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Recent advances in random-walk particle-tracking have enabled direct simulation of mixing and reactions on particles by allowing the particles to interact with each other using a multi-point mass transfer scheme. The mass transfer scheme…
A fast algorithm to study one-dimensional self-gravitating systems, and, more generally, systems that are Lagrangian integrable between collisions, is presented. The algorithm is event-driven, and uses a heap-ordered set of predicted future…
The purpose of this paper is to propose a time-step-robust cell-to-cell integration of particle trajectories in 3-D unstructured meshes in particle/mesh Lagrangian stochastic methods. The main idea is to dynamically update the mean fields…
Several physical systems in condensed matter have been modeled approximating their constituent particles as hard objects. The hard spheres model has been indeed one of the cornerstones of the computational and theoretical description in…
A random-batch method for multi-species interacting particle systems is proposed, extending the method of S. Jin, L. Li, and J.-G. Liu [J. Comput. Phys. 400 (2020), 108877]. The idea of the algorithmus is to randomly divide, at each time…
An efficient technique to simulate turbulent particle-laden flow at high mass loadings within the four-way coupled simulation regime is presented. The technique implements large eddy simulation, discrete phase simulation, a deterministic…
We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics, is well-known. We also present a…
Model checking has been proposed as a formal verification approach for analyzing computer-based and cyber-physical systems. The state space explosion problem is the main obstacle for applying this approach for sophisticated systems.…
In stochastic optimisation, the large number of scenarios required to faithfully represent the underlying uncertainty is often a barrier to finding efficient numerical solutions. This motivates the scenario reduction problem: by find a…
The precise arrangement of microscopic objects is critical to the development of functional materials and ornately patterned surfaces. Here, we present an acoustics-based method for the rapid arrangement of microscopic particles into…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
Spatio-temporal point process (STPP) is a stochastic collection of events accompanied with time and space. Due to computational complexities, existing solutions for STPPs compromise with conditional independence between time and space,…
Topic modeling is a very powerful technique in data analysis and data mining but it is generally slow. Many parallelization approaches have been proposed to speed up the learning process. However, they are usually not very efficient because…
The TASEP (totally asymmetric simple exclusion process) is a basic model for an one-dimensional interacting particle system with non-reversible dynamics. Despite the simplicity of the model it shows a very rich and interesting behaviour. In…
We study the convergence behavior of the stochastic heavy-ball method with a small stepsize. Under a change of time scale, we approximate the discrete method by a stochastic differential equation that models small random perturbations of a…
Timesteppers constitute a powerful tool in modern computational science and engineering. Although they are typically used to advance the system forward in time, they can also be viewed as nonlinear mappings that implicitly encode steady…
Sedimentation and centrifugation can be used to sort particles by size, using a multistep (multicascade) method in which particles in the sediment are removed and the content of the supernatant is processed again, repeating the cycle…
Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…
This paper discusses a numerical method for computing the evolution of large interacting system of quantum particles. The idea of the random batch method is to replace the total interaction of each particle with the $N-1$ other particles by…