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Related papers: A second-order particle Fokker-Planck-Master metho…

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We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…

Materials Science · Physics 2015-05-13 A. Donev , V. V. Bulatov , T. Oppelstrup , G. H. Gilmer , B. Sadigh , M. H. Kalos

The Fokker-Planck (FP) equation represents the drift-diffusive processes in kinetic models. It can also be regarded as a model for the collision integral of the Boltzmann-type equation to represent thermo-hydrodynamic processes in fluids.…

Fluid Dynamics · Physics 2025-04-15 William Schupbach , Kannan Premnath

In this work, the Navier-Stokes (NS) solver is combined with the Direct simulation Monte Carlo (DSMC) solver in a direct way, under the wave-particle formulation [J. Comput. Phys. 401, 108977 (2020)]. Different from the classical domain…

Computational Physics · Physics 2023-09-26 Junzhe Cao , Sha Liu , Sirui Yang , Chengwen Zhong

We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…

Numerical Analysis · Mathematics 2013-03-25 Mårten Gulliksson , Sverker Edvardsson , Andreas Lind

A numerical solution to the Fokker-Planck equation using a two-level scheme is presented. The Fokker-Planck (FP) equation is of parabolic type equation govern the time evolution of probability density function of the stochastic processes.…

Numerical Analysis · Mathematics 2020-06-30 Muhammad Munir Butt

The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…

Machine Learning · Computer Science 2023-02-17 Nicholas M. Boffi , Eric Vanden-Eijnden

A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…

Computational Physics · Physics 2023-08-09 Fabian Mies , Mohsen Sadr , Manuel Torrilhon

An adpative integration technique for time advancement of particle motion in the context of coupled computational fluid dynamics (CFD) - discrete element method (DEM) simulations is presented in this work. CFD-DEM models provide an accurate…

Computational Physics · Physics 2018-02-28 Hariswaran Sitaraman , Ray Grout

Hypersonic flow around a vehicle in near space flight is associated with multiscale non-equilibrium physics at a large variation of local Knudsen number from the leading edge highly compressible flow to the trailing edge particle free…

Fluid Dynamics · Physics 2022-11-28 Yufeng Wei , Yajun Zhu , Kun Xu

This study proposes an acceleration technique for the computational challenges in extending the variational deterministic-particle-based scheme (VDS) [Bao et al., Journal of Computational Physics 522 (2025) 113589] to 3D complex fluid…

Computational Physics · Physics 2026-03-16 L. Fang , X. Bao , Z. Song , S. Xu , H. Huang

The Stochastic Weighted Particle Method (SWPM) is a Monte Carlo technique developed by Rjasanow and Wagner that generalizes Bird's Direct Simulation Monte Carlo (DSMC) method for solving the Boltzmann equation. To reduce computational cost…

Numerical Analysis · Mathematics 2021-01-06 Sonam Lama , John Zweck , Matthew Goeckner

We investigate the stochastic Direct Simulation Monte Carlo method (DSMC) for numerically solving the collision-term in heavy-ion transport theories of the Boltzmann-Uehling-Uhlenbeck (BUU) type. The first major modification we consider is…

Nuclear Theory · Physics 2009-10-28 G. Kortemeyer , F. Daffin , W. Bauer

There are several approaches to describe flows with particles e.g. Lattice-Gas Automata (LGA), Lattice-Boltzmann method (LBM) or smoothed particle hydrodynamics (SPH). These approaches do not use fixed grids on which the Navier-Stokes…

Fluid Dynamics · Physics 2008-02-27 B. Ivancic

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality…

Numerical Analysis · Mathematics 2022-07-22 Hugo Esquivel , Arun Prakash , Guang Lin

I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…

Statistical Mechanics · Physics 2009-10-28 H. C. Rosu

We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…

Statistical Mechanics · Physics 2009-11-11 Daniele Moroni , Benjamin Rotenberg , Jean-Pierre Hansen , Sauro Succi , Simone Melchionna

An efficient third-order discrete unified gas kinetic scheme (DUGKS) with efficiency is presented in this work for simulating continuum and rarefied flows. By employing two-stage time-stepping scheme and the high-order DUGKS flux…

Fluid Dynamics · Physics 2018-02-28 Chen Wu , Chang Shu , Baochang Shi , Zhen Chen

The Poisson-Nernst-Planck (PNP) equations are one of the most effective model for describing electrostatic interactions and diffusion processes in ion solution systems, and have been widely used in the numerical simulations of biological…

Numerical Analysis · Mathematics 2023-12-19 Yang Liu , Shi Shu , Ying Yang

In this paper, the unified gas-kinetic wave-particle (UGKWP) method is further developed for diatomic gas with the energy exchange between translational and rotational modes for flow study in all regimes. The multiscale transport mechanism…

Computational Physics · Physics 2021-07-07 Xiaocong Xu , Yipei Chen , Chang Liu , Zhihui Li , Kun Xu

An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…

Data Analysis, Statistics and Probability · Physics 2013-05-29 A. P. Nawroth , J. Peinke , D. Kleinhans , R. Friedrich