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A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

The thermal radiative transfer (TRT) equations form an integro-differential system that describes the propagation and collisional interactions of photons. Computing accurate and efficient numerical solutions TRT are challenging for several…

Numerical Analysis · Mathematics 2021-11-09 Ryan G. McClarren , James A. Rossmanith , Minwoo Shin

This paper presents a multiscale methodology for efficient unsteady conjugate heat transfer simulations. The solid domain is modelled by coupling a global representation of the temperature field, based on the eigenfunctions of the unsteady…

Computational Physics · Physics 2025-07-31 Yann Dreze , Muting Hao , Luca di Mare

In this work, we design and analyze a novel, provably conditionally stable, weakly coupled partitioned scheme to solve the conjugate heat transfer (CHT) problem. We consider a model CHT problem consisting of linear advection-diffusion and…

Numerical Analysis · Mathematics 2026-02-23 Sarah Nataj , David C. Del Rey Fernández , David Brown , Rajeev Jaiman

Asymmetric heat transfer systems, often referred to as thermal diodes or thermal rectifiers, have garnered increasing interest due to their wide range of application possibilities. Most of those previous macroscopic thermal diodes either…

Applied Physics · Physics 2022-09-09 Yishu Su , Ying Li , Minghong Qi , Sebastien Guenneau , Huagen Li , Jian Xiong

Achieving efficient and accurate simulation of the radiative transfer has long been a research challenge. Here we introduce the general synthetic iterative scheme as an easy-to-implement approach to address this issue. First, a macroscopic…

Computational Physics · Physics 2025-07-08 Kaiyuan Wang , Yanbing Zhang , Qi Li , Lei Wu

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

Probability · Mathematics 2017-06-20 Mathew Joseph

Heat is a complex quantity to measure in stochastic systems because it requires extremely small sampling timesteps. Unfortunately this is not always possible in real experiments, mainly because experimental setups have technical limits. To…

Statistical Mechanics · Physics 2017-05-17 D. Chiuchiù

In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

Numerical Analysis · Mathematics 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

This work focuses on determining the coefficient of thermal diffusivity in a one-dimensional heat transfer process along a homogeneous and isotropic bar, embedded in a moving fluid with heat generation. A first type (Dirichlet) condition is…

Fluid Dynamics · Physics 2022-01-03 Guillermo Federico Umbricht , Diana Rubio

Context: Remote light scattering and thermal infrared observations provide clues about the physical properties of cometary and interplanetary dust particles. Identifying these properties will lead to a better understanding of the formation…

Earth and Planetary Astrophysics · Physics 2020-02-05 Johannes Markkanen , Jessica Agarwal

We formulate the problem of near-field radiative heat transfer as an effective quantum scattering theory for excitations of the matter. Built from the same ingredients as the semiclassical fluctuational electrodynamics, the standard tool to…

Mesoscale and Nanoscale Physics · Physics 2025-10-27 Matthias Hübler , Denis M. Basko , Wolfgang Belzig

We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…

Numerical Analysis · Mathematics 2026-04-30 Owen Hearder , Claude Le Bris , Ana Djurdjevac

In this paper we present two efficient implementations of the diffusion approximation to be employed in Monte Carlo computations of radiative transfer in dusty media of massive circumstellar disks. The aim is to improve the accuracy of the…

Instrumentation and Methods for Astrophysics · Physics 2009-11-13 M. Min , C. P. Dullemond , C. Dominik , A. de Koter , J. W. Hovenier

The present paper introduces stochastic velocity as improvement for moving particle semi-implicit (MPS) method. This improvement is to overcome energy loss caused by numerical dissipation in the basic MPS that brings about rapid decay of…

Fluid Dynamics · Physics 2013-09-16 Christian Fredy Naa , Seiro Omata , Masaki Kazama

This paper investigates the numerical modeling of a time-dependent heat transmission problem by the convolution quadrature boundary element method. It introduces the latest theoretical development into the error analysis of the numerical…

Numerical Analysis · Mathematics 2017-11-08 Tianyu Qiu , Alexander Rieder , Francisco-Javier Sayas , Shougui Zhang

We find the weak rate of convergence of the spatially semidiscrete finite element approximation of the nonlinear stochastic heat equation. Both multiplicative and additive noise is considered under different assumptions. This extends an…

Numerical Analysis · Mathematics 2016-03-15 Adam Andersson , Stig Larsson

We are investigating the effective heat transfer in complex systems involving porous media and surrounding fluid layers in the context of mathematical homogenization. We differentiate between two fundamentally different cases: Case (a),…

Analysis of PDEs · Mathematics 2024-05-01 Michael Eden , Tom Freudenberg

The 1D Ising model is analytically studied in a spatially periodic and oscillatory external magnetic field using the transfer-matrix method. For low enough magnetic field intensities the correlation between the external magnetic field and…

Statistical Mechanics · Physics 2009-10-31 Z. Neda , A. Rusz , E. Ravasz , P. Lakdawala , P. M. Gade

This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…

Numerical Analysis · Mathematics 2026-04-22 Hao Dong