Related papers: Monte-Carlo method for incompressible fluid flows …
We present an improved method for computing incompressible viscous flow around suspended rigid particles using a fixed and uniform computational grid. The main idea is to incorporate Peskin's regularized delta function approach [Acta…
This paper deals with a comparison of Fractional Derivative and Monte carlo approaches to the modelling of anomalous diffusion in the field of particle transport. The goal of this research is to provide a better insight on the behavior of…
A computationally efficient method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. The method formally discretizes the incompressible Navier-Stokes equations on an unbounded staggered…
This manuscript outlines a software package that facilitates working with probability distributions by means of Monte-Carlo methods, in a way that allows for propagation of multivariate probability distributions through arbitrary functions.…
The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions.…
Periodic travelling waves at the free surface of an incompressible inviscid fluid in two dimensions under gravity are numerically computed for an arbitrary vorticity distribution. The fluid domain over one period is conformally mapped from…
An alternative form of the general solution of the linearized stationary Navier-Stokes equations for an incompressible fluid in spherical coordinates is obtained by the vector potential method. A previously published solution to this…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
By using a formulation of a class of compressible viscous flows with a heat source via vorticity and expansion-rate, we study the Oberbeck-Boussinesq flows. To this end we establish a new integral representation for solutions of parabolic…
Identification of nonlinear systems is a challenging problem. Physical knowledge of the system can be used in the identification process to significantly improve the predictive performance by restricting the space of possible mappings from…
We introduce action-driven flows for causal variational principles, being a class of non-convex variational problems emanating from applications in fundamental physics. In the compact setting, H\"older continuous curves of measures are…
We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
We develop a lattice Boltzmann equation method for simulating multi-phase immiscible fluid flows with variation of density and viscosity, based on the model proposed by Gunstensen {\em et al} for two-component immiscible fluids. The…
We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…
We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
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…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
The off-resonant hyperpolarizability is calculated using the dipole-free sum-over-stats expression from a randomly chosen set of energies and transition dipole moments that are forced to be consistent with the sum rules. The process is…