Related papers: From local equilibrium to numerical PDE: Metropoli…
We investigate the use of the Metropolis-Hastings algorithm to sample posterior distribution in a Bayesian inverse problem, where the likelihood function is random. Concretely, we consider the case where one has full field observations of a…
An adaptive moving mesh finite element method is proposed for the numerical solution of the regularized long wave (RLW) equation. A moving mesh strategy based on the so-called moving mesh PDE is used to adaptively move the mesh to improve…
Accurate power system state estimation (PSSE) is an essential prerequisite for reliable operation of power systems. Different from static PSSE, dynamic PSSE can exploit past measurements based on a dynamical state evolution model, offering…
We describe a numerical method for simulating stochastic fluid dynamics near a critical point in the Ising universality class. This theory is known as model H, and is expected to govern the non-equilibrium dynamics of Quantum Chromodynamics…
Continuum models of plasticity fail to capture the richness of microstructural evolution because the continuum is a homogeneous construction. The present study shows that an alternative way is available at the mesoscale in the form of truly…
We present a finite-size scaling analysis of the droplet condensation-evaporation transition of a lattice gas (in two and three dimensions) and a Lennard-Jones gas (in three dimensions) at fixed density. Parallel multicanonical simulations…
Many astrophysical systems can only be accurately modelled when the behaviour of their baryonic gas components is well understood. The residual distribution (RD) family of partial differential equation (PDE) solvers produce approximate…
Electrochemical energy systems rely on particulate porous electrodes to store or convert energies. While the three-dimensional porous structures were introduced to maximize the interfacial area for better overall performance of the system,…
We focus on a highly nonlinear evolutionary abstract PDE system describing volume processes coupled with surfaces processes in thermoviscoelasticity, featuring the quasi-static momentum balance, the equation for the unidirectional evolution…
Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…
We present a two-level parameterized Model Order Reduction (pMOR) technique for the linear hyperbolic Partial Differential Equation (PDE) of time-domain elastodynamics. In order to approximate the frequency-domain PDE, we take advantage of…
We present an algorithm for simulating the equations of ideal magnetohydrodynamics and other systems of differential equations on an unstructured set of points represented by sample particles. Local, third-order, least-squares, polynomial…
Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…
We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…
We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…
Coarse-grain Lagrangian methods, such as Dissipative Particle Dynamics ( Hoogerbrugge et al., EPL, 1992), are suitable for describing mesoscopic fluid systems that include thermal fluctuations. However, the realistic simulation of liquids…
The glass transition can simply be viewed as the point at which the viscosity of a structurally disordered liquid reaches 10^{13} Poise [1]. This definition is operational but it sidesteps fundamental controversies about the glass: Is the…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…
We examine the optimal scaling and the efficiency of the pseudo-marginal random walk Metropolis algorithm using a recently-derived result on the limiting efficiency as the dimension, $d\rightarrow \infty$. We prove that the optimal scaling…