Related papers: An efficient jump-diffusion approximation of the B…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
This work explores the capability of simulating complex fluid flows by directly solving the Boltzmann equation. Due to the high-dimensionality of the governing equation, the substantial computational cost of solving the Boltzmann equation…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
The Fokker-Planck (FP) equation represents the drift-diffusive processes in kinetic models. It can also be regarded as a model for the collision integral of the Boltzmann-type equation to represent thermo-hydrodynamic processes in fluids.…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
Superluminal propagation is an intrinsic problem in the diffusion equation and has not been effectively addressed for a long time. In this work, a rigorous solution to this issue is obtained under the assumption that particles undergo a…
Ideal gases can be modeled by the Boltzmann equation from statistical physics. Instead of trying to track the position and velocity of a large number of gas molecules, it is possible to describe the particles with a particle distribution…
The Boltzmann equation is a powerful theoretical tool for modeling the collective dynamics of quantum many-body systems subject to external perturbations. Analysis of the equation gives access to linear response properties including…
Spectral methods, thanks to their high accuracy and the possibility to use fast algorithms, represent an effective way to approximate the collisional kinetic equations of Boltzmann type, such as the Boltzmann-Nordheim equation. This…
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…
A four-way coupling scheme for the direct numerical simulation of particle-laden flows is developed and analyzed. It employs a novel adaptive multi-relaxation time lattice Boltzmann method to simulate the fluid phase efficiently. The…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…
We develop a relativistic lattice Boltzmann (LB) model, providing a more accurate description of dissipative phenomena in relativistic hydrodynamics than previously available with existing LB schemes. The procedure applies to the…
We present an analytic solution of a differential-difference equation that appears when one solves an optimal stopping time problem with state process following a jump-diffusion process. This equation occurs in the context of real options…
We introduce a fractional Kramers equation for a particle interacting with a thermal heat bath and external non-linear force field. For the force free case the velocity damping follows the Mittag-Leffler relaxation and the diffusion is…
We consider the linear dissipative Boltzmann equation describing inelastic interactions of particles with a fixed background. For the simplified model of Maxwell molecules first, we give a complete spectral analysis, and deduce from it the…
We consider a one-dimensional system consisting of a granular tracer particle of mass $M$ in a bath of thermalized particles each of mass $m$. When the mass ratio, $M/m$, is equal to the coefficient of restitution, $\alpha$, the system maps…
A new lattice Boltzmann model for reactive ideal gas mixtures is presented. The model is an extension to reactive flows of the recently proposed multi-component lattice Boltzmann model for compressible ideal gas mixtures with Stefan-Maxwell…