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We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…
This paper is concerned with the direct and inverse acoustic or electromagnetic scattering problems by a locally perturbed, perfectly reflecting, infinite plane (which is called a locally rough surface in this paper). We propose a novel…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We consider an inverse elastic scattering problem of simultaneously reconstructing a rigid obstacle and the excitation sources using near-field measurements. A two-phase numerical method is proposed to achieve the co-inversion of multiple…
Relying on Feynman-Kac path-integral methodology, we present a new statistical perspective on wave single-scattering by complex three-dimensional objects. The approach is implemented on three models -- Schiff approximation, Born…
In this paper, we will introduce a high order numerical method to solve the scattering problems with non-periodic incident fields and (locally perturbed) periodic surfaces. For the problems we are considering, the classical methods to treat…
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…
A novel structure-preserving numerical method to solve random hyperbolic systems of conservation laws is presented. The method uses a concept of generalized, measure-valued solutions to random conservation laws. This yields a linear partial…
We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…
In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…
Solution of the discretized Lippmann-Schwinger equation in the spatial frequency domain involves the inversion of a linear operator specified by the scattering potential. To regularize this inevitably ill-conditioned problem, we propose a…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
Recently it has been questioned, notably in the context of the scalar singlet dark matter model with $m_\varphi^{ }\simeq 60$ GeV, how efficiently kinetic equilibrium is maintained if freeze-out dynamics is pushed down to low temperatures…
We numerically investigate an adaptive version of the parareal algorithm in the context of molecular dynamics. This adaptive variant has been originally introduced in [F. Legoll, T. Lelievre and U. Sharma, SISC 2022]. We focus here on test…
We study an inverse scattering problem for a generic hyperbolic system of equations with an unknown coefficient called the reflectivity. The solution of the system models waves (sound, electromagnetic or elastic), and the reflectivity…
We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…
The Energy Conserving semi-implicit method (ECsim), presented by Lapenta in 2017, is a Particle in Cell (PIC) algorithm for the simulation of plasmas. Energy conservation is achieved within a semi-implicit formulation that does not require…
A method is developed which speeds up averaging in quantum simulations where minus signs cause difficulties. A Langevin equation method in conjunction with a replication algorithm is used enabling one to average over a continuously varying…
The solution of the scattering problem based on the Lippmann-Schwinger equation requires in many cases a discretization of the spectrum in the continuum which does not respect the unitary equivalence of the S-matrix on the finite grid. We…
We independently develop a simulation code following the previous dynamical Monte Carlo simulation of the diffusive shock acceleration under the isotropic scattering law during the scattering process, and the same results are obtained.…