Related papers: Generalized mixed variable-pullback scheme with no…
In molecular dynamics, penalized overdamped Langevin dynamics are used to model the motion of a set of particles that follow constraints up to a parameter $\varepsilon$. The most used schemes for simulating these dynamics are the Euler…
We present an extension of the PatchworkMHD code [1], itself an MHD-capable extension of the Patchwork code [2], for which several algorithms presented here were co-developed. Its purpose is to create a multipatch scheme compatible with…
The relativistic spinning particle model, proposed in [3,4], is analyzed in a Hamiltonian framework. The spin is simulated by extending the configuration space by introducing a light-like four vector degree of freedom. The model is heavily…
We develop a "hybrid approximative scheme" in the framework of the post-Newtonian approximation for computing general-relativistic polytropic models simulating neutron stars in critical rigid rotation. We treat the differential equations…
The hybrid Vlasov-Maxwell system of equations is suitable to describe a magnetized plasma at scales of the order of or larger than proton kinetic scales. An exact stationary solution is presented by revisiting previous results with a…
The long time effect of nonlinear perturbation to oscillatory linear systems can be characterized by the averaging method, and we consider first-order averaging for its simplest applicability to high-dimensional problems. Instead of the…
This work describes a new 1D hybrid approach for modeling atmospheric pressure discharges featuring complex chemistry. In this approach electrons are described fully kinetically using Particle-In-Cell/Monte-Carlo (PIC/MCC) scheme, whereas…
The exact global energy conservation laws for the full-$f$ and $\delta f$ formulations of the nonlinear electromagnetic gyrokinetic equations in general magnetic geometry are presented. In both formulations, the relation between…
Interest in vibrational polaritonic chemistry, where ground-state chemical kinetics are modified via confined optical modes in a cavity, has surged in recent years. Although models have been developed to understand cavity-modified…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
Oscillatory rarefied gas flows are frequently encountered in MEMS, and their efficient numerical simulation remains a major challenge due to the time dependent nature of the problem and the high dimensionality of the Boltzmann kinetic…
Solving real-world nonlinear semiconductor device problems modeled by the drift-diffusion equations coupled with the Poisson equation (also known as the Poisson-Nernst-Planck equations) necessitates an accurate and efficient numerical…
We consider the depth-integrated non-hydrostatic system derived by Yamazaki et al. An efficient formally second-order well-balanced hybrid finite volume finite difference numerical scheme is proposed. The scheme consists of a two-step…
The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…
Relativistic plasmas around compact objects can sometimes be approximated as being force-free. In this limit, the plasma inertia is negligible and the overall dynamics is governed by global electric currents. We present a novel numerical…
Elegant integration schemes of second and fourth order for simulations of rigid body systems are presented which treat translational and rotational motion on the same footing. This is made possible by a recent implementation of the exact…
We propose a new parallel Discontinuous Galerkin method for the approximation of hyperbolic systems of conservation laws. The method remains stable with large time steps, while keeping the complexity of an explicit scheme: it does not…
The stochastic volatility model is a popular tool for modeling the volatility of assets. The model is a nonlinear and non-Gaussian state space model, and consequently is difficult to fit. Many approaches, both classical and Bayesian, have…
A fully kinetic Vlasov simulation of the Geospace Environment Modeling (GEM) Magnetic Reconnection Challenge is presented. Good agreement is found with previous kinetic simulations using particle in cell (PIC) codes, confirming both the PIC…