Related papers: Bringing discrete-time Langevin splitting methods …
The aim of this paper is twofold: the first is to formulate and validate a multi-scale discrete Boltzmann method (DBM) based on density functional kinetic theory for thermal multiphase flow systems, ranging from continuum to transition flow…
We apply the collision-based hybrid introduced in \cite{hauck} to the Boltzmann equation with the BGK operator and a hyperbolic scaling. An implicit treatment of the source term is used to handle stiffness associated with the BGK operator.…
Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…
Adaptive lattice Boltzmann methods (LBMs) are based on velocity discretizations that self-adjust to local macroscopic conditions such as velocity and temperature. While this feature improves the accuracy and the stability of LBMs for large…
In this paper we present a new ultra efficient numerical method for solving kinetic equations. In this preliminary work, we present the scheme in the case of the BGK relaxation operator. The scheme, being based on a splitting technique…
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent…
We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…
For distributions over discrete product spaces $\prod_{i=1}^n \Omega_i'$, Glauber dynamics is a Markov chain that at each step, resamples a random coordinate conditioned on the other coordinates. We show that $k$-Glauber dynamics, which…
We proposed a new technique to accelerate sampling methods for solving difficult optimization problems. Our method investigates the intrinsic connection between posterior distribution sampling and optimization with Langevin dynamics, and…
For the purposes of electric circuit simulation, we consider an iterative simulation model based on solving systems of linear equations by Gauss-Jordan elimination (GJE) for individual moments in time. To accelerate the simulation, we…
In approximating solutions of nonstationary problems, various approaches are used to compute the solution at a new time level from a number of simpler (sub-)problems. Among these approaches are splitting methods. Standard splitting schemes…
We propose an ab-initio molecular dynamics method, capable to reduce dramatically the autocorrelation time required for the simulation of classical and quantum particles at finite temperature. The method is based on an efficient…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
Lattice Boltzmann models are briefly introduced together with references to methods used to predict their ability for simulations of systems described by partial differential equations that are first order in time and low order in space…
We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…
Capturing the correct dynamics at the Coarse-Grained (CG) scale remains a central challenge in the advancement of systematic CG models for soft matter simulations. The Generalized Langevin Equation (GLE), rooted in the Mori-Zwanzig…
The high-order hybridizable discontinuous Galerkin (HDG) method combining with an implicit iterative scheme is used to find the steady-state solution of the Boltzmann equation with full collision integral on two-dimensional triangular…
Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive…
The molecular dynamics lattice gas method maps a molecular dynamics simulation onto a lattice gas using a coarse-graining procedure. This is a novel fundamental approach to derive the lattice Boltzmann method by taking a Boltzmann average…
The classical method for deriving the macroscopic dynamics of a lattice Boltzmann system is to use a combination of different approximations and expansions. Usually a Chapman-Enskog analysis is performed, either on the continuous Boltzmann…