English
Related papers

Related papers: Monte-Carlo method for incompressible fluid flows …

200 papers

In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…

Probability · Mathematics 2014-07-29 Christian Bayer , John Schoenmakers

Quantum algorithms have been identified as a potential means to accelerate computational fluid dynamics (CFD) simulations, with the lattice Boltzmann method (LBM) being a promising candidate for realizing quantum speedups. Here, we extend…

We present a numerical scheme for immiscible two-phase flows with one compressible and one incompressible phase. Special emphasis lies in the discussion of the coupling strategy for compressible and incompressible Euler equations to…

Fluid Dynamics · Physics 2015-12-11 Jochen Neusser , Veronika Schleper

We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the…

Probability · Mathematics 2013-08-28 Sylvain Maire , Etienne Tanré

A stochastic method is described for estimating Green's functions (GF's), appropriate to linear advection-diffusion-reaction transport problems, evolving in arbitrary geometries. By allowing straightforward construction of approximate,…

We derive the (d-dimensional) periodic incompressible and viscous Camassa-Holm equation as well as the Leray-alpha equations via a stochastic variational principle. We discuss the existence of solution for this equation in the space H1…

Probability · Mathematics 2016-05-05 Ana Bela Cruzeiro , Guoping Liu

Particle deposition in fully-developed turbulent pipe flow is quantified taking into account uncertainty in electric charge, van der Waals strength, and temperature effects. A framework is presented for obtaining variance-based sensitivity…

Fluid Dynamics · Physics 2024-03-28 Yuan Yao , Xun Huan , Jesse Capecelatro

We present an exact quantum Monte Carlo method for spin systems coupled to dissipative bosonic baths which makes use of nonlocal wormhole updates to simulate the retarded spin-flip interactions originating from an off-diagonal spin-boson…

Strongly Correlated Electrons · Physics 2022-05-17 Manuel Weber

Recently, a class of efficient spectral Monte-Carlo methods was developed in \cite{Feng2025ExponentiallyAS} for solving fractional Poisson equations. These methods fully consider the low regularity of the solution near boundaries and…

Numerical Analysis · Mathematics 2025-10-07 Lisen Ding , Mingyi Wang , Dongling Wang

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

Numerical Analysis · Mathematics 2019-03-22 Prashant Kumar , Carmen Rodrigo , Francisco J. Gaspar , Cornelis W. Oosterlee

The boundary conditions prescribing the constant traction or the so-called do-nothing conditions are frequently taken on artificial boundaries in the numerical simulations of steady flow of incompressible fluids, despite the fact that they…

Fluid Dynamics · Physics 2020-02-25 M. Lanzendörfer , J. Hron

The conventional no-slip boundary condition leads to a non-integrable stress singularity at a moving contact line. This makes numerical simulations challenging, especially when capillary effects are essential for the dynamics of the flow.…

Fluid Dynamics · Physics 2017-09-18 Hanna Holmgren , Gunilla Kreiss

Recent advances have allowed to tackle exact path-space probabilistic representations of macroscopic advection-diffusion models involving advection nonlinearities by step forward approaches in terms of continuous branching stochastic…

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing…

Computation · Statistics 2014-03-25 Simon Byrne , Mark Girolami

We present a numerically efficient method for the characterisation of a quantum process subject to dissipation and noise. The master equation evolution of a maximally entangled state of the quantum system and a non-evolving ancilla system…

Quantum Physics · Physics 2013-12-04 Jake Gulliksen , D. D. Bhaktavatsala Rao , Klaus Mølmer

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

The majority of available numerical algorithms for interfacial two-phase flows either treat both fluid phases as incompressible (constant density) or treat both phases as compressible (variable density). This presents a limitation for the…

Computational Physics · Physics 2022-01-20 Fabian Denner , Berend van Wachem

We develop an embedded boundary method (EBM) to solve the two-phase incompressible flow with piecewise constant density. The front tracking method is used to track the interface. The fractional step methods are used to solve the…

Numerical Analysis · Mathematics 2013-06-12 Shuqiang Wang , James Glimm , Roman Samulyak , Xiangmin Jiao , Chenzhe Diao

This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where…

Computational Finance · Quantitative Finance 2013-05-16 L C G Rogers , Pawel Zaczkowski