A convergent interacting particle method for computing KPP front speeds in random flows

T Zhang, Z Wang, J Xin, Z Zhang - arXiv preprint arXiv:2308.14479, 2023 - arxiv.org
We aim to efficiently compute spreading speeds of reaction-diffusion-advection (RDA) fronts
in divergence free random flows under the Kolmogorov-Petrovsky-Piskunov (KPP) …

A DeepParticle method for learning and generating aggregation patterns in multi-dimensional Keller–Segel chemotaxis systems

Z Wang, J Xin, Z Zhang - Physica D: Nonlinear Phenomena, 2024 - Elsevier
We study a regularized interacting particle method for computing aggregation patterns and
near singular solutions of a Keller–Segel (KS) chemotaxis system in two and three space …

A convergent interacting particle method and computation of KPP front speeds in chaotic flows

J Lyu, Z Wang, J Xin, Z Zhang - SIAM Journal on Numerical Analysis, 2022 - SIAM
In this paper, we study the propagation speeds of reaction-diffusion-advection fronts in time-
periodic cellular and chaotic flows with Kolmogorov--Petrovsky--Piskunov (KPP) …

Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method

Z Wang, J Xin, Z Zhang - ESAIM: Mathematical Modelling and …, 2022 - esaim-m2an.org
In this paper, we study the convergence analysis for a robust stochastic structure-preserving
Lagrangian numerical scheme in computing effective diffusivity of time-dependent chaotic …

A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model

Z Yang, X Li, X He, J Ming - Discrete and Continuous Dynamical Systems …, 2021 - par.nsf.gov
In this paper, we develop a sparse grid stochastic collocation method to improve the
computational efficiency in handling the steady Stokes-Darcy model with random hydraulic …

Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems

C Chen, J Hong, C Huang - IMA Journal of Numerical Analysis, 2024 - academic.oup.com
We investigate stochastic modified equations to explain the mathematical mechanism of
symplectic methods applied to rough Hamiltonian systems. The contribution of this paper is …

Convergence analysis of stochastic structure-preserving schemes for computing effective diffusivity in random flows

J Lyu, Z Wang, J Xin, Z Zhang - SIAM Journal on Numerical Analysis, 2020 - SIAM
In this paper, we develop efficient stochastic structure-preserving schemes to compute the
effective diffusivity for particles moving in random flows. We first introduce the motion of a …

Computing large deviation rate functions of entropy production for diffusion processes in the vanishing-noise limit and high dimensions by an interacting particle …

Z Wu, R Raquépas, J Xin, Z Zhang - arXiv preprint arXiv:2403.19223, 2024 - arxiv.org
We study an interacting particle method (IPM) for computing the large deviation rate function
of entropy production for diffusion processes, with emphasis on the vanishing-noise limit and …

[PDF][PDF] Sharp uniform in time error estimate on a stochastic structure-preserving Lagrangian method and computation of effective diffusivity in 3D chaotic flows

Z Wang, J Xin, Z Zhang - arXiv preprint arXiv:1808.06309, 2018 - hkumath.hku.hk
In this paper, we study the problem of computing the effective diffusivity for a particle moving
in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian …

Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions

C Huang - Journal of Differential Equations, 2023 - Elsevier
We develop a new framework for error analysis on stochastic numerical schemes, with the
rough path theory and stochastic backward error analysis. Based on our approach, we prove …