Related papers: Geometry, Energy and Sensitivity in Stochastic Pro…
In this article a stochastic particle system approximation to the parametric sensitivity in the Smoluchowski coagulation equation is introduced. The parametric sensitivity is the derivative of the solution to the equation with respect to…
Molecular dynamics with the stochastic process provides a convenient way to compute structural and thermodynamic properties of chemical, biological, and materials systems. It is demonstrated that the virtual dynamics case that we proposed…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
In this paper, we consider the development of efficient numerical methods for linear transport equations with random parameters and under the diffusive scaling. We extend to the present case the bi-fidelity stochastic collocation method…
In this paper, we propose and analyze a positivity-preserving, energy stable numerical scheme for certain type reaction-diffusion systems involving the Law of Mass Action with the detailed balance condition. The numerical scheme is…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
We consider lattice dynamics with a small stochastic perturbation of order ε and prove that for a space-time scale of order \varepsilon\^-1 the local spectral density (Wigner function) evolves according to a linear transport equation…
In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift,…
This work is related to developing entropy-stable positivity-preserving Discontinuous Galerkin (DG) methods as a computational scheme for Boltzmann-Poisson systems modeling the probability density of collisional electronic transport along…
Ray flow methods are an efficient tool to estimate vibro-acoustic or electromagnetic energy transport in complex domains at high-frequencies. Here, a Petrov-Galerkin discretization of a phase-space boundary integral equation for…
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).…
We propose a dynamic domain semi-Lagrangian method for stochastic Vlasov equations driven by transport noises, which arise in plasma physics and astrophysics. This method combines the volume-preserving property of stochastic characteristics…
In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs), possibly with a drift term exhibiting super-linear growth…
Particle physics simulations are the cornerstone of nuclear engineering applications. Among them radiotherapy (RT) is crucial for society, with 50% of cancer patients receiving radiation treatments. For the most precise targeting of tumors,…
This paper focuses on the randomized Milstein scheme for approximating solutions to stochastic Volterra integral equations with weakly singular kernels, where the drift coefficients are non-differentiable. An essential component of the…
We develop structure preserving schemes for a class of nonlinear mobility continuity equation. When the mobility is a concave function, this equation admits a form of gradient flow with respect to a Wasserstein-like transport metric. Our…
How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…
This paper focuses on two variants of the Milstein scheme, namely the split-step backward Milstein method and a newly proposed projected Milstein scheme, applied to stochastic differential equations which satisfy a global monotonicity…
In this paper, we present an efficient numerical method to address a thermodynamically consistent gas flow model in porous media involving compressible gas and deformable rock. The accurate modeling of gas flow in porous media often poses…
We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…