Related papers: A second-order particle Fokker-Planck-Master metho…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…
Recently, the DSBGK method (note: the original name DS-BGK is changed to DSBGK for simplicity) was proposed based on the BGK equation to reduce the stochastic noise in simulating rarefied gas flows at low velocity, in which the deviation…
The increasing application of cardiorespiratory simulations for diagnosis and surgical planning necessitates the development of computational methods significantly faster than the current technology. To achieve this objective, we leverage…
Purpose: To improve on the original form of Fat DESPOT, a multiparametric mapping technique that returns the fat- and water-specific estimates of $R_1$ ($R_{1f}$, $R_{1w}$), $R_2^*$ , and proton density fat fraction (PDFF) by upgrading the…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…
We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…
To simulate the dynamics of fluid with polydisperse particles on macroscale level, one has to solve hydrodynamic equations with several relaxation terms, representing momentum transfer from fluid to particles and vice versa. For small…
Universal difference quotient representations are introduced for the exact self-sameness principles (SSP) as rules for rates of change introduced in [Clemence-Mkhope, D.P (2021, Preprint). The Exact Spectral Derivative Discretization Finite…
Solving the Bhatnagar-Gross-Krook (BGK) equation with a stochastic particle approach enables efficient and flexible simulations of flows in the transition regime, between continuum and free molecular flow. However, the usual first-order…
Recent developments in high peak-power table-top laser systems reaching highly relativistic light intensities have led to significant advances in laser-driven particle acceleration schemes (mainly the laser wakefield acceleration, LWFA)…
A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…
This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…
We revisit the classical stability versus accuracy dilemma for the lattice Boltzmann methods (LBM). Our goal is a stable method of second-order accuracy for fluid dynamics based on the lattice Bhatnager--Gross--Krook method (LBGK). The LBGK…
To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time.…
The unified gas kinetic scheme (UGKS) is a direct modeling method based on the gas dynamical model on the mesh size and time step scales. With the implementation of particle transport and collision in a time-dependent flux function, the…
We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…
Simulation of the dynamics of dust-gas circumstellar discs is crucial in understanding the mechanisms of planet formation. The dynamics of small grains in the disc is stiffly coupled to the gas, while the dynamics of grown solids is…