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We integrate neural operators with diffusion models to address the spectral limitations of neural operators in surrogate modeling of turbulent flows. While neural operators offer computational efficiency, they exhibit deficiencies in…

Machine Learning · Computer Science 2025-02-14 Vivek Oommen , Aniruddha Bora , Zhen Zhang , George Em Karniadakis

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

Statistical Mechanics · Physics 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

We deal with complex spatial diffusion equations with time-fractional derivative and study their stochastic solutions. In particular, we complexify the integral operator solution to the heat-type equation where the time derivative is…

Probability · Mathematics 2021-12-20 Luisa Beghin , Alessandro De Gregorio

Multibody dynamics simulators are an important tool in many fields, including learning and control for robotics. However, many existing dynamics simulators suffer from inaccuracies when dealing with constrained mechanical systems due to…

Robotics · Computer Science 2023-11-07 Jan Brüdigam , Stefan Sosnowski , Zachary Manchester , Sandra Hirche

In order to model realistic quantum devices it is necessary to simulate quantum systems strongly coupled to their environment. To date, most understanding of open quantum systems is restricted either to weak system-bath couplings, or to…

Quantum Physics · Physics 2018-09-25 Aidan Strathearn , Peter Kirton , Dainius Kilda , Jonathan Keeling , Brendon W. Lovett

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

Probability · Mathematics 2010-02-16 Myriam Fradon

The goal of this presentation is to highlight various computational techniques used to study dynamics of quantum many-body systems. We examine the projection and variable phase methods being applied to multi-channel problems of scattering…

Nuclear Theory · Physics 2014-12-22 Alexander Volya

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…

Soft Condensed Matter · Physics 2017-09-20 Abhinav Sharma , Joseph Brader

This article addresses the weak convergence of numerical methods for Brownian dynamics. Typical analyses of numerical methods for stochastic differential equations focus on properties such as the weak order which estimates the asymptotic…

Numerical Analysis · Mathematics 2015-06-18 B. Leimkuhler , C. Matthews , M. V. Tretyakov

Fractional diffusion equations have been an effective tool for modeling anomalous diffusion in complicated systems. However, traditional numerical methods require expensive computation cost and storage resources because of the memory effect…

Numerical Analysis · Mathematics 2022-11-23 Xiong-bin Yan , Zhi-Qin John Xu , Zheng Ma

Two algorithms that combine Brownian dynamics (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the…

Computational Physics · Physics 2012-06-27 Benjamin Franz , Mark B. Flegg , S. Jonathan Chapman , Radek Erban

Brownian Dynamics simulations are an important tool for modeling the dynamics of soft matter. However, accurate and rapid computations of the hydrodynamic interactions between suspended, microscopic components in a soft material is a…

Fluid Dynamics · Physics 2018-03-14 Andrew M. Fiore , James W. Swan

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Recent advances in quantum technologies and related experiments have created a need for highly accurate, versatile, and computationally efficient simulation techniques for the dynamics of open quantum systems. Long-lived correlation effects…

Quantum Physics · Physics 2026-01-09 Meng Xu , Vasilii Vadimov , J. T. Stockburger , J. Ankerhold

An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian…

Pricing of Securities · Quantitative Finance 2015-07-09 Gurjeet Dhesi , Muhammad Bilal Shakeel , Ling Xiao

Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…

Soft Condensed Matter · Physics 2013-02-07 Antonio Scala

Langevin and Brownian simulations play a prominent role in computational research, and state of the art integration algorithms provide trajectories with different stability ranges and accuracy in reproducing statistical averages. The…

Computational Physics · Physics 2025-01-03 Bogdan Tanygin , Simone Melchionna

A framework for performant Brownian Dynamics (BD) many-body simulations with adaptive timestepping is presented. Contrary to the Euler-Maruyama scheme in common non-adaptive BD, we employ an embedded Heun-Euler integrator for the…

Statistical Mechanics · Physics 2022-03-11 Florian Sammüller , Matthias Schmidt

An intriguing interpretation of the time-evolution of dynamical systems is to view it as a computation that transforms an initial state to a final one. This paradigm has been explored in discrete systems such as cellular automata models,…

Pattern Formation and Solitons · Physics 2014-05-13 Shakti N. Menon , Sitabhra Sinha