Related papers: Simulating Pitch Angle Scattering Using An Explici…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
Conventional explicit electromagnetic particle-in-cell (PIC) algorithms do not conserve discrete energy exactly. Time-centered fully implicit PIC algorithms can conserve discrete energy exactly, but may introduce large dispersion errors in…
The inverse Langevin function is a fundamental part of the statistical chain models used to describe the behavior of polymeric-like materials, appearing also in other fields such as magnetism, molecular dynamics and even biomechanics. In…
Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence rate of sampling algorithms obtained by discretizing smooth…
We propose a novel kinetic Langevin sampler based on a specific splitting scheme using the exact harmonic Langevin integrator. For strongly log-concave target measures, the sampler exploits a decomposition of the strongly convex potential…
The stochastic logistic model with regime switching is an important model in the ecosystem. While analytic solution to this model is positive, current numerical methods are unable to preserve such boundaries in the approximation. So,…
A basic leapfrog integrator and its energy-preserving and variational / symplectic variants are proposed and studied for the numerical integration of the equations of motion of relativistic charged particles in an electromagnetic field. The…
Unfolding problems often arise in the context of statistical data analysis. Such problematics occur when the probability distribution of a physical quantity is to be measured, but it is randomized (smeared) by some well understood process,…
We study the convergence of the Left-Right splitting method (equivalent in key respects to the Method of Multiple Ordered Interactions and Forward-Backward method) for wave scattering by rough surfaces. This is an operator series method…
Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…
The goal of this study is to develop an efficient numerical algorithm applicable to a wide range of compressible multicomponent flows. Although many highly efficient algorithms have been proposed for simulating each type of the flows, the…
This paper establishes a structure-preserving numerical scheme for the Cahn--Hilliard equation with degenerate mobility. First, by applying a finite volume method with upwind numerical fluxes to the degenerate Cahn--Hilliard equation…
Scattering processes are a fundamental way of experimentally probing distributions and properties of systems in several areas of physics. Considering two-body scattering at low energies, when the de Broglie wavelength is larger than the…
Constant potential molecular dynamics simulation plays important role for applications of electrochemical systems, yet the calculation of charge fluctuation on electrodes remains a computational bottleneck. We propose a highly scalable,…
Quantum computers are ideally set up to solve linear systems which are of a form similar to the Schrodinger/Dirac equation of quantum mechanics. In the framework of linear response theory, the propagation and scattering of electromagnetic…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
In this work we consider the method of non-linear boundary integral equation for solving numerically the inverse scattering problem of obliquely incident electromagnetic waves by a penetrable homogeneous cylinder in three dimensions. We…
In this paper, a class of arbitrarily high-order linear momentum-preserving and energy-preserving schemes are proposed, respectively, for solving the regularized long-wave equation. For the momentum-preserving scheme, the key idea is based…
In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…
In this work, we propose a model for the orientation of inertialess spheroidal particles suspended in turbulent flows. This model consists in a stochastic version of the Jeffery equation that can be included in a statistical Lagrangian…