相关论文: A second-order particle Fokker-Planck-Master metho…
A new approach to simulation of stationary flows by Direct Simulation Monte Carlo method is proposed. The idea is to specify an individual time step for each component of a gas mixture. The approach consists of modifications mainly to…
We demonstrate a method which allows the stochastic modelling of quantum systems for which the generalised Fokker-Planck equation in the phase space contains derivatives of higher than second order. This generalises quantum stochastics far…
The Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, is applied to continuous flow including shocks assuming that the Knudsen number is sufficiently small. In particular, we…
In this paper, we extend the unified kinetic particle (UGKP) method to the frequency-dependent radiative transfer equation with both absorption-emission and scattering processes. The extended UGKP method could not only capture the diffusion…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
We propose a novel feasible-path algorithm to solve the optimal power flow (OPF) problem for real-time use cases. The method augments the seminal work of Dommel and Tinney with second-order derivatives to work directly in the reduced space…
A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…
Currently existing energy-stable parametric finite element methods for surface diffusion flow and other flows are usually limited to first-order accuracy in time. Designing a high-order algorithm for geometric flows that can also be…
Stochastic models of chemical systems are often analysed by solving the corresponding Fokker-Planck equation which is a drift-diffusion partial differential equation for the probability distribution function. Efficient numerical solution of…
In order to numerically solve high-dimensional nonlinear PDEs and alleviate the curse of dimensionality, a stochastic particle method (SPM) has been proposed to capture the relevant feature of the solution through the adaptive evolution of…
For increasingly rarefied flowfields, the Navier-Stokes (NS) equations lose accuracy partially due to the single temperature approximation. To overcome this barrier, a continuum multi-temperature model based on the Bhatnagar-Gross-Krook…
The design of particle simulation methods for collisional plasma physics has always represented a challenge due to the unbounded total collisional cross section, which prevents a natural extension of the classical Direct Simulation Monte…
We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated…
This paper presents an implicit method for the discrete unified gas-kinetic scheme (DUGKS) to speed up the simulations of the steady flows in all flow regimes. The DUGKS is a multi-scale scheme finite volume method (FVM) for all flow…
We present a flow-based method for simulating and calculating nucleation rates of first-order phase transitions in scalar field theory on a lattice. Motivated by recent advancements in machine learning tools, particularly normalizing flows…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We use the Direct Simulation Monte Carlo (DSMC) method combined with an n-body code to study the dynamics of the interaction between a gas-rich spiral galaxy and intracluster or intragroup medium, often known as the ram pressure scenario.…
The dynamical evolution of dense stellar systems is simulated using a two-dimensional Fokker-Planck method, with the goal of providing a model for the formation of supermassive stars which could serve as seed objects for the supermassive…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…