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Functional integral representations for solutions of the motion equations for wall-bounded incompressible viscous flows, expressed (implicitly) in terms of distributions of solutions to stochastic differential equations of McKean-Vlasov…

Numerical Analysis · Mathematics 2024-03-26 Vladislav Cherepanov , Sebastian W. Ertel , Zhongmin Qian , Jiang-Lun Wu

We establish stochastic functional integral representations for incompressible fluid flows occupying wall-bounded domains using the conditional law duality for a class of diffusion processes. These representations are used to derive a…

Fluid Dynamics · Physics 2023-04-19 Vladislav Cherepanov , Zhongmin Qian

In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of large-eddy simulations (LES). In particular, we employ the…

Fluid Dynamics · Physics 2025-11-11 Zihao Guo , Zhongmin Qian

This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…

Fluid Dynamics · Physics 2020-12-02 Javier Jimenez

We present a velocity-based Monte Carlo fluid solver that overcomes the limitations of its existing vorticity-based counterpart. Because the velocity-based formulation is more commonly used in graphics, our Monte Carlo solver can be readily…

Graphics · Computer Science 2024-05-01 Ryusuke Sugimoto , Christopher Batty , Toshiya Hachisuka

The effect of surface roughness on the structure of liquid crystalline fluids near solid substrates is studied by Monte Carlo simulations. The liquid crystal is modelled as a fluid of soft ellipsoidal molecules and the substrate is modelled…

Soft Condensed Matter · Physics 2009-11-11 David Cheung , Friederike Schmid

We present an accurate Lagrangian method based on vortex particles, level-sets, and immersed boundary methods, for animating the interplay between two fluids and rigid solids. We show that a vortex method is a good choice for simulating…

Numerical Analysis · Mathematics 2016-08-16 Mathieu Coquerelle , Jérémie Allard , Georges-Henri Cottet , Marie-Paule Cani

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

The present paper reports the results of a Monte Carlo experiment using a turbulent channel flow. Different actions are proposed, varying the size, duration and sign of a localised volumetric force that acts near one wall of a turbulent…

Fluid Dynamics · Physics 2020-06-14 Roberto Pastor , Alberto Vela-Martin , Oscar Flores

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

A variant of the Direct Simulation Monte Carlo method is used to study the behavior of a granular gas, in two and three dimensions, under varying density, restitution coefficient, and inelasticity regimes, for realistic vibrating wall…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Welles A. M. Morgado , Eduardo R. Mucciolo

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…

Biological Physics · Physics 2009-10-31 Nikolai Gouliaev , John F. Nagle

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

Analysis of PDEs · Mathematics 2022-08-24 Eduard Feireisl

We present a method for simulating fluid vesicles with in-plane orientational ordering. The method involves computation of local curvature tensor and parallel transport of the orientational field on a randomly triangulated surface. It is…

Biological Physics · Physics 2015-05-18 N. Ramakrishnan , P. B. Sunil Kumar , John H. Ipsen

We present some results coming from a Monte Carlo simulation of a set of random paths with a curvature dependent action. This model can be considered as a toy model of the theory of random surfaces. The transition from free to rigid random…

High Energy Physics - Lattice · Physics 2009-10-28 M. Baig , J. Clua

We apply the Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, to study the gas flow in an accretion disc in a close binary system. The method involves viscosity and thermal…

Astrophysics · Physics 2007-05-23 Takuya Matsuda , Hiromi Mizutani , Henri M. J. Boffin

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin
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