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We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

统计方法学 · 统计学 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…

计算物理 · 物理学 2025-07-16 Felix Sharipov

Recently, the DSBGK method (note: the original name DS-BGK is changed to DSBGK for simplicity) was proposed based on the BGK equation to reduce the stochastic noise in simulating rarefied gas flows at low velocity, in which the deviation…

计算物理 · 物理学 2012-07-05 Jun Li

The increasing application of cardiorespiratory simulations for diagnosis and surgical planning necessitates the development of computational methods significantly faster than the current technology. To achieve this objective, we leverage…

数值分析 · 数学 2024-03-21 Mahdi Esmaily , Dongjie Jia

Purpose: To improve on the original form of Fat DESPOT, a multiparametric mapping technique that returns the fat- and water-specific estimates of $R_1$ ($R_{1f}$, $R_{1w}$), $R_2^*$ , and proton density fat fraction (PDFF) by upgrading the…

This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…

最优化与控制 · 数学 2022-03-08 Weixin Wang , Taeyoung Lee

We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…

偏微分方程分析 · 数学 2023-02-22 Emeric Bouin , Clément Mouhot

To simulate the dynamics of fluid with polydisperse particles on macroscale level, one has to solve hydrodynamic equations with several relaxation terms, representing momentum transfer from fluid to particles and vice versa. For small…

Universal difference quotient representations are introduced for the exact self-sameness principles (SSP) as rules for rates of change introduced in [Clemence-Mkhope, D.P (2021, Preprint). The Exact Spectral Derivative Discretization Finite…

数值分析 · 数学 2021-07-19 D. P. Clemence-Mkhope

Solving the Bhatnagar-Gross-Krook (BGK) equation with a stochastic particle approach enables efficient and flexible simulations of flows in the transition regime, between continuum and free molecular flow. However, the usual first-order…

流体动力学 · 物理学 2024-12-02 Marcel Pfeiffer , Félix Garmirian , Tobias Ott

Recent developments in high peak-power table-top laser systems reaching highly relativistic light intensities have led to significant advances in laser-driven particle acceleration schemes (mainly the laser wakefield acceleration, LWFA)…

等离子体物理 · 物理学 2026-05-13 Szilárd Majorosi , Nasr A. M. Hafz , Zsolt Lécz

A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…

数值分析 · 数学 2022-08-15 Chun Liu , Cheng Wang , Steven M. Wise , Xingye Yue , Shenggao Zhou

This article develops a methodology allowing application of the complete machinery of particle-based inference methods upon the class of continuous-discrete State Space Models (CD-SSMs). Such models correspond to a latent continuous-time…

统计方法学 · 统计学 2025-11-17 Christopher Stanton , Alexandros Beskos

We revisit the classical stability versus accuracy dilemma for the lattice Boltzmann methods (LBM). Our goal is a stable method of second-order accuracy for fluid dynamics based on the lattice Bhatnager--Gross--Krook method (LBGK). The LBGK…

统计力学 · 物理学 2007-05-23 R. A. Brownlee , A. N. Gorban , J. Levesley

To address the magnetization dynamics in ferromagnetic materials described by the Landau-Lifshitz-Gilbert equation under large damping parameters, a third-order accurate numerical scheme is developed by building upon a second-order method…

数值分析 · 数学 2025-10-31 Changjian Xie , Cheng Wang

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…

计算物理 · 物理学 2021-08-25 Minglei Yang , Guannan Zhang , Diego del-Castillo-Negrete , Miroslav Stoyanov

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time.…

数值分析 · 数学 2022-07-22 Hugo Esquivel , Arun Prakash , Guang Lin

The unified gas kinetic scheme (UGKS) is a direct modeling method based on the gas dynamical model on the mesh size and time step scales. With the implementation of particle transport and collision in a time-dependent flux function, the…

计算物理 · 物理学 2017-10-25 Yajun Zhu , Chengwen Zhong , Kun Xu

We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…

数值分析 · 数学 2024-03-26 Samir Karaa , Kassem Mustapha , Naveed Ahmed

Simulation of the dynamics of dust-gas circumstellar discs is crucial in understanding the mechanisms of planet formation. The dynamics of small grains in the disc is stiffly coupled to the gas, while the dynamics of grown solids is…

地球与行星天体物理 · 物理学 2018-11-16 Olga P. Stoyanovskaya , Tatiana A. Glushko , Nikolay V. Snytnikov , Valeriy N. Snytnikov
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