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This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…

数值分析 · 数学 2021-10-22 Xiaobing Feng , Yan Luo , Liet Vo , Zhu Wang

We consider a Gierer-Meinhardt system on a surface coupled with a parabolic PDE in the bulk, the domain confined by this surface. Such a model was recently proposed and analyzed for two-dimensional bulk domains by Gomez, Ward and Wei (SIAM…

偏微分方程分析 · 数学 2020-10-12 Jan-Phillip Bäcker , Matthias Röger , Dmitri Kuzmin

This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…

数值分析 · 数学 2024-03-19 Lidia Aceto , Paolo Novati

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

化学物理 · 物理学 2023-08-07 Weiluo Ren , Weizhong Fu , Xiaojie Wu , Ji Chen

We introduce a new consensus based optimization (CBO) method where interacting particle system is driven by jump-diffusion stochastic differential equations. We study well-posedness of the particle system as well as of its mean-field limit.…

概率论 · 数学 2023-05-23 D. Kalise , A. Sharma , M. V. Tretyakov

Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…

量子物理 · 物理学 2015-06-26 Michele Pavon

This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic…

概率论 · 数学 2009-02-11 Rémi Rhodes

In an appropriate moving coordinate frame, source defects are time-periodic solutions to reaction-diffusion equations that are spatially asymptotic to spatially periodic wave trains whose group velocities point away from the core of the…

偏微分方程分析 · 数学 2015-06-16 Margaret Beck , Toan T. Nguyen , Bjorn Sandstede , Kevin Zumbrun

We analyze a variant of the Desai-Zwanzig model [J. Stat. Phys. {\bf 19}1-24 (1978)]. In particular, we study stationary states of the mean field limit for a system of weakly interacting diffusions moving in a multi-well potential energy…

统计力学 · 物理学 2019-03-13 Susana N. Gomes , Serafim Kalliadasis , Grigorios A. Pavliotis , Petr Yatsyshin

Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…

数值分析 · 数学 2009-04-07 Tony MacKenzie , A. J. Roberts

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

数学物理 · 物理学 2008-03-19 E. M. Beniaminov

In this study, we consider the simulation of subsurface flow and solute transport processes in the stationary limit. In the convection-dominant case, the numerical solution of the transport problem may exhibit non-physical diffusion and…

数值分析 · 数学 2023-07-19 A. Q. T. Ngo , P. Bastian , O. Ippisch

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

计算工程、金融与科学 · 计算机科学 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

Nonlinear deformations of a two-dimensional gas bubble are investigated in the framework of a Hamiltonian formulation involving surface variables alone. The Dirichlet--Neumann operator is introduced to accomplish this dimensional reduction…

流体动力学 · 物理学 2023-10-27 Philippe Guyenne

We develop a localized particle detector model formulated as a massive quantum field on Minkowski spacetime with the spatial origin excised. To render the problem well-posed at the puncture, we impose boundary conditions at the excised…

高能物理 - 理论 · 物理学 2026-02-12 Victor Hugo M. Ramos , João Paulo M. Pitelli , João C. A. Barata

Hydrodynamic projections, the projection onto conserved charges representing ballistic propagation of fluid waves, give exact transport results in many-body systems, such as the exact Drude weights. Focussing one one-dimensional systems, I…

统计力学 · 物理学 2022-02-17 Benjamin Doyon

Subsequent to the ideas presented in our previous papers [J.Phys.: Condens. Matter {\bf 14} (2002) 13777 and Eur. Phys. J. B {\bf 42} (2004) 529], we discuss here in detail a new analytical approach to calculating the phase-diagram for the…

无序系统与神经网络 · 物理学 2007-05-23 V. N. Kuzovkov , W. von Niessen

We present a framework for distributed Pose Graph Optimization (PGO) by formulating the problem as a second-order continuous-time dynamical system evolving on Lie groups. By modeling pose variables as massive particles subject to damping,…

机器人学 · 计算机科学 2026-05-13 Jaeho Shin , Maani Ghaffari , Yulun Tian

We study a variational model which combines features of the Ginzburg-Landau model in 2D and of the Mumford-Shah functional. As in the classical Ginzburg-Landau theory, a prescribed number of point vortices appear in the small energy regime;…

偏微分方程分析 · 数学 2017-11-27 Michael Goldman , Benoît Merlet , Vincent Millot

We construct a continuous family of exchangeable pairs by perturbing the random variable through diffusion processes on manifold in order to apply Stein method to certain geometric settings. We compare our perturbation by diffusion method…

概率论 · 数学 2020-07-07 Weitao Du