相关论文: Density Approximation of Affine Jump Diffusions vi…
We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…
Maximum-entropy moment methods allow for the modelling of gases from the continuum regime to strongly rarefied conditions. The development of approximated solutions to the entropy maximization problem has made these methods computationally…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
We consider a basic one-dimensional model of diffusion which allows to obtain a diversity of diffusive regimes whose speed depends on the moments of the per-site trapping time. This model is closely related to the continuous time random…
Point defects affect material properties by altering electronic states and modifying local bonding environments. However, high-throughput first-principles simulations of point defects are costly due to large simulation cells and complex…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
We apply moment methods to obtaining an approximate analytical solution to Knudsen layers. Based on the hyperbolic regularized moment system for the Boltzmann equation with the Shakhov collision model, we derive a linearized hyperbolic…
Jeffery's equation with diffusion is widely used to predict the motion of concentrated fiber suspensions in flows with low Reynold's numbers. Unfortunately, the evaluation of the fiber orientation distribution can require excessive…
We revisit affine diffusion processes on general and on the canonical state space in particular. A detailed study of theoretic and applied aspects of this class of Markov processes is given. In particular, we derive admissibility conditions…
We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…
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…
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…
In this paper, we establish smoothness of moments of the solutions of discrete coagulation-diffusion systems. As key assumptions, we suppose that the coagulation coefficients grow at most sub-linearly and that the diffusion coefficients…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
We show the existence of a broad class of affine Markov processes in the cone of positive self-adjoint Hilbert-Schmidt operators. Such processes are well-suited as infinite dimensional stochastic volatility models. The class of processes we…
Behavior of the mixture of particles and dimers moving with different jump rates at reconstructed surfaces is described. Collective diffusion coefficient is calculated by the variational approach. Anisotropy of the collective particle…
In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…
We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…
An adjoint-based shape optimization method for solid bodies subjected to both rarefied and continuum gas flows is proposed. The gas-kinetic BGK equation with the diffuse-reflection boundary condition is used to describe the multiscale gas…
The use of stochastic models, in effect piecewise deterministic Markov processes (PDMP), has become increasingly popular especially for the modeling of chemical reactions and cell biophysics. Yet, exact simulation methods, for the…