Related papers: Monte-Carlo method for incompressible fluid flows …
Motivated by extrusion problems, we consider a non-stationary incompress-ible 3D fluid flow with a non-constant (temperature dependent) viscosity, subjected to mixed boundary conditions with a given time dependent velocity on a part of the…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
We present a methodology for simulating three-dimensional flow of incompressible viscoplastic fluids modelled by generalised Newtonian rheological equations. It is implemented in a highly efficient framework for massively parallelisable…
In this work we study different Implicit-Explicit (IMEX) schemes for incompressible flow problems with variable viscosity. Unlike most previous work on IMEX schemes, which focuses on the convective part, we here focus on treating parts of…
We study the shape differentiability of a cost function for the flow of an incompressible viscous fluid of power-law type. The fluid is confined to a bounded planar domain surrounding an obstacle. For smooth perturbations of the shape of…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
The Direct Simulation Monte Carlo method is applied to solve the Boltzmann equation in the steady planar Couette flow for Maxwell molecules and hard spheres. Nonequilibrium boundary conditions based on the solution of the…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…
We present a fully-explicit, iteration-free, weakly-compressible method to simulate immiscible incompressible two-phase flows. To update pressure, we circumvent the computationally expensive Poisson equation and use the general pressure…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…
In this paper the multi-dimensional random walk models governed by distributed fractional order differential equations and multi-term fractional order differential equations are constructed. The scaling limits of these random walks to a…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
We consider a class of discrete time stochastic control problems motivated by some financial applications. We use a pathwise stochastic control approach to provide a dual formulation of the problem. This enables us to develop a numerical…
Crashing ocean waves, cappuccino froths and microfluidic bubble crystals are examples of foamy flows. Foamy flows are critical in numerous natural and industrial processes and remain notoriously difficult to compute as they involve coupled,…
In this paper we study a nonlinear stochastic fluid-structure interaction problem with a multiplicative, white-in-time noise. The problem consists of the Navier-Stokes equations describing the flow of an incompressible, viscous fluid in a…
In the present paper we consider the initial data, external force, viscosity coefficients, and heat conductivity coefficient as random data for the compressible Navier--Stokes--Fourier system. The Monte Carlo method, which is frequently…
Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…
We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…