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Three schemes, whose expressions are not too complex, are selected for the numerical integration of a system of stochastic differential equations in the Stratonovich interpretation: the integration methods of Heun, Milstein, and…

Computational Physics · Physics 2011-02-23 David Garcia-Alvarez

It is challenging to solve the Boltzmann equation accurately due to the extremely high dimensionality and nonlinearity. This paper addresses the idea and implementation of the first flux reconstruction method for high-order Boltzmann…

Computational Physics · Physics 2021-03-19 Tianbai Xiao

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…

Numerical Analysis · Mathematics 2018-09-26 Louisa Schlachter , Florian Schneider

Kinetic or Boltzmann schemes are interesting alternatives to the macroscopic numerical methods for solving the hyperbolic conservation laws of gas dynamics. They utilize the particle-based description instead of the wave propagation models.…

Computational Physics · Physics 2016-12-26 N. Venkata Raghavendra , S. V. Raghurama Rao

We propose a new randomized method for solving systems of nonlinear equations, which can find sparse solutions or solutions under certain simple constraints. The scheme only takes gradients of component functions and uses Bregman…

Optimization and Control · Mathematics 2024-02-26 Robert Gower , Dirk A. Lorenz , Maximilian Winkler

This work is devoted to the numerical implementation of the quantum Bhatnagar- Gross-Krook (BGK) model for gas mixtures consisting of classical and quantum particles (fermions, bosons). We consider the model proposed by Bae, Klingenberg,…

Numerical Analysis · Mathematics 2025-02-04 Gi-Chan Bae , Marlies Pirner , Sandra Warnecke

Intrusive uncertainty quantification methods for hyperbolic problems exhibit spurious oscillations at shocks, which leads to a significant reduction of the overall approximation quality. Furthermore, a challenging task is to preserve…

Numerical Analysis · Mathematics 2021-05-18 Graham Alldredge , Martin Frank , Jonas Kusch , Ryan McClarren

We introduce a structured approach to the construction of linear BGK-type collision operators ensuring that the resulting Lattice-Boltzmann methods are stable with respect to a weighted $L^2$-norm. The results hold for particular boundary…

Numerical Analysis · Mathematics 2020-02-07 Philipp Otte , Martin Frank

In this paper, we propose a high-order domain decomposition method for the ES-BGK model of the Boltzmann equation, which dynamically detects regions of equilibrium and non-equilibrium. Our implementation automatically switches between Euler…

Numerical Analysis · Mathematics 2025-12-04 Domenico Caparello , Tommaso Tenna

Discrete particle simulations are widely used to study large-scale particulate flows in complex geometries where particle-particle and particle-fluid interactions require an adequate representation but the computational cost has to be kept…

Computational Engineering, Finance, and Science · Computer Science 2017-11-02 Christoph Rettinger , Ulrich Rüde

In this work, we present a family of time and space high order finite volume schemes for the solution of the full Boltzmann equation. The velocity space is approximated by using a discrete ordinate approach while the collisional integral is…

Numerical Analysis · Mathematics 2021-10-13 Walter Boscheri , Giacomo Dimarco

This paper presents a dissipativeness analysis of a quadrature method of moments (called HyQMOM) for the one-dimensional BGK equation. The method has exhibited its good performance in numerous applications. However, its mathematical…

Numerical Analysis · Mathematics 2024-06-21 Ruixi Zhang , Yihong Chen , Qian Huang , Wen-An Yong

We present projection-based mixed finite element methods for the solution of the unsteady Brinkman equations for incompressible single-phase flow with fixed in space porous solid inclusions. At each time step the method requires the…

Numerical Analysis · Mathematics 2025-09-24 Costanza Aricò , Rainer Helmig , Ivan Yotov

Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…

Statistical Mechanics · Physics 2009-11-10 Ivan Dornic , Hugues Chate , M. A. Munoz

Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…

Numerical Analysis · Mathematics 2026-01-13 Jithin D. George , Julian Koellermeier , Samuel Y. Jung , Niall M. Mangan

A four-way coupling scheme for the direct numerical simulation of particle-laden flows is developed and analyzed. It employs a novel adaptive multi-relaxation time lattice Boltzmann method to simulate the fluid phase efficiently. The…

Computational Physics · Physics 2020-03-04 Christoph Rettinger , Ulrich Rüde

This short note presents an extension of the hybrid, model-adaptation method introduced in [T.~Laidin, \textit{arXiv 2202.03696}, 2022] for linear collisional kinetic equations in a diffusive scaling to the nonlinear mean-field…

Numerical Analysis · Mathematics 2023-03-16 Tino Laidin , Thomas Rey

This paper introduces the discrete-velocity-direction model (DVDM) in conjunction with the hyperbolic quadrature method of moments (HyQMOM) to develop a multidimensional spatial-temporal approximation of the BGK equation, termed DVD-HyQMOM.…

Computational Physics · Physics 2024-11-20 Tianshu Li , Yihong Chen , Qian Huang

We focus on the optimization problem with smooth, possibly nonconvex objectives and a convex constraint set for which the Euclidean projection operation is practically available. Focusing on this setting, we carry out a general convergence…

Optimization and Control · Mathematics 2026-04-23 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Marco Sciandrone , Diego Scuppa
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