Related papers: A dynamic domain semi-Lagrangian method for stocha…
In this paper, a novel high order semi-Lagrangian (SL) spectral volume (SV) method is proposed and studied for nonlinear Vlasov-Poisson (VP) simulations via operator splitting. The proposed algorithm combines both advantages of…
Semi-Lagrangian (SL) schemes are known as a major numerical tool for solving transport equations with many advantages and have been widely deployed in the fields of computational fluid dynamics, plasma physics modeling, numerical weather…
This work deals with the numerical solution of the Vlasov equation. This equation gives a kinetic description of the evolution of a plasma, and is coupled with Poisson's equation for the computation of the self-consistent electric field.…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
The cascade remapping method, originally proposed by Nair et al. (2002) for atmospheric modeling, enables efficient and mass conservative semi Lagrangian (SL) transport through successive one dimensional remapping. While widely used in…
This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…
In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid…
Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…
The technique of stochastic solutions, previously used for deterministic equations, is here proposed as a solution method for partial differential equations driven by distribution-valued noises.
In this work, a stochastic representation based on a physical transport principle is proposed to account for mesoscale eddy effects on the large-scale oceanic circulation. This stochastic framework arises from a decomposition of the…
The explicit semi-Lagrangian method method for solution of Lagrangian transport equations as developed in [Natarajan and Jacobs, Computer and Fluids, 2020] is adopted for the solution of stochastic differential equations that is consistent…
We extend our previous work on a semi-Lagrangian adaptive rank (SLAR) integrator, in the finite difference framework for nonlinear Vlasov-Poisson systems, to the general high-order tensor setting. The proposed scheme retains the high-order…
We develop local discontinuous Galerkin (LDG) methods for conservation laws with heterogeneous stochastic fluxes, where the Stratonovich-driven transport terms may be linear or nonlinear. Such equations arise, for example, in simplified…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
In this paper we introduce a new technique for depicting the phase portrait of stochastic differential equations. Following previous work for deterministic systems, we represent the phase space by means of a generalization of the method of…
Machine-learning (ML) based discretization has been developed to simulate complex partial differential equations (PDEs) with tremendous success across various fields. These learned PDE solvers can effectively resolve the underlying solution…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
Existing approaches to solving the Vlasov equation treat the system as a partial differential equation on a phase space grid, and track in either an Eulerian, Lagrangian, or semi-Lagrangian picture. We present an alternative approach, which…
The recently developed theory of Lagrangian flows for transport equations with low regularity coefficients enables to consider non BV vector fields. We apply this theory to prove existence and stability of global Lagrangian solutions to the…