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A fully adaptive finite volume multiresolution scheme for one-dimensional strongly degenerate parabolic equations with discontinuous flux is presented. The numerical scheme is based on a finite volume discretization using the…

Numerical Analysis · Mathematics 2008-07-03 Raimund Bürger , Ricardo Ruiz Baier , Mauricio Sepúlveda , Kai Schneider

We develop finite element methods for coupling the steady-state Onsager--Stefan--Maxwell equations to compressible Stokes flow. These equations describe multicomponent flow at low Reynolds number, where a mixture of different chemical…

Numerical Analysis · Mathematics 2022-09-26 Francis R. A. Aznaran , Patrick E. Farrell , Charles W. Monroe , Alexander J. Van-Brunt

This work extends quantum optical models of high harmonic generation by considering a quantum stochastic analysis of the field modes coupled to an environment. In particular, we study the open system dynamics by solving the quantum Langevin…

Quantum Physics · Physics 2025-08-19 Philipp Stammer

Previously developed ``stochastic representation of deterministic interactions`` enables exact treatment of an open system without leaving its native phase space (Hilbert space) due to peculiar stochastic extension of the Liouville (von…

Statistical Mechanics · Physics 2007-05-23 Yu. E. Kuzovlev

Understanding the behaviour of a quantum system coupled to its environment is of fundamental interest in the general field of quantum technologies. It also has important repercussions on foundational problems in physics, such as the process…

Quantum Physics · Physics 2021-11-01 Sapphire Lally , Nicholas Werren , Jim Al-Khalili , Andrea Rocco

We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…

Strongly Correlated Electrons · Physics 2017-01-11 Sandro Sorella , Guglielmo Mazzola

We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…

Data Analysis, Statistics and Probability · Physics 2013-06-03 V. V. Vasconcelos , F. Raischel , M. Haase , J. Peinke , M. Wächter , P. G. Lind , D. Kleinhans

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

Optimizing fluid-dynamic performance is an important engineering task. Traditionally, experts design shapes based on empirical estimations and verify them through expensive experiments. This costly process, both in terms of time and space,…

Computational Engineering, Finance, and Science · Computer Science 2020-01-24 Yang Chen

In fluid physics, data-driven models to enhance or accelerate solution methods are becoming increasingly popular for many application domains, such as alternatives to turbulence closures, system surrogates, or for new physics discovery. In…

The simulation of turbulent flow requires many degrees of freedom to resolve all the relevant times and length scales. However, due to the dissipative nature of the Navier-Stokes equations, the long-term dynamics are expected to lie on a…

Fluid Dynamics · Physics 2025-10-15 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

We study the perturbative response of a complex quantum system on time changes of an external parameter $X$. The driven dynamics is treated in adiabatic basis of the system's Hamiltonian $\hat{H}[X]$. Within a random matrix approach we…

Statistical Mechanics · Physics 2019-12-16 S. V. Radionov

The process of transforming observed data into predictive mathematical models of the physical world has always been paramount in science and engineering. Although data is currently being collected at an ever-increasing pace, devising…

Dynamical Systems · Mathematics 2018-01-08 Maziar Raissi , Paris Perdikaris , George Em Karniadakis

The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…

Computational Physics · Physics 2020-08-26 Xiaoli Chen , Liu Yang , Jinqiao Duan , George Em Karniadakis

Coarse-graining complex molecular systems to lower-dimensional reaction coordinates is a powerful approach for capturing their effective dynamics. The generalized Langevin equation (GLE) provides an exact framework for modeling…

Chemical Physics · Physics 2025-06-09 Henrik Kiefer , Cihan Ayaz , Benjamin A. Dalton , Roland R. Netz

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Soft Condensed Matter · Physics 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

We are interested in the large-time behavior of solutions to finite volume discretizations of convection-diffusion equations or systems endowed with non-homogeneous Dirichlet and Neumann type boundary conditions. Our results concern various…

Analysis of PDEs · Mathematics 2018-10-03 Claire Chainais-Hillairet , Maxime Herda

Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…

Statistical Mechanics · Physics 2007-05-23 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

We present a multiscale approach to the modeling of polymer dynamics in the presence of a fluid solvent. The approach combines Langevin Molecular Dynamics (MD) techniques with a mesoscopic Lattice-Boltzmann (LB) method for the solvent…

Biological Physics · Physics 2007-05-23 Maria G. Fyta , Simone Melchionna , Efthimios Kaxiras , Sauro Succi
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