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In this paper, we will present a strong (or pathwise) approximation of standard Brownian motion by a class of orthogonal polynomials. The coefficients that are obtained from the expansion of Brownian motion in this polynomial basis are…

Numerical Analysis · Mathematics 2020-05-21 James Foster , Terry Lyons , Harald Oberhauser

We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…

Soft Condensed Matter · Physics 2018-01-17 B. Sprinkle , F. Balboa Usabiaga , N. A. Patankar , A. Donev

In this paper, we demonstrate how deterministic and stochastic dynamics on manifolds, as well as differential geometric constructions can be implemented concisely and efficiently using modern computational frameworks that mix symbolic…

Computational Geometry · Computer Science 2017-12-25 Line Kühnel , Alexis Arnaudon , Stefan Sommer

PyBADS is a Python implementation of the Bayesian Adaptive Direct Search (BADS) algorithm for fast and robust black-box optimization (Acerbi and Ma 2017). BADS is an optimization algorithm designed to efficiently solve difficult…

Machine Learning · Statistics 2023-06-28 Gurjeet Sangra Singh , Luigi Acerbi

We present a novel, fast differentiable simulator for soft-body learning and control applications. Existing differentiable soft-body simulators can be classified into two categories based on their time integration methods: Simulators using…

Machine Learning · Computer Science 2021-10-12 Tao Du , Kui Wu , Pingchuan Ma , Sebastien Wah , Andrew Spielberg , Daniela Rus , Wojciech Matusik

We describe in detail how to implement a coarse-grained hybrid Molecular Dynamics and Stochastic Rotation Dynamics simulation technique that captures the combined effects of Brownian and hydrodynamic forces in colloidal suspensions. The…

Soft Condensed Matter · Physics 2007-05-23 J. T. Padding , A. A. Louis

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

A polar tracer immersed in an active bath is known to be propelled forward and therefore activated. Here we report that the induced dynamics of an inertial tracer can be much richer than expected. We investigate a heavy polar tracer…

Statistical Mechanics · Physics 2026-05-14 Jing-Bo Zeng , Ji-Hui Pei

The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…

Probability · Mathematics 2014-03-27 John van der Hoek , Tamas Szabados

Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…

Soft Condensed Matter · Physics 2026-01-15 Sophie Marbach , Adam Carter , Miranda Holmes-Cerfon

In the field of computational fluid dynamics, direct numerical simulations generate highly detailed data for the analysis of turbulent flows by resolving all relevant physical scales. Yet their large size, complexity, and heterogeneity make…

Fluid Dynamics · Physics 2026-03-26 Lorenzo Piu , Heinz Pitsch , Alessandro Parente

We construct a reduced, data-driven, parameter dependent effective Stochastic Differential Equation (eSDE) for electric-field mediated colloidal crystallization using data obtained from Brownian Dynamics Simulations. We use Diffusion Maps…

By applying a hybrid Molecular dynamics and mesoscopic simulation technique, we study the classic convection-diffusion problem of Taylor dispersion for colloidal discs in confined flow. We carefully consider the time and length-scales of…

Soft Condensed Matter · Physics 2009-03-23 Jimaan Sané , Ard A. Louis , Johan Padding

Molecular dynamics (MD) simulations of ions (K$^+$, Na$^+$, Ca$^{2+}$ and Cl$^-$) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and…

Computational Physics · Physics 2016-04-27 Radek Erban

A new representation of splines that targets efficiency in the analysis of functional data is implemented. The efficiency is achieved through two novel features: using the recently introduced orthonormal spline bases, the so-called {\it…

Computation · Statistics 2024-09-30 Krzysztof Podgórski

A framework for creating and updating digital twins for dynamical systems from a library of physics-based functions is proposed. The sparse Bayesian machine learning is used to update and derive an interpretable expression for the digital…

Machine Learning · Statistics 2022-12-20 Tapas Tripura , Aarya Sheetal Desai , Sondipon Adhikari , Souvik Chakraborty

Stochastic simulators are increasingly used to expand the frontier of scientific knowledge and inform decision-making across real-world contexts. Simulator calibration, a process by which internal model inputs are tuned to match some…

Computation · Statistics 2026-05-25 David O'Gara , Arindam Fadikar , Mickaël Binois , Nicholson Collier , Jonathan Ozik

Within Kirkwood theory, we study the translational diffusion coefficient of a single polymer chain in dilute solution, and focus on the small difference between the short--time Kirkwood value $D^{(K)}$ and the asymptotic long--time value…

Soft Condensed Matter · Physics 2009-11-10 Bo Liu , Burkhard Duenweg

We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…

Statistical Mechanics · Physics 2015-06-04 Sara Jabbari-Farouji , Emmanuel Trizac

This paper focuses on the temporal discretization of the Langevin dynamics, and on different resulting numerical integration schemes. Using a method based on the exponentiation of time dependent operators, we carefully derive a numerical…

Statistical Mechanics · Physics 2007-10-02 Fabrice Thalmann , Jean Farago