Related papers: Computation of diffusive shock acceleration using …
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic particle method which allows to select the level of resolution at which a fluid is simulated. The numerical integration of its equations of motion still suffers from the lack of…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
We analyze a system of nonlinear stochastic partial differential equations (SPDEs) of mixed elliptic-parabolic type that models the propagation of electric signals and their effect on the deformation of cardiac tissue. The system governs…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
This paper presents an efficient parallel method for the deterministic solution of the 3D stationary Boltzmann transport equation applied to diffusive problems such as nuclear core criticality computations. Based on standard…
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…
The diffusion of tracer particles immersed in a granular gas under uniform shear flow (USF) is analyzed within the framework of the inelastic Boltzmann equation. Two different but complementary approaches are followed to achieve exact…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
A major attraction of diffusive shock acceleration is the prediction of power-law spectra for energetic particle distributions. However, this property is not fundamental to the theory. We demonstrate that for planar shocks with an oblique…
Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic…
We present the stochastic model of the galactic cosmic ray (GCR) particles transport in the heliosphere. Based on the solution of the Parker transport equation we developed models of the short-time variation of the GCR intensity, i.e. the…
Spatial reaction-diffusion models have been employed to describe many emergent phenomena in biological systems. The modelling technique most commonly adopted in the literature implements systems of partial differential equations (PDEs),…
We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
We present a three-dimensional hybrid simulation of a collisionless perpendicular shock in a partially ionized plasma for the first time. In this simulation, the shock velocity and the upstream ionization fraction are Vsh ~ 1333 km/s and fi…
We study relativistic particles undergoing surfing acceleration at perpendicular shocks. We assume that particles undergo diffusion in the component of momentum perpendicular to the shock plane due to moderate fluctuations in the shock…
We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…
Computational multi-scale methods capitalize on a large time-scale separation to efficiently simulate slow dynamics over long time intervals. For stochastic systems, one often aims at resolving the statistics of the slowest dynamics. This…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…