Related papers: Simulating elliptic diffusions and orthogonal inva…
Eulerian hydrodynamical simulations are a powerful and popular tool for modeling fluids in astrophysical systems. In this work, we critically examine recent claims that these methods violate Galilean invariance of the Euler equations. We…
We propose two closely--related Lagrangian numerical methods for the simulation of physical processes involving advection, reaction and diffusion. The methods are intended to be used in settings where the flow is nearly incompressible and…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…
The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
We propose an efficient numerical strategy for simulating fluid flow through porous media with highly oscillatory characteristics. Specifically, we consider non-linear diffusion models. This scheme is based on the classical homogenization…
In the present manuscript, we consider the problem of dispersive wave simulation on a rotating globally spherical geometry. In this Part IV, we focus on numerical aspects while the model derivation was described in Part III. The algorithm…
We present a direct numerical simulation method for investigating the dynamics of dispersed particles in a compressible solvent fluid. The validity of the simulation is examined by calculating the velocity relaxation of an impulsively…
The semi-Lagrangian discontinuous Galerkin method, coupled with a splitting approach in time, has recently been introduced for the Vlasov--Poisson equation. Since these methods are conservative, local in space, and able to limit numerical…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…
The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…
Lagrangian turbulence lies at the core of numerous applied and fundamental problems related to the physics of dispersion and mixing in engineering, bio-fluids, atmosphere, oceans, and astrophysics. Despite exceptional theoretical,…
Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…
In this paper we consider a representative a priori unstable Hamiltonian system with 2+1/2 degrees of freedom, to which we apply the geometric mechanism for diffusion introduced in the paper Delshams et al., Mem. Amer. Math. Soc. 2006, and…