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The aim of this work is to perform numerical simulations of the propagation of a laser in a plasma. At each time step, one has to solve a Helmholtz equation in a domain which consists in some hundreds of millions of cells. To solve this…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
We present a method to compute dispersive shock wave solutions of the Korteweg-de Vries equation that emerge from initial data with step-like boundary conditions at infinity. We derive two different Riemann-Hilbert problems associated with…
We have performed classical and quantum dynamical simulations to calculate dynamical quantities for physical processes of atom - surface scattering, e.g., trapping probability and average energy loss, final angular distribution of a…
In this paper, energy-preserving methods are formulated and studied for solving charged-particle dynamics. We first formulate the scheme of energy-preserving methods and analyze its basic properties including algebraic order and symmetry.…
We develop a spectrally accurate numerical method to compute solutions of a model partial differential equation used in plasma physics to describe diffusion in velocity space due to Fokker-Planck collisions. The solution is represented as a…
A popular numerical method to model the dynamics of a 'full spectrum' of cosmic rays (CRs), also applicable to radiation/neutrino hydrodynamics (RHD), is to discretize the spectrum at each location/cell as a piecewise power law in 'bins' of…
We consider the problem of sampling distributions stemming from non-convex potentials with Unadjusted Langevin Algorithm (ULA). We prove the stability of the discrete-time ULA to drift approximations under the assumption that the potential…
Scalar wave scattering by many small particles of arbitrary shapes with impedance boundary condition is studied. The problem is solved asymptotically and numerically under the assumptions a << d << lambda, where k = 2pi/lambda is the wave…
An alternative description of quantum scattering processes rests on inhomogeneous terms amended to the Schroedinger equation. We detail the structure of sources that give rise to multipole scattering waves of definite angular momentum, and…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
For problems of time-harmonic scattering by polygonal obstacles, embedding formulae provide a useful means of computing the far-field coefficient induced by any incident plane wave, given the far-field coefficient of a relatively small set…
We present a new method of conducting molecular dynamics simulation in isothermal-isobaric ensemble based on Langevin equations of motion. The stochastic coupling to all particle and cell degrees of freedoms is introduced in a correct way,…
It is well known that adding any skew symmetric matrix to the gradient of Langevin dynamics algorithm results in a non-reversible diffusion with improved convergence rate. This paper presents a gradient algorithm to adaptively optimize the…
A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…
Electron-molecule collisions play a central role in both natural processes and modern technological applications, particularly in plasma processing. Conventional computational strategies such as the R-matrix method have been widely adopted…
The three-body scattering problem in Coulombic systems is widespread, however yet unresolved problem by the mathematically rigorous methods. In this work this long term challenge has been undertaken by combining distorted waves and…
We consider the scattering problem on locally perturbed periodic penetrable dielectric layers, which is formulated in terms of the full vector-valued time-harmonic Maxwell's equations. The right-hand side is not assumed to be periodic. At…
This paper presents a novel structure-preserving scheme for Euler equations, focusing on the numerical conservation of entropy and kinetic energy. Explicit flux functions engineered to conserve entropy are introduced within the…