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We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…

Mathematical Finance · Quantitative Finance 2025-04-10 Yan-Feng Wu , Jian-Qiang Hu

We develop a novel fast iterative moment method for the steady-state simulation of near-continuum flows, which are modeled by the high-order moment system derived from the Boltzmann-BGK equation. The fast convergence of the present method…

Numerical Analysis · Mathematics 2025-07-30 Guanghan Li , Chunwu Wang , Zhicheng Hu

In [Z. Hu, R. Li, and Z. Qiao. Acceleration for microflow simulations of high-order moment models by using lower-order model correction. J. Comput. Phys., 327:225-244, 2016], it has been successfully demonstrated that using lower-order…

Numerical Analysis · Mathematics 2019-05-14 Zhicheng Hu , Guanghui Hu

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

We present the new Guided Moments ($\texttt{GM}$) formalism for neutrino modeling in astrophysical scenarios like core-collapse supernovae and neutron star mergers. The truncated moments approximation ($\texttt{M1}$) and Monte-Carlo…

High Energy Astrophysical Phenomena · Physics 2024-03-18 Manuel R. Izquierdo , J. Fernando Abalos , Carlos Palenzuela

This paper develops a strong computational approach to simulate a three-dimensional nonlinear radiation-conduction model in optically thick media, subject to suitable initial and boundary conditions. The space derivatives are approximated…

Numerical Analysis · Mathematics 2026-01-01 Eric Ngondiep

Conventional mathematical models for simulating incompressible fluid flow problems are based on the Navier-Stokes equations expressed in terms of pressure and velocity. In this context, pressure-velocity coupling is a key issue, and…

Mathematical Physics · Physics 2025-06-06 Ricardo Costa , Stéphane Clain , Gaspar J. Machado , João M. Nóbrega

We present a novel combination of numerical techniques to improve the efficiency, accuracy, and robustness of multi-component compressible flow simulations. At the core of our approach is an Entropy-Stable formulation that preserves kinetic…

Computational Engineering, Finance, and Science · Computer Science 2025-06-17 Vahid Badrkhani , T. Jeremy P. Karpowsk , Christian Hasse

We derive and analyze a broad class of finite element methods for numerically simulating the stationary, low Reynolds number flow of concentrated mixtures of several distinct chemical species in a common thermodynamic phase. The underlying…

Numerical Analysis · Mathematics 2025-09-24 Aaron Baier-Reinio , Patrick E. Farrell

We study the acceleration of steady-state computation for microflow, which is modeled by the high-order moment models derived recently from the steady-state Boltzmann equation with BGK-type collision term. By using the lower-order model…

Numerical Analysis · Mathematics 2016-11-23 Zhicheng Hu , Ruo Li , Zhonghua Qiao

We develop a semi-implicit algorithm for time-accurate simulation of the compressible Navier-Stokes equations, with special reference to wall-bounded flows. The method is based on linearization of the partial convective fluxes associated…

Fluid Dynamics · Physics 2016-08-31 Davide Modesti , Sergio Pirozzoli

In this paper, explicit method of constructing approximations (the Triangle Entropy Method) is developed for nonequilibrium problems. This method enables one to treat any complicated nonlinear functionals that fit best the physics of a…

Statistical Mechanics · Physics 2016-08-31 A. N. Gorban , I. V. Karlin

A novel finite element framework is proposed for the numerical simulation of two phase flows with surface tension. The Level-Set (LS) method with piece-wise quadratic (P2) interpolation for the liquid-gas interface is used in order to reach…

Computational Engineering, Finance, and Science · Computer Science 2020-10-27 Modesar Shakoor , Chung Hae Park

A high-performance gas kinetic solver using multi-level parallelization is developed to enable pore-scale simulations of rarefied flows in porous media. The Boltzmann model equation is solved by the discrete velocity method with an…

Computational Physics · Physics 2017-12-05 Minh Tuan Ho , Lianhua Zhu , Lei Wu , Peng Wang , Zhaoli Guo , Zhi-Hui Li , Yonghao Zhang

In this paper we developed an analysis of the compressible, isentropic Euler equations in two spatial dimensions for a generalized polytropic gas law. The main focus is rotational flows in the subsonic regimes, described through the…

Analysis of PDEs · Mathematics 2026-04-02 Talita Mello , Wladimir Neves

In many natural and industrial applications, turbulent flows encompass some form of dispersed particles. Although this type of multiphase turbulent flow is omnipresent, its numerical modeling has proven to be a remarkably challenging…

Fluid Dynamics · Physics 2024-07-02 Xander M. de Wit , Rudie P. J. Kunnen , Herman J. H. Clercx , Federico Toschi

An immersed boundary method for the fluid--structure--thermal interaction in rarefied gas flow is presented. In this method, the slip model is incorporated with the penalty immersed boundary method to address the velocity and temperature…

Fluid Dynamics · Physics 2023-05-22 Li Wang , Fang-Bao Tian , John Young

The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…

Numerical Analysis · Mathematics 2014-09-02 Alexander Andreychenko , Linar Mikeev , Verena Wolf

Modelling rarefied gas flow via the Boltzmann equation plays a vital role in many areas. Due to the high dimensionality of this kinetic equation and the coexistence of multiple characteristic scales in the transport processes, conventional…

Numerical Analysis · Mathematics 2025-05-27 Wei Su , Xi Zou

High-speed turbulent flows are encountered in most space-related applications (including exploration, tourism and defense fields) and represent a subject of growing interest in the last decades. A major challenge in performing high-fidelity…

Fluid Dynamics · Physics 2021-03-31 Luca Sciacovelli , Donatella Passiatore , Paola Cinnella , Giuseppe Pascazio