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We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…

Statistical Mechanics · Physics 2015-05-13 Fei Liu , Zhong-can Ou-Yang

An Integral Equation (IE) based field solver to compute the scattered fields from spatially dispersive metasurfaces is proposed and numerically confirmed using various examples involving physical unit cells. The work is a continuation of…

Applied Physics · Physics 2021-09-21 Tom J. Smy , João G. Nizer Rahmeier , Jordan Dugan , Shulabh Gupta

For reaction-diffusion equations in irregular domain with moving boundaries, the numerical stability constraints from the reaction and diffusion terms often require very restricted time step size, while complex geometries may lead to…

Numerical Analysis · Mathematics 2022-10-03 Shuang Liu , Xinfeng Liu

In this paper, we study a tensor-based method for the numerical solution of a class of diffusion--reaction equations defined on spatial domains that admit common curvilinear coordinate representations. Typical examples in 2D include disks…

Numerical Analysis · Mathematics 2026-04-14 Marco Caliari , Fabio Cassini

The immersed boundary (IB) method is a general mathematical framework for studying problems involving fluid-structure interactions in which an elastic structure is immersed in a viscous incompressible fluid. In the IB formulation, the fluid…

Numerical Analysis · Mathematics 2020-10-01 Yuanxun Bao , Alexander D. Kaiser , Jason Kaye , Charles S. Peskin

The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…

Numerical Analysis · Mathematics 2020-01-03 Leilei Wei , Yinnian He

We present a thermodynamic theory of plane coherent solid-solid interfaces in multicomponent systems subject to nonhydrostatic mechanical stresses. The interstitial and substitutional chemical components are treated separately using…

Materials Science · Physics 2013-04-02 T. Frolov , Y. Mishin

This paper focuses on the design, analysis and implementation of a new preconditioning concept for linear second order partial differential equations, including the convection-diffusion-reaction problems discretized by Galerkin or…

Numerical Analysis · Mathematics 2023-04-27 Liya Gaynutdinova , Martin Ladecký , Ivana Pultarová , Miloslav Vlasák , Jan Zeman

We present a novel computational framework for diffusive-reactive systems that satisfies the non-negative constraint and maximum principles on general computational grids. The governing equations for the concentration of reactants and…

Numerical Analysis · Computer Science 2015-06-11 K. B. Nakshatrala , M. K. Mudunuru , A. J. Valocchi

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

In this paper, we present a new space-time Petrov-Galerkin-like method. This method utilizes a mixed formulation of Tensor Train (TT) and Quantized Tensor Train (QTT), designed for the spectral element discretization (Q1-SEM) of the…

Let $v$ be a vector field in a bounded open set $G\subset {\mathbb {R}}^d$. Suppose that $v$ is observed with a random noise at random points $X_i, i=1,...,n,$ that are independent and uniformly distributed in $G.$ The problem is to…

Statistics Theory · Mathematics 2009-09-29 Vladimir Koltchinskii , Lyudmila Sakhanenko , Songhe Cai

This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…

Numerical Analysis · Mathematics 2021-10-22 Xiaobing Feng , Yan Luo , Liet Vo , Zhu Wang

Krylov subspace, which is generated by multiplying a given vector by the matrix of a linear transformation and its successive powers, has been extensively studied in classical optimization literature to design algorithms that converge…

Machine Learning · Computer Science 2024-02-20 Hyungjin Chung , Suhyeon Lee , Jong Chul Ye

The ability to perform fast and accurate atomistic simulations is crucial for advancing the chemical sciences. By learning from high-quality data, machine-learned interatomic potentials achieve accuracy on par with ab initio and…

This paper focuses on the adaptive discontinuous Galerkin (DG) methods for the tempered fractional (convection) diffusion equations. The DG schemes with interior penalty for the diffusion term and numerical flux for the convection term are…

Numerical Analysis · Mathematics 2020-06-16 Xudong Wang , Weihua Deng

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…

Fluid Dynamics · Physics 2021-08-12 Arthur Alexandre , Thomas Guérin , David S. Dean

In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…

Numerical Analysis · Mathematics 2015-01-26 Anotida Madzvamuse , Andy H. W. Chung

We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It…

Mathematical Physics · Physics 2015-12-22 Jacek Grela

We propose a general methodology for calculating the self-diffusion tensor from molecular dynamics for a liquid with a liquid-gas or liquid-solid interface. The standard method used in bulk fluids, based on computing the mean square…

Chemical Physics · Physics 2007-05-23 Pu Liu , Edward Harder , B. J. Berne
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