Related papers: Continuous-space event-driven simulations of react…
We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…
A revised and greatly improved version of the 3D continuum radiative transfer code MC3D is presented. It is based on the Monte-Carlo method and solves the radiative transfer problem self-consistently. It is designed for the simulation of…
A new upscaling procedure that provides 1D representations of 2D mixing-limited reactive transport systems is developed and applied. A key complication with upscaled models in this setting is that the procedure must differentiate between…
A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…
The absorbing-state transition in the three-dimensional contact process with and without quenched randomness is investigated by means of Monte-Carlo simulations. In the clean case, a reweighting technique is combined with a careful…
This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…
We study systems of reaction-diffusion equations with discontinuous spatially distributed hysteresis in the right-hand side. The input of hysteresis is given by a vector-valued function of space and time. Such systems describe hysteretic…
We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…
In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…
Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…
The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…
On the base of the diffusion Monte-Carlo method we develop the method allowing to simulate the quantum systems with complex wave function. The method is exact and there are no approximations on the simulations of the module and the phase of…
Reaction-diffusion models are widely used to study spatially-extended chemical reaction systems. In order to understand how the dynamics of a reaction-diffusion model are affected by changes in its input parameters, efficient methods for…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
In this paper, we study a numerical approximation for a class of stationary states for reaction-diffusion system with m densities having disjoint support, which are governed by a minimization problem. We use quantitative properties of both…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
Implementing multicomponent diffusion models in reacting-flow simulations is computationally expensive due to the challenges involved in calculating diffusion coefficients. Instead, mixture-averaged diffusion treatments are typically used…