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Stochastic versions of recursive integrated climate-economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
The kinetic model with multiple integral terms based on the Enskog-Vlasov(EV) equation is widely employed to describe the inhomogeneous fluids at the nanoscale. However, previous studies have mainly focused on one-dimensional cases, partly…
Within the framework of the homogeneous non-linear Boltzmann equation, we present a new analytic method, without the intrinsic limitations of existing methods, for obtaining asymptotic solutions. This method permits extension of existing…
We consider in this paper a challenging problem of simulating fluid flows, in complex multiscale media possessing multi-continuum background. As an effort to handle this obstacle, model reduction is employed. In \cite{rh2}, homogenization…
Work presented in this paper describes a general algorithm and its finite element implementation for performing concurrent multiple sub-domain simulations in linear structural dynamics. Using this approach one can solve problems in which…
Discrete-state, continuous-time Markov models are becoming commonplace in the modelling of biochemical processes. The mathematical formulations that such models lead to are opaque, and, due to their complexity, are often considered…
We propose a multiscale computational method for thin-layer flows of complex fluids, termed the synchronized molecular dynamics (SMD) method, which directly couples local molecular dynamics (MD) simulations with a macroscopic lubrication…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
Simulating complex gas flows from turbulent to rarefied regimes is a long-standing challenge, since turbulence and rarefied flow represent contrasting extremes of computational aerodynamics. We propose a multiscale method to bridge this…
A grid-free variant of the Direct Simulation Monte Carlo (DSMC) method is proposed, named the Isotropic DSMC (I-DSMC) method, that is suitable for simulating dense fluid flows at molecular scales. The I-DSMC algorithm eliminates all grid…
Dynamical mean-field theory (DMFT) is one of the most widely used theoretical methods for electronic structure calculations, providing self-consistent solutions even in low-temperature regimes, which are exact in the limit of infinite…
Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…
Thermodynamics of dissipative quantum systems with double-well potentials is studied by the path-integral Monte Carlo (PIMC) method without truncation to the two-state model. For efficient simulation at low temperatures, we develop a new…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…
We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport equation with a Bhatnagar-Gross-Krook (BGK) collision…
Kinetic schemes for compressible flow of gases are constructed by exploiting the connection between Boltzmann equation and the Navier-Stokes equations. This connection allows us to construct a flux splitting for the Navier-Stokes equations…