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We propose a novel density based numerical method for uncertainty propagation under certain partial differential equation dynamics. The main idea is to translate them into objects that we call cellular probabilistic automata and to evolve…

Numerical Analysis · Mathematics 2013-02-06 Dominic Kohler , Johannes Müller , Utz Wever

Parameters of differential equations are essential to characterize intrinsic behaviors of dynamic systems. Numerous methods for estimating parameters in dynamic systems are computationally and/or statistically inadequate, especially for…

Methodology · Statistics 2026-01-27 Jianbin Tan , Guoyu Zhang , Xueqin Wang , Hui Huang , Fang Yao

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to…

Methodology · Statistics 2020-01-20 Jonas Peters , Stefan Bauer , Niklas Pfister

In this paper we introduce discrete gradient methods to discretize irreversible port-Hamiltonian systems showing that the main qualitative properties of the continuous system are preserved using this kind discretizations methods.

Numerical Analysis · Mathematics 2023-03-15 Alexandre Anahory Simoes , David Martín de Diego , Bernhard Maschke

By combining methods of kinetic and density functional theory, we present a description of molecular fluids which accounts for their microscopic structure and thermodynamic properties as well as for the hydrodynamic behavior. We focus on…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Umberto Marini Bettolo Marconi , Simone Melchionna

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

We investigate indeterminate points in discrete integrable system. They appear in singularity confinement phenomenon naturally. We develop a method to analyse indeterminate points of dynamical maps and using this method we clarify behaviour…

Exactly Solvable and Integrable Systems · Physics 2017-05-03 Yuki Wakimoto

Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…

Numerical Analysis · Mathematics 2024-01-30 Anindya Goswami , Kuldip Singh Patel , Pradeep Kumar Sahu

We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of…

Numerical Analysis · Mathematics 2016-07-19 Daisuke Furihata , Shun Sato , Takayasu Matsuo

We propose an efficient simulation algorithm based on the dissipative particle dynamics (DPD) method for studying electrohydrodynamic phenomena in electrolyte fluids. The fluid flow is mimicked with DPD particles while the evolution of the…

Computational Physics · Physics 2015-06-23 Stefan Medina , Jiajia Zhou , Zhen-Gang Wang , Friederike Schmid

This article is an invitation. It is, first, an invitation to consider as a subject worthy of attention the wide range of situations where small discrete elements, either bubbles, droplets or solid particles, are embedded in turbulent…

Fluid Dynamics · Physics 2023-11-06 Jean-Pierre Minier , Christophe Henry

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

Differential equations on metric graphs can describe many phenomena in the physical world but also the spread of information on social media. To efficiently compute the solution is a hard task in numerical analysis. Solving a design…

Optimization and Control · Mathematics 2019-07-19 Martin Stoll , Max Winkler

In this work we study the dynamic behaviour of compound shells of revolution partially filled with an ideal incompressible fluid based on boundary-value problems. New analytical mathematical model with corresponding discrete scheme for the…

Computational Engineering, Finance, and Science · Computer Science 2016-06-15 Iryna Kononenko , Oleksiy Kononenko

This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…

General Mathematics · Mathematics 2020-03-16 Henrik Stenlund

Dissipative particle dynamics (DPD) is a relatively new technique which has proved successful in the simulation of complex fluids. We caution that for the equilibrium achieved by the DPD simulation of a simple fluid the temperature depends…

Statistical Mechanics · Physics 2009-10-30 C. A. Marsh , J. M. Yeomans

The aim of this paper is the derivation of structure preserving schemes for the solution of the EPDiff equation, with particular emphasis on the two dimensional case. We develop three different schemes based on the Discrete Variational…

Analysis of PDEs · Mathematics 2016-04-26 Stig Larsson , Takayasu Matsuo , Klas Modin , Matteo Molteni

Discovering nonlinear differential equations that describe system dynamics from empirical data is a fundamental challenge in contemporary science. Here, we propose a methodology to identify dynamical laws by integrating denoising techniques…

Machine Learning · Computer Science 2023-05-04 Kevin Egan , Weizhen Li , Rui Carvalho

The extraction of natural gas from the earth has been shown to be governed by differential equations concerning flow through a porous material. Recently, models such as fractional differential equations have been developed to model this…

Applications · Statistics 2017-09-27 Joshua Whitlinger , Edward L Boone , Ryad Ghanam