Related papers: A stochastic Trotter integration scheme for dissip…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits, and reproduce the equilibrium…
The dissipative particle dynamics (DPD) simulation method has been shown to be a promising tool to study self-assembly of soft matter systems. In particular, it has been used to study block copolymer (BCP) self-assembly. However, previous…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker-Planck equation in grid-based state estimation routine,…
The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…
It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…
We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…
We present a highly accurate numerical method based on a boundary integral formulation and the leaky dielectric model to study the dynamics of surfactant-covered drops in the presence of an applied electric field. The method can simulate…
This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…
Inertial particles advected by a background flow can show complex structures. We consider inertial particles in a 2D Taylor-Green (TG) flow and characterize particle dynamics as a function of the particle's Stokes number using dynamic mode…
Context. Integrating the motion of stars in a smoothed potential is necessary in many stellar and galactic studies. Previous works have often used numerical integrators that alternate between linear drifts and velocity kicks (such as the…
This paper proposes a simple strategy to simulate stochastic differential equations (SDE) arising in constant temperature molecular dynamics. The main idea is to patch an explicit integrator with Metropolis accept or reject steps. The…
Building on our earlier work (Proesmans et. al., Phys.~Rev.~X \textbf{6} (2016), 041010), we introduce the underdamped Brownian duet as a prototype model of a dissipative system or of a work-to-work engine. Several recent advances from the…
By returning to the underlying discrete time formalism, we relate spurious results in coherent state path integral calculations to the high frequency structure of their propagators. We show how to modify the standard expressions for…
Stochastic processes, in the form of stochastic differential equations (SDEs), integrate stochastic elements to account for the inherent randomness in sediment particle trajectories in an open-channel turbulent flow. Accordingly, a…
Fokker-Planck equations are extensively employed in various scientific fields as they characterise the behaviour of stochastic systems at the level of probability density functions. Although broadly used, they allow for analytical treatment…
The discrete-dipole approximation (DDA) is a flexible technique for computing scattering and absorption by targets of arbitrary geometry. In this paper we perform systematic study of various non-stationary iterative (conjugate gradient)…
We present a new temporal discretization paradigm for developing energy-production-rate preserving numerical approximations to thermodynamically consistent partial differential equation systems, called the supplementary variable method. The…