Navier-Stokes equations along the direction of…

Fluid Dynamics · Physics 2018-10-17 Ilaria Fent , Mario Putti , Carlo Gregoretti , Stefano Lanzoni

Variational time integrators are derived in the context of discrete mechanical systems. In this area, the governing equations for the motion of the mechanical system are built following two steps: (a) Postulating a discrete action; (b)…

Computational Physics · Physics 2018-05-04 Leandro Tavares da Silva , Gilson Antonio Giraldi

We consider a family of variable time-stepping Dahlquist-Liniger-Nevanlinna (DLN) schemes, which is unconditional non-linear stable and second order accurate, for the Allen-Cahn equation. The finite element methods are used for the spatial…

Numerical Analysis · Mathematics 2024-10-01 YiMing Chen , Dianlun Luo , Wenlong Pei , Yulong Xing

We investigate the temporal accuracy of two generalized-$\alpha$ schemes for the incompressible Navier-Stokes equations. The conventional approach treats the pressure with the backward Euler method while discretizing the remainder of the…

Numerical Analysis · Mathematics 2020-09-28 Ju Liu , Ingrid S. Lan , Oguz Z. Tikenogullari , Alison L. Marsden

We investigate artificial compressibility (AC) techniques for the time discretization of the incompressible Navier-Stokes equations. The space discretization is based on a lowest-order face-based scheme supporting polytopal meshes, namely…

Numerical Analysis · Mathematics 2021-05-04 Riccardo Milani , Jérôme Bonelle , Alexandre Ern

We present a higher-order extension of the dual cell method for the time-domain Maxwell equations in three spatial dimensions. The approach builds upon a variational reinterpretation of the Finite Integration Technique on dual meshes and…

Numerical Analysis · Mathematics 2026-04-16 Lorenzo Codecasa , Bernard Kapidani , Joachim Schöberl , Markus Wess

In this work, we develop an $\mathcal{O}(N)$ implicit real space method in 1D and 2D for the Cahn Hilliard (CH) and vector Cahn Hilliard (VCH) equations, based on the Method Of Lines Transpose (MOL$^\text{T}$) formulation. This formulation…

Numerical Analysis · Mathematics 2016-11-15 Matthew Causley , Hana Cho , Andrew Christlieb

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

We present a latent-space formulation of adaptive temporal lifting for continuous-time dynamical systems. The method introduces a smooth monotone mapping $t \mapsto \tau(t)$ that regularizes near-singular behavior of the underlying flow…

Machine Learning · Computer Science 2026-01-28 Jeffrey Camlin

We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…

Numerical Analysis · Mathematics 2021-06-02 Cónall Kelly , Gabriel Lord
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