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We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…

数值分析 · 数学 2012-04-06 Jan Baldeaux , Eckhard Platen

Theory-based scaling laws of the near and far scrape-off layer (SOL) widths are analytically derived for L-mode diverted tokamak discharges by using a two-fluid model. The near SOL pressure and density decay lengths are obtained by…

等离子体物理 · 物理学 2021-04-20 M. Giacomin , A. Stagni , P. Ricci , J. A. Boedo , J. Horacek , H. Reimerdes , C. K. Tsui

We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…

统计力学 · 物理学 2023-11-09 I. F. Barna , L. Matyas

A computational method based on a first-principles multiscale simulation has been used for calculating the optical response and the ablation threshold of an optical material irradiated with an ultrashort intense laser pulse. The method…

We study diffusion processes in regions generated by sliding a cross section by the phase flow of vector filed on curved spaces of arbitrary dimension. We do this by studying the effective diffusion coefficient D that arises when trying to…

数学物理 · 物理学 2020-08-13 Carlos Valero

Molecular dynamics simulations are a powerful tool to study diffusion processes in battery electrolyte and electrode materials. From a single molecular dynamics simulation many properties relevant to diffusion can be obtained, including the…

化学物理 · 物理学 2018-07-09 Niek J. J. de Klerk , Eveline van der Maas , Marnix Wagemaker

We investigate the collapse of primordial gas in a minihalo with three-dimensional radiation hydrodynamics simulations that accurately model the transfer of H2 line emission. For this purpose, we have implemented a multiline, multifrequency…

宇宙学与河外天体物理 · 物理学 2014-09-08 Thomas H. Greif

The accurate prediction of flow fields around airfoils is crucial for aerodynamic design and optimisation. Computational Fluid Dynamics (CFD) models are effective but computationally expensive, thus inspiring the development of surrogate…

机器学习 · 计算机科学 2025-11-19 Kenechukwu Ogbuagu , Sepehr Maleki , Giuseppe Bruni , Senthil Krishnababu

In order to describe excitable reaction-diffusion systems, we derive a two-dimensional model with a Hopf and a semilocal saddle-node homoclinic bifurcation. This model gives the theoretical framework for the analysis of the saddle-node…

数学物理 · 物理学 2007-05-23 Rui Dilao , Andras Volford

This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook…

计算物理 · 物理学 2021-09-21 Suhas S. Jain , Michael C. Adler , Jacob R. West , Ali Mani , Parviz Moin , Sanjiva K. Lele

Diffusion model, the state-of-the-art generative machine learning architecture, has shown promising results airfoil inverse designs. In this study, we implemented and trained a series of diffusion models on three different airfoil geometry…

流体动力学 · 物理学 2026-01-26 Yingfan Geng , Jinhong Wang , Teng Cao

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

天体物理仪器与方法 · 物理学 2015-05-19 Prateek Sharma , Gregory W. Hammett

We compare the three-dimensional gas temperature distributions obtained by a dedicated radiative transfer and photoionisation code, MOCASSIN, against those obtained by the recently-developed Smooth Particle Hydrodynamics (SPH) plus…

星系天体物理 · 物理学 2015-05-20 Barbara Ercolano , Matthias Gritschneder

This study focuses on the numerical simulation of high Reynolds number separated flows and proposes a data-driven approach to improve the predictive capability of the SA turbulence model. First, data assimilation was performed on two…

流体动力学 · 物理学 2025-03-13 Xuxiang Sun , Xianglin Shan , Yilang Liu , Weiwei Zhang

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

数值分析 · 数学 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Diffusion-based inverse algorithms have shown remarkable performance across various inverse problems, yet their reliance on numerous denoising steps incurs high computational costs. While recent developments of fast diffusion ODE solvers…

计算机视觉与模式识别 · 计算机科学 2025-10-22 Jiawei Zhang , Ziyuan Liu , Leon Yan , Gen Li , Yuantao Gu

Far-infrared (FIR) emission lines are a powerful tool to investigate the properties of the interstellar medium, especially in high-redshift galaxies, where ALMA observations have provided unprecedented information. Interpreting such data…

星系天体物理 · 物理学 2020-09-28 Alessandro Lupi , Andrea Pallottini , Andrea Ferrara , Stefano Bovino , Stefano Carniani , Livia Vallini

The primary target of this paper is to present novel compounds in view of their possible use as oxidizers in propulsion applications using molecular modeling calculations and supersonic flow simulations. Carbon-based heterocyclic compounds…

高能物理 - 实验 · 物理学 2022-03-23 Pujan Biswas , Sudarshan Kumar , Neeraj Kumbhakarna

The present research proposes a new memory-efficient method using diffusion models to inject turbulent inflow conditions into Large Eddy Simulation (LES) and Direct Numerical Simulation (DNS) for various flow problems. A guided diffusion…

We developed an implicit Particle-in-cell/Monte Carlo model in two-dimensional and axisymmetric geometry for the simulations of the radio-frequency discharges, by introducing several numerical schemes which include variable weights,…

等离子体物理 · 物理学 2011-04-19 Hong-yu Wang , Wei Jiang , You-nian Wang