相关论文: A Comparison of Continuous and Stochastic Methods …

We report on the filaments that develop self-consistently in a new numerical simulation of cloud formation by colliding flows. As in previous studies, the forming cloud begins to undergo gravitational collapse because it rapidly acquires a…

We show that the growth rate of dust grains in cold molecular clouds is enhanced by the high degree of compressibility of a turbulent, dilute gas. By means of high resolution (10243) numerical simulations, we confirm the theory that the…

We present a numerical study of the evolution of molecular clouds, from their formation by converging flows in the warm ISM, to their destruction by the ionizing feedback of the massive stars they form. We improve with respect to our…

The interface formation model is applied to describe the initial stages of the coalescence of two liquid drops in the presence of a viscous ambient fluid whose dynamics is fully accounted for. Our focus is on understanding (a) how this…

We present an analysis of an adaptive time-stepping scheme for the Super-Droplet Method (SDM), a Monte Carlo algorithm for simulating particle coagulation. SDM represents cloud droplets as weighted superdroplets, enabling high-fidelity…

Stochastic economic dispatch models address uncertainties in forecasts of renewable generation output by considering a finite number of realizations drawn from a stochastic process model, typically via Monte Carlo sampling. Accurate…

The building of mathematical and computer models of cities has a long history. The core elements are models of flows (spatial interaction) and the dynamics of structural evolution. In this article, we develop a stochastic model of urban…

We consider a sheared granular system experiencing intermittent dynamics of stick-slip type via discrete element simulations. The considered setup consists of a two-dimensional system of soft frictional particles sandwiched between solid…

Given the importance of continuous-time stochastic volatility models to describe the dynamics of interest rates, we propose a goodness-of-fit test for the parametric form of the drift and diffusion functions, based on a marked empirical…

This paper develops a general data-driven approach to stochastic elastoplastic modelling that leverages atomistic simulation data directly rather than by fitting parameters. The approach is developed in the context of metallic glasses,…

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

The analysis of the size distribution of droplets condensing on a substrate (breath figures) is a test ground for scaling theories. Here, we show that a faithful description of these distributions must explicitly deal with the growth…

We report new dynamical modes in confined soft granular flows, such as stochastic jetting and dripping, with no counterpart in continuum viscous fluids. The new modes emerge as a result of the propagation of the chaotic behaviour of…

We study the instability development during a viscous liquid drop impacting a smooth substrate, using high speed photography. The onset time of the instability highly depends on the surrounding air pressure and the liquid viscosity: it…

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Population structure can have a significant effect on evolution. For some systems with sufficient symmetry, analytic results can be derived within the mathematical framework of evolutionary graph theory which relate to the outcome of the…

We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…