Related papers: A Stochastic Calculus Approach to Boltzmann Transp…
Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…
This paper continues our treatment of the Neutron Transport Equation (NTE) building on the work in [arXiv:1809.00827v2], [arXiv:1810.01779v4] and [arXiv:1901.00220v3], which describes the flux of neutrons through inhomogeneous fissile…
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…
We propose a stochastic branching particle-based method for solving nonlinear non-conservative advection-diffusion-reaction equations. The method splits the evolution into an advection-diffusion step, based on a linearized Kolmogorov…
Models defined by stochastic differential equations (SDEs) allow for the representation of random variability in dynamical systems. The relevance of this class of models is growing in many applied research areas and is already a standard…
Multilevel sampling methods, such as multilevel and multifidelity Monte Carlo, multilevel stochastic collocation, or delayed acceptance Markov chain Monte Carlo, have become standard uncertainty quantification (UQ) tools for a wide class of…
This paper presents a perspective in which Direct Simulation Monte Carlo (DSMC) is viewed not in its traditional role as an algorithm for solving the Boltzmann equation but as a numerical method for statistical mechanics. First, analytical…
We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…
We continue the development of the theory of pathwise stochastic entropy solutions for scalar conservation laws in $\R^N$ with quasilinear multiplicative ''rough path'' dependence by considering inhomogeneous fluxes and a single rough path…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
A Full Band Monte Carlo simulator has been developed to consider phonon transmission across interfaces that are perpendicular to the heat flux. This solver of the Boltzmann transport equation which does not require any assumption on the…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…
Gaseous flows under an external force are intrinsically defined by their multi-scale nature due to the large variation of densities along the forcing direction. Devising a numerical method capable of accurately and efficiently solving…
For Kolmogorov equations associated to finite dimensional stochastic differential equations (SDEs) in high dimension, a numerical method alternative to Monte Carlo simulations is proposed. The structure of the SDE is inspired by stochastic…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
In this paper, we discuss and compare two probabilistic approaches for associating a stochastic differential equation with a McKean-type partial differential equation featuring a reaction term and path-dependent coefficients. The…
The Neutron Transport Equation (NTE) describes the flux of neutrons over time through an inhomogeneous fissile medium. In the recent articles [5, 10], a probabilistic solution of the NTE is considered in order to demonstrate a…
In this paper we consider a scalar transport equation with constant coefficients on domains with discrete space and continuous, discrete or general time. We show that on all these underlying domains solutions of the transport equation can…