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We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
The choice of a time integration scheme is a crucial aspect of any transient fluid simulation, and Smoothed-Particle Hydrodynamics (SPH) is no exception. The influence of the time integration scheme on energy balance is here addressed. To…
We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…
Smoothed Particle Hydrodynamics (SPH) is a popular numerical technique developed for simulating complex fluid flows. Among its key ingredients is the use of nonlocal integral relaxations to local differentiations. Mathematical analysis of…
This work presents the mathematical and computational aspects of a smooth dissipative particle dynamics with dynamic virtual particle allocation method (SDPD-DV) for modeling and simulation of mesoscopic fluids in wall-bounded domains. The…
In this paper we develop a dual-support smoothed particle hydrodynamics (DS-SPH) that naturally satisfies the conservation of momentum, angular momentum and energy when the varying smoothing length is utilized. The DS-SPH is based on the…
In this paper we propose a dual-time stepping scheme for the Smoothed Particle Hydrodynamics (SPH) method. Dual-time stepping has been used in the context of other numerical methods for the simulation of incompressible fluid flows. Here we…
In this paper we discuss recent applications of the Smoothed Particle Hydrodynamics (SPH) method to the simulation of supersonic turbulence in the interstellar medium, as well as giving an update on recent algorithmic developments in…
Simulations using the Smoothed Particle Hydrodynamics (SPH) technique typically include numerical viscosity to model shocks and maintain particle order on the kernel scale. This numerical viscosity is composed of linear and quadratic terms,…
A novel stochastic fluid model is proposed with non-ideal structure factor consistent with compressibility, and adjustable transport coefficients. This Stochastic Hard Sphere Dynamics (SHSD) algorithm is a modification of the Direct…
Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
This paper reports a development in the proper symplectic decomposition (PSD) for model reduction of forced Hamiltonian systems. As an analogy to the proper orthogonal decomposition (POD), PSD is designed to build a symplectic subspace to…
Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…
Symplectic integrators offer vastly superior performance over traditional numerical techniques for conservative dynamical systems, but their application to \emph{dissipative} systems is inherently difficult due to dissipative systems' lack…
Dissipative particle dynamics is a widely used mesoscale technique for the simulation of hydrodynamics (as well as immersed particles) utilizing coarse-grained molecular dynamics. While the method is capable of describing any fluid, the…
On this paper, we have proposed an approach to observe the time-centered difference scheme for dissipative mechanical systems from a Hamiltonian perspective and to introduce the idea of symplectic algorithm to dissipative systems. The…
We present the results from a two-day study in which we discussed various implementations of Smooth Particle Hydrodynamics (SPH), one of the leading methods used across a variety of areas of large-scale astrophysical simulations. In…
The Smoothed Particle Hydrodynamics (SPH) is a particle-based, Lagrangian method for fluid-flow simulations. In this work, fundamental concepts of this method are first briefly recalled. Then, the ability to accurately model granular…
Computational fluid dynamics is a crucial tool to theoretically explore the cosmos. In the last decade, we have seen a substantial methodological diversification with a number of cross-fertilizations between originally different methods.…