Related papers: An accurate moving wall boundary algorithm for Dir…
A simple Monte Carlo (MC) algorithm for the simulation of the passage of low-energy gamma rays and electrons through any material medium is presented. The algorithm includes several approximations that accelerate the simulation while…
The direct simulation Monte Carlo (DSMC) method is a widely used stochastic particle approach to solving the Boltzmann equation. However, its computational cost remains a major drawback, which can be attributed to statistical errors when…
This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…
A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…
Simulation-based verification algorithms can provide formal safety guarantees for nonlinear and hybrid systems. The previous algorithms rely on user provided model annotations called discrepancy function, which are crucial for computing…
Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…
To increase the reliability of simulations by particle methods for incompressible viscous flow problems, convergence studies and improvements of accuracy are considered for a fully explicit particle method for incompressible Navier--Stokes…
The rarefied flow and multi-scale flow are crucial for the aerodynamic design of spacecraft, ultra-low orbital vehicles and plumes. By introducing a discrete velocity space, the discrete velocity method (DVM) and unified methods can capture…
We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…
Modeling the effect of complex terrain on high Reynolds number flows is important to improve our understanding of flow dynamics in wind farms and the dispersion of pollen and pollutants in hilly or mountainous terrain as well as the flow in…
We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…
In particle-laden turbulent wall flows, lift forces can influence the near-wall turbulence. This has been recently observed in particle-resolved simulations, which, however, are too expensive to be used in upscaled models. Instead,…
Rigid bodies, made of smaller composite beads, are commonly used to simulate anisotropic particles with molecular dynamics or Monte Carlo methods. To accurately represent the particle shape and to obtain smooth and realistic effective pair…
We present approximate algorithms for performing smoothing in a class of high-dimensional state-space models via sequential Monte Carlo methods ("particle filters"). In high dimensions, a prohibitively large number of Monte Carlo samples…
The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
We develop numerical multiscale methods for viscous boundary layer flow. The goal is to derive effective boundary conditions, or wall laws, through high resolution simulations localized to the boundary coupled to a coarser simulation in the…
The weakly compressible smoothed particle hydrodynamics (WCSPH) method has been employed to simulate various physical phenomena involving fluids and solids. Various methods have been proposed to implement the solid wall, inlet/outlet, and…
Accurate mesh-free simulation of fluid flows involving complex boundaries requires that the boundaries be captured accurately in terms of particles. In the context of incompressible/weakly-compressible fluid flow, the SPH method is more…