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This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
We formulate a new theory for how caging constraints in glass-forming liquids at a surface or interface are modified and then spatially transferred, in a layer-by-layer bootstrapped manner, into the film interior in the context of the…
The effect of confining walls on the fluctuation of a nanoscale thin film's free surface is studied using stochastic thin-film equations (STFEs). Two canonical boundary conditions are employed to reveal the influence of the confinement: (1)…
We numerically investigate the structures of the near-plate temperature profiles close to the bottom and top plates of turbulent Rayleigh-B\'{e}nard flow in a cylindrical sample at Rayleigh numbers Ra=10^8 to Ra=2\times10^{12} and Prandtl…
We study the diffusive limit approximation for a nonlinear radiative heat transfer system that arises in the modeling of glass cooling, greenhouse effects and in astrophysics. The model is considered with the reflective radiative boundary…
We propose an $hp$-adaptive discontinuous Galerkin finite element method (DGFEM) to approximate the solution of a static crack boundary value problem. The mathematical model describes the behavior of a geometrically linear strain-limiting…
Energetic particle redistribution in the presence of multiple Alfv\'en eigenmodes is analyzed in [PPCF 58, 014019 (2016)] for the ITER 15MA baseline scenario: non-linear hybrid simulations (within their well known limits) point out that…
Large deformations of thin elastic plates and shells present a formidable problem in continuum mechanics which is generally intractable except by numerical methods. Conventional approaches break down in the limit of small plate thickness…
Different quantum Langevin equations obtained by coupling a particle to a field are examined. Instabilities or violations of causality affect the motion of a point charge linearly coupled to the electromagnetic field. In contrast, coupling…
We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the…
In this article, on the basis of the Langevin equation applied to velocity fluctuations, we numerically model the Partial Variance of Increments, which is a useful tool to measure time and spatial correlations in space plasmas. We consider…
We propose a novel formulation for parametric finite element methods to simulate surface diffusion of closed curves, which is also called as the curve diffusion. Several high-order temporal discretizations are proposed based on this new…
Numerical simulations of L-mode plasma turbulence in the Scrape Off Layer of MAST are presented. Relevant features of the boundary plasma, such as the thickness of the density layer or the statistics of the fluctuations are related to the…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
For the one-dimensional linear kinetic equations with collisional frequency of the molecules, proportional to the module velocity of molecules, analytical solutions of problems about temperature jump and weak evaporation (condensation) in…
A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
Dynamics simulations of constrained particles can greatly aid in understanding the temporal and spatial evolution of biological processes such as lateral transport along membranes and self-assembly of viruses. Most theoretical efforts in…