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We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The…

统计力学 · 物理学 2016-03-23 Rüdiger Kürsten , Ulrich Behn

We present a "multipatch" infrastructure for numerical simulation of fluid problems in which sub-regions require different gridscales, different grid geometries, different physical equations, or different reference frames. Its key element…

天体物理仪器与方法 · 物理学 2018-07-11 Hotaka Shiokawa , Roseanne M. Cheng , Scott C. Noble , Julian H. Krolik

We develop a multiscale patch scheme for studying the system level characteristics of heterogeneous functional graded beams. The algorithm computes the detailed beam dynamics on the microscale, but only in small patches of the beam domain,…

动力系统 · 数学 2024-07-17 Thien Tran-Duc , J. E. Bunder , A. J. Roberts

Chemical reactions inside cells are generally considered to happen within fixed-size compartments. Needless to say, cells and their compartments are highly dynamic. Thus, such stringent assumptions may not reflect biochemical reality, and…

定量方法 · 定量生物学 2016-02-17 Atiyo Ghosh , Tatiana T. Marquez-Lago

We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…

数值分析 · 数学 2007-05-23 Dongbin Xiu , Ioannis Kevrekidis

The Gaussian phase-space representation can be used to implement quantum dynamics for fermionic particles numerically. To improve numerical results, we explore the use of dynamical diffusion gauges in such implementations. This is achieved…

数学物理 · 物理学 2023-12-07 F Rousse , M Fasi , A Dmytryshyn , M Gulliksson , M Ogren

Complex chaotic dynamics, seen in natural and industrial systems like turbulent flows and weather patterns, often span vast spatial domains with interactions across scales. Accurately capturing these features requires a high-dimensional…

混沌动力学 · 物理学 2024-10-03 C. Ricardo Constante-Amores , Alec J. Linot , Michael D. Graham

Transport across heterogeneous, patchy environments is a ubiquitous phenomenon spanning fields of study including ecological movement, intracellular transport and regions of specialised function in a cell. These regions or patches may be…

统计力学 · 物理学 2017-10-06 Sergei Fedotov , Helena Stage

For microscale heterogeneous PDEs, this article further develops novel theory and methodology for their macroscale mathematical/asymptotic homogenization. This article specifically encompasses the case of quasi-periodic heterogeneity with…

偏微分方程分析 · 数学 2022-09-08 A. J. Roberts

Time-evolving perforated domains arise in many engineering and geoscientific applications, including reactive transport, particle deposition, and structural degradation in porous media. Accurately capturing the macroscopic behavior of such…

数值分析 · 数学 2025-06-27 Wei Xie , Viet Ha Hoang , Yin Yang , Yunqing Huang

Parallel multiphysics simulations often suffer from load imbalances originating from the applied coupling of algorithms with spatially and temporally varying workloads. It is thus desirable to minimize these imbalances to reduce the time to…

分布式、并行与集群计算 · 计算机科学 2018-12-03 Christoph Rettinger , Ulrich Rüde

In homogenization theory, mathematical models at the macro level are constructed based on the solution of auxiliary cell problems at the micro level within a single periodicity cell. These problems are formulated using asymptotic expansions…

数值分析 · 数学 2025-06-10 P. N. Vabishchevich

The simulation of three dimensional magnetostatic problems plays an important role, for example when simulating synchronous electric machines. Building on prior work that developed a domain decomposition algorithm using isogeometric…

计算工程、金融与科学 · 计算机科学 2025-01-09 Mario Mally , Melina Merkel

The present paper is concerned with a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of a homogenization theorem (i.e., convergence of…

偏微分方程分析 · 数学 2020-07-21 Goro Akagi , Tomoyuki Oka

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

数值分析 · 数学 2026-05-13 Luke Benfield , Andreas Dedner

Diffusion models are powerful, but they require a lot of time and data to train. We propose Patch Diffusion, a generic patch-wise training framework, to significantly reduce the training time costs while improving data efficiency, which…

计算机视觉与模式识别 · 计算机科学 2023-10-20 Zhendong Wang , Yifan Jiang , Huangjie Zheng , Peihao Wang , Pengcheng He , Zhangyang Wang , Weizhu Chen , Mingyuan Zhou

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

统计理论 · 数学 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…

机器学习 · 统计学 2020-06-29 Martin Jørgensen , Marc Peter Deisenroth , Hugh Salimbeni

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

统计力学 · 物理学 2022-09-14 Toby Kay , Luca Giuggioli

We study the asymptotic behaviour of a system of nonlinear reaction--diffusion--advection equations in a domain consisting of two bulk regions connected via microscopic channels distributed within a thin membrane. Both the width of the…

偏微分方程分析 · 数学 2025-12-15 Lucas M. Fix , Gianna Götzmann , Malte A. Peter , Jan-F. Pietschmann