Related papers: Spline Moment Models for the one-dimensional Boltz…
The transport of charged particles or photons in a scattering medium can be modelled with a Boltzmann equation. The mathematical treatment for scattering in such scenarios is often simplified if evaluated in a frame where the scattering…
We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…
We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…
Moment estimation for stochastic differential equations (SDEs) is fundamental to the formal reasoning and verification of stochastic dynamical systems, yet remains challenging and is rarely available in closed form. In this paper, we study…
Slender beams are often employed as constituents in engineering materials and structures. Prior experiments on lattices of slender beams have highlighted their complex failure response, where the interplay between buckling and fracture…
In this paper, we study Brinkman's equations with microscale properties that are highly heterogeneous in space and time. The time variations are controlled by a stochastic particle dynamics described by an SDE. The particle dynamics can be…
A Multi-scale Boltzmann Equation (MBE) is found from the gas-kinetic theory and the direct modeling philosophy as a master equation for complex physical systems of neutral gases across all flow regimes, which locates between the continuum…
The local balance equations for the density, momentum, and energy of a dilute gas of elastic or inelastic hard spheres, strongly confined between two parallel hard plates are obtained. The starting point is a Boltzmann-like kinetic…
The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…
A kinetic model for the Boltzmann equation is proposed and explored as a practical means to investigate the properties of a dilute granular gas. It is shown that all spatially homogeneous initial distributions approach a universal…
A novel discretization approach for the Bhatnager-Gross-Krook (BGK) kinetic equation is proposed. An hierarchy of LB models starting from $D1Q3$ model with increasing number of velocities converging to BGK model is derived. The method…
Continuous-time approximation of Stochastic Gradient Descent (SGD) is a crucial tool to study its escaping behaviors from stationary points. However, existing stochastic differential equation (SDE) models fail to fully capture these…
In this work, we first develop a unified Bhatnagar-Gross-Krook lattice Boltzmann (BGK-LB) model for the $d$($d\geq 1$)-dimensional linear hyperbolic equation (L-HE), where the natural moments and the D$d$Q$(2d^2+1)$ [($2d^2+1$) discrete…
The Lattice Boltzmann Method (LBM) has emerged as a powerful tool in computational fluid dynamics and material science. However, standard LBM formulation imposes some limitations on the applications of the method, particularly compressible…
As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…
In some recent works [G. Dimarco, L. Pareschi, Hybrid multiscale methods I. Hyperbolic Relaxation Problems, Comm. Math. Sci., 1, (2006), pp. 155-177], [G. Dimarco, L. Pareschi, Hybrid multiscale methods II. Kinetic equations, SIAM…
We present an efficient nodal discontinuous Galerkin method for approximating nearly incompressible flows using the Boltzmann equations. The equations are discretized with Hermite polynomials in velocity space yielding a first order…
The spatially homogeneous Boltzmann equation with hard potentials is considered for measure valued initial data having finite mass and energy. We prove the existence of \emph{weak measure solutions}, with and without angular cutoff on the…
The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…
We present a new numerical algorithm based on a relative energy scaling for collisional kinetic equations allowing to study numerically their long time behavior, without the usual problems related to the change of scales in velocity…