Related papers: Hermite spectral method for the inelastic Boltzman…
We investigate various variants of the Hermitean version of the Local Bosonic Algorithm proposed by M. L\"uscher. The model used is two-dimensional Quantum Electrodynamics (QED) with two flavours of massive Wilson fermions. The simplicity…
We study a two-dimensional exactly solvable non-Hermitian $PT-$non-symmetric quantum model with real spectrum, which is not amenable to separation of variables, by supersymmetrical methods. Here we focus attention on the property of…
A novel quantum algorithm for solving the Boltzmann-Maxwell equations of the 6D collisionless plasma is proposed. The equation describes the kinetic behavior of plasma particles in electromagnetic fields and is known for the classical…
We present new results building on the conservative deterministic spectral method for the space homogeneous Boltzmann equation developed by Gamba and Tharkabhushaman. This approach is a two-step process that acts on the weak form of the…
A coherent state representation of the expectation value of an arbitrary (but still polynomial) normal ordered quantum operator is discussed. This serves as a basis for developing a fast and easy-to-handle algorithm, based on series of…
Quantum computing's potential for exponential speedup is fundamentally limited by decoherence, a phenomenon arising from environmental interactions. Non-Hermitian quantum mechanics, particularly $PT$-symmetric systems, offers a novel…
In this paper, we study the multiscale Boltzmann equation with multi-dimensional random parameters by a bi-fidelity stochastic collocation (SC) method developed in [A. Narayan, C. Gittelson and D. Xiu, SIAM J. Sci. Comput., 36 (2014); X.…
As a generalization of Hermite interpolation problem, Birkhoff interpolation is an important subject in numerical approximation. This paper generalizes the existing Generalized Recursive Polynomial Interpolation Algorithm (GRPIA) that is…
We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile and skew effects observed in empirical market data. Using a…
This paper presents a hybrid numerical method for linear collisional kinetic equations with diffusive scaling. The aim of the method is to reduce the computational cost of kinetic equations by taking advantage of the lower dimensionality of…
We propose a quantum algorithm for the linear advection-diffusion equation (ADE) Lattice-Boltzmann method (LBM) that leverages dynamic circuits. Dynamic quantum circuits allow for an optimized collision-operator quantum algorithm,…
In most of mesh-free methods, the calculation of interactions between sample points or particles is the most time consuming. When we use mesh-free methods with high spatial orders, the order of the time integration should also be high. If…
We design a new algorithm for solving parametric systems having finitely many complex solutions for generic values of the parameters. More precisely, let $f = (f_1, \ldots, f_m)\subset \mathbb{Q}[y][x]$ with $y = (y_1, \ldots, y_t)$ and $x…
A lattice Boltzmann scheme associated with flexible Prandtl number and specific heat ratio is proposed, which is based on the polyatomic ellipsoidal statistics model(ES-BGK). The Prandtl number can be modified by a parameter of the Gaussian…
In this paper, we apply projective integration methods to hyperbolic moment models of the Boltzmann equation and the BGK equation, and investigate the numerical properties of the resulting scheme. Projective integration is an explicit,…
The lattice Boltzmann method (LBM) is known to suffer from stability issues when the collision model relies on the BGK approximation, especially in the zero viscosity limit and for non-vanishing Mach numbers. To tackle this problem, two…
We address the numerical challenge of solving the Hookean-type time-fractional Navier--Stokes--Fokker--Planck equation, a history-dependent system of PDEs defined on the Cartesian product of two $d$-dimensional spaces in the turbulent…
In this paper, we propose a computational framework,which is based on a domain decomposition technique, to employ both finite element method (which is a popular continuum modeling approach) and lattice Boltzmann method (which is a popular…
Any numerical method fails to provide us with acceptable results if not equipped with appropriate boundary conditions. Catering to more realistic applications, in the present article we have extended the work done on the one plus one…
We propose a novel computational procedure for quadratic hedging in high-dimensional incomplete markets, covering mean-variance hedging and local risk minimization. Starting from the observation that both quadratic approaches can be treated…