Related papers: Bringing discrete-time Langevin splitting methods …
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
We study the statistical mechanics and the dynamical relaxation process of modulationally unstable one-dimensional quantum droplets described by a modified Gross-Pitaevskii equation. To determine the classical partition function thereof, we…
We propose a novel method for sampling from unnormalized Boltzmann densities based on a probability flow ordinary differential equation (ODE) derived from linear stochastic interpolants. The key innovation of our approach is the use of a…
Thermal fluctuations play a central role in fluid dynamics at mesoscopic scales and must be incorporated into numerical schemes in a manner consistent with statistical mechanics. In this work, we develop a fluctuating lattice Boltzmann…
We propose an entropic Fourier method for the numerical discretization of the Boltzmann collision operator. The method, which is obtained by modifying a Fourier Galerkin method to match the form of the discrete velocity method, can be…
We consider the numerical approximation of the stochastic complex Ginzburg-Landau equation with additive noise on the one dimensional torus. The complex nature of the equation means that many of the standard approaches developed for…
This work presents the discontinuous Galerkin discretization of the consistent splitting scheme proposed by Liu [J. Liu, J. Comp. Phys., 228(19), 2009]. The method enforces the divergence-free constraint implicitly, removing…
Fast and accurate predictions of the spatiotemporal distributions of temperature are crucial to the multi-scale thermal management and safe operation of microelectronic devices. To realize it, an efficient semi-implicit Lax-Wendroff kinetic…
Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
In this paper, we consider a new approach for semi-discretization in time and spatial discretization of a class of semi-linear stochastic partial differential equations (SPDEs) with multiplicative noise. The drift term of the SPDEs is only…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
In this paper, we consider Langevin processes with mechanical constraints. The latter are a fundamental tool in molecular dynamics simulation for sampling purposes and for the computation of free energy differences. The results of this…
The Generalized Langevin Equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general non-equilibrium processes. In this approach, a part of the whole system (an…
We present a new deterministic approach for the solution of the Boltzmann kinetic equation based on nodal discontinuous Galerkin (DG) discretizations in velocity space. In the new approach the collision operator has the form of a bilinear…
Nonadiabatic molecular dynamics occur in a wide range of chemical reactions and femtochemistry experiments involving electronically excited states. These dynamics are hard to treat numerically as the system's complexity increases and it is…
Semi-discrete Galerkin formulations of transient wave equations, either with conforming or discontinuous Galerkin finite element discretizations, typically lead to large systems of ordinary differential equations. When explicit time…
We establish a discrete operator--theoretic framework for the analysis of implicit Euler and Lie--Trotter splitting schemes for delay differential equations (DDEs). Both schemes are formulated in terms of discrete resolvent operators acting…
A decoupled scheme based on the Hermite expansion to construct lattice Boltzmann models for the compressible Navier-Stokes equations with arbitrary specific heat ratio is proposed. The local equilibrium distribution function including the…