Related papers: Simulating elliptic diffusions and orthogonal inva…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
We provide a robust and general algorithm for computing distribution functions associated to induced orthogonal polynomial measures. We leverage several tools for orthogonal polynomials to provide a spectrally-accurate method for a broad…
A fourth-order and a second-order nonlinear diffusion models in spectral space are proposed to describe gravitational wave turbulence in the approximation of strongly local interactions. We show analytically that the model equations satisfy…
The aim of this paper is to present the recently proposed fluid diffusion based algorithm in the general context of the matrix inversion problem associated to the Gauss-Seidel method. We explain the simple intuitions that are behind this…
The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models…
This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…
We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure $\nu$ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along…
In this paper we propose a numerical method to solve the Cauchy problem based on the viscous shallow water equations in an horizontally moving domain. More precisely, we are interested in a flooding and drying model, used to modelize the…
A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…
In this work, we propose and compare four different strategies to simulate the fluid model for streamer propagation in one-dimension (1D) and quasi two-dimension (2D), which consists of a Poisson's equation for particle velocity and two…
We construct surface measures in a Hilbert space endowed with a probability measure $\nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other…
This report is concerned with the efficiency of numerical methods for simulating quantum spin systems, with the aim to implement an improved method for simulation of a time-dependent Hamiltonian that displays chirped pulses at a high…
In this work, we present a method for simulating the large-scale deformation and crumpling of thin, elastoplastic sheets. Motivated by the physical behavior of thin sheets during crumpling, two different formulations of the governing…
In this paper, a new type of the discrete fractional Gr{\"o}nwall inequality is developed, which is applied to analyze the stability and convergence of a Galerkin spectral method for a linear time-fractional subdiffusion equation. Based on…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
The probability distribution functions of the circulation of velocity in three-dimensional decaying isotropic turbulence are examined by the database of the numerical simulation based on the pseudospectral method. It is shown that the…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature. Their flexibility and high variance enable them to generate multiple solutions for a given task, such as…
In this contribution, I give an overview of the various approaches toward the numerical modelling of turbulence, particularly, in the interstellar medium. The discussion is placed in a physical context, i. e. computational problems are…