Related papers: A second-order particle Fokker-Planck-Master metho…
The discrete unified gas kinetic scheme (DUGKS) is a new finite volume (FV) scheme for continuum and rarefied flows which combines the benefits of both Lattice Boltzmann Method (LBM) and unified gas kinetic scheme (UGKS). By reconstruction…
A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…
In this paper we develop a direct simulation Monte Carlo (DSMC) method for simulating highly nonequilibrium dynamics of nearly degenerate ultra-cold gases. We show that our method can simulate the high-energy collision of two thermal clouds…
The present paper describes a parallel unstructured-mesh Plasma simulation code based on Finite Volume method. The code dynamically refines and coarses mesh for accurate resolution of the different features regarding the electron density.…
Magnetic particle imaging is a tracer-based tomographic imaging technique that allows the concentration of magnetic nanoparticles to be determined with high spatio-temporal resolution. To reconstruct an image of the tracer concentration,…
A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has been increasingly popular in Bayesian learning due to its ability to deal with large data. A standard SG-MCMC algorithm simulates samples from a discretized-time Markov chain to…
Dissipative particle dynamics is a widely used mesoscale technique for the simulation of hydrodynamics (as well as immersed particles) utilizing coarse-grained molecular dynamics. While the method is capable of describing any fluid, the…
Density matrices evolved according the von Neumann equation are commonly used to simulate the dynamics of driven quantum systems. However, computational methods using density matrices are often too slow to explore the large parameter spaces…
A new formulation for collisional kinetic theory is presented based on the use of Lie-transform methods to eliminate fast orbital time scales from a general bilinear collision operator. As an application of this new formalism, a general…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
We consider a pair of stochastic integrate and fire neurons receiving correlated stochastic inputs. The evolution of this system can be described by the corresponding Fokker-Planck equation with non-trivial boundary conditions resulting…
We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…
A computationally accurate and efficient numerical method under a unified framework is crucial to various multi-scale scientific and engineering problems. So far, many numerical methods have encountered various challenges in efficiently…
We study an approximation scheme based on a second quantization method for a chemical master equation. Small systems, such as cells, could not be studied by the traditional rate equation approach because fluctuation effects are very large…
Numerical techniques for discretization of velocity space in continuum kinetic calculations are described. An efficient spectral collocation method is developed for the speed coordinate - the radius in velocity space - employing a novel set…
High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…
First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…
Inspired on the continued-fraction technique to solve the classical Fokker--Planck equation, we develop continued-fraction methods to solve quantum master equations in phase space (Wigner representation of the density matrix). The approach…
We formulate and test a hybrid fluid-Monte Carlo scheme for the treatment of elastic collisions in gases and plasmas. While our primary focus and demonstrations of applicability are for moderately collisional plasmas, as described by the…