Related papers: Stochastic estimation of Green's functions with ap…
Explicit expressions for the transport coefficients of a recently introduced stochastic model for simulating fluctuating fluid dynamics are derived in three dimensions by means of Green-Kubo relations and simple kinetic arguments. The…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…
In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…
We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
We combine the method of exchangeable pairs with Stein's method for functional approximation. As a result, we give a general linearity condition under which an abstract Gaussian approximation theorem for stochastic processes holds. We apply…
We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
A linear singularly perturbed convection-diffusion problem with characteristic layers is considered in three dimensions. Sharp bounds for the associated Green's function and its derivatives are established in the $L_1$ norm. The dependence…
The Green's function Monte Carlo (GFMC) method provides accurate solutions to the nuclear many-body problem and predicts properties of light nuclei starting from realistic two- and three-body interactions. Controlling the GFMC fermion-sign…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
It is common to utilise dynamic models to measure the tyre-road friction in real-time. Alternatively, predictive approaches estimate the tyre-road friction by identifying the environmental factors affecting it. This work aims to formulate…
In this paper, we summarize the technique of using Green functions to solve electrostatic problems. We start by deriving the electric potential in terms of a Green function and a charge distribution. We then provide a variety of example…
When the flow is sufficiently rarefied, a temperature gradient, for example, between two walls separated by a few mean free paths, induces a gas flow---an observation attributed to the thermo-stress convection effects at microscale. The…
In this paper a spatial homogeneous vehicular traffic flow model based on a stochastic master equation of Boltzmann type in the acceleration variable is solved numerically for a special driver interaction model. The solution is done by a…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…
A method based on separated integration to estimate anharmonic corrections to energy and vibration of molecules in a second-order diagrammatic vibrational many-body Green's function formalism has already been presented. A severe bottleneck…