Related papers: Simulating elliptic diffusions and orthogonal inva…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
A novel random field model or the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities in terms of stochastic Fourier-type integrals has recently been introduced and analyzed by the authors.…
This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…
Modern, high-fidelity numerical simulations have shown an apparently anomalous result: a longitudinal elastodynamic wave travelling perpendicular to the forcing direction. Numerical simulations, in combination with an analytical model, are…
Thermo-osmotic slip -- the flow induced by a thermal gradient along a surface -- is a well-known phenomenon, but curiously there is a lack of robust molecular-simulation techniques to predict its magnitude. Here, we compare three different…
In this PhD thesis, we apply a combination of Malliavin calculus and Stein's method in the framework of probability approximations. The specific problems we tackle with these methods are motivated by probabilistic models in cosmology (Part…
In this paper, we consider the orthogonal projection of a surface in $\mathbb{R}^3$ for a given view direction. We then introduce and investigate several invariants of the families of the plane curves that locally configure the projection…
We present results from numerical simulations of Rayleigh-Taylor turbulence, performed using a recently proposed lattice Boltzmann method able to describe consistently a thermal compressible flow subject to an external forcing. The method…
Through laboratory measurements, we compare the rotation of spherical and ellipsoidal particles in homogeneous, isotropic turbulence. We find that the particles' angular velocity statistics are well described by an Ornstein-Uhlenbeck (OU)…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
We solve an inverse problem for fluid particle pair-statistics: we show that a time sequence of probability density functions (PDF's) of separations can be exactly reproduced by solving the diffusion equation with a suitable time-dependent…
In this article, we consider numerical schemes for polynomial diffusions on the unit ball, which are solutions of stochastic differential equations with a diffusion coefficient of the form $\sqrt{1-|x|^{2}}$. We introduce a semi-implicit…
A computational fluid model is developed to study waves and instabilities. A new technique involving initial perturbations in configuration space have been implemented to excite the plasma waves; i.e. the perturbations acting similar to a…
We consider a nonlocal linear elastic wave model. We approximate the model using a spectral Galerkin method in space and analyze error in such an approximation. We perform some numerical experiments to demonstrate the scheme.
We have developed a computational method to describe the nonlinear light propagation of an intense and ultrashort pulse at oblique incidence on a flat surface. In the method, coupled equations of macroscopic light propagation and…
Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…
We present a new Eulerian framework for the computation of turbulent compressible multiphase channel flows, specifically to assess turbulence modulation by dispersed particulate matter in dilute concentrations but with significant mass…
We describe an approach for incorporating radiative transfer into 3D hydrodynamic cosmological simulations. The method, while approximate, allows for a self-consistent treatment of self-shielding and shadowing, diffuse and point sources of…
Evidence for non-Fickian diffusion of a passive scalar is presented using direct simulations of homogeneous isotropic turbulence. The results compare favorably with an explicitly time-dependent closure model based on the tau approximation.…
A model to explain the statistics of the velocity gradients in the dissipation range of a turbulent flow is presented. The experimentally observed non-gaussian statistics is theoretically predicted by means of a thermodynamical analogy…