Related papers: The stochastic relativistic advection diffusion eq…
In this article we develop an algorithm for the efficient simulation of electrolytes in the presence of physical boundaries. In previous work the Discrete Ion Stochastic Continuum Overdamped Solvent (DISCOS) algorithm was derived for triply…
Multi-color Stochastic Rotation Dynamics (SRDmc) has been introduced by Inoue et al. as a particle based simulation method to study the flow of emulsion droplets in non-wetting microchannels. In this work, we extend the multi-color method…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…
We present a quantum algorithm for computational fluid dynamics based on the Lattice-Boltzmann method. Our approach involves a novel encoding strategy and a modified collision operator, assuming full relaxation to the local equilibrium…
Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…
The stochastic response of nanoscale oscillators of arbitrary geometry immersed in a viscous fluid is studied. Using the fluctuation-dissipation theorem it is shown that deterministic calculations of the governing fluid and solid equations…
This paper investigates the problem of distributed stochastic approximation in multi-agent systems. The algorithm under study consists of two steps: a local stochastic approximation step and a diffusion step which drives the network to a…
This study considers using Metropolis-Hastings algorithm for stochastic simulation of chemical reactions. The proposed method uses SSA (Stochastic Simulation Algorithm) distribution which is a standard method for solving well-stirred…
We study the relaxation of the Metropolis Monte Carlo algorithm corresponding to a single particle trapped in a one-dimensional confining potential, with even jump distributions that ensure that the dynamics verifies detailed balance.…
We investigate the statistical properties, based on numerical simulations and analytical calculations, of a recently proposed stochastic model for the velocity field of an incompressible, homogeneous, isotropic and fully developed turbulent…
Atomic diffusion in solids is an important process in various phenomena. However, atomistic simulations of diffusion processes are confronted with the timescale problem: the accessible simulation time is usually far shorter than that of…
We derive deterministic equations for the evolution of non-Gaussian fluctuations in relativistic stochastic hydrodynamics. This is achieved by defining the average local Landau frame and corresponding fluctuating hydrodynamic variables.…
Continuing on our previous work [ArXiv:1212.2644], we develop semi-implicit numerical methods for solving low Mach number fluctuating hydrodynamic equations appropriate for modeling diffusive mixing in isothermal mixtures of fluids with…
We assess the capabilities of hydrodynamic density functional theory (DFT) to predict mass transfer across vapor-liquid interfaces by studying the response of an initially equilibrated pure component vapor-liquid system to the localized…
Fluctuating hydrodynamics (FHD) provides a framework for modeling microscopic fluctuations in a manner consistent with statistical mechanics and nonequilibrium thermodynamics. This paper presents an FHD formulation for isothermal reactive…
A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…
We present an exactly-solvable risk-minimizing stochastic differential game for flood management in rivers. The streamflow dynamics follow stochastic differential equations driven by a Levy process. An entropic dynamic risk measure is…
A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…