Related papers: A hybrid numerical algorithm based on the stochast…
We propose a novel approach for modeling chemical reactions within the particle-based Fokker-Planck framework for gas flow simulations which conserves mass, momentum, and energy while retaining the performance advantages of the…
In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…
We propose a hybrid deterministic and stochastic approach to achieve extended time scales in atomistic simulations that combines the strengths of molecular dynamics (MD) and Monte Carlo (MC) simulations in an easy-to-implement way. The…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
When the flow is sufficiently rarefied, a temperature gradient, for example, between two walls separated by a few mean free paths, induces a gas flow---an observation attributed to the thermo-stress convection effects at microscale. The…
We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…
We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…
Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
The capability to simulate a two-way coupled interaction between a rarefied gas and an arbitrary-shaped colloidal particle is important for many practical applications, such as aerospace engineering, lung drug deliver and semiconductor…
Accurate prediction of rarefied gas flows is important for space vehicle design, particularly in rarefied regimes where the Navier-Stokes equations are no more valid. While the direct simulation Monte Carlo (DSMC) method acts as a numerical…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
We present a mathematical framework for constructing and analyzing parallel algorithms for lattice Kinetic Monte Carlo (KMC) simulations. The resulting algorithms have the capacity to simulate a wide range of spatio-temporal scales in…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
We derive an adjoint method for the Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous Boltzmann equation with a general collision law. This generalizes our previous results in [Caflisch, R., Silantyev, D. and Yang,…
Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…
We investigate hydrodynamic noise in a dilute granular gas during the homogeneous cooling state, by means of a proper application of the Direct Simulation Monte Carlo (DSMC) algorithm. The DSMC includes a source of randomization which is…
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…
In this paper a spatial homogeneous vehicular traffic flow model based on a stochastic master equation of Boltzmann type in the acceleration variable is solved numerically for a special driver interaction model. The solution is done by a…