Dynamical low-rank approximation is a differential-equation-based approach to efficiently compute low-rank approximations to time-dependent large data matrices or to solutions of large matrix differential equations. We illustrate its use in the following application areas: as an updating...

Dynamic Data-Driven Application Systems—DDDAS—appear as a new paradigm in the field of applied sciences and engineering, and in particular in Simulation-based Engineering Sciences. By DDDAS we mean a set of techniques that allow the linkage of simulation tools with measurement devices for...

In Monte Carlo (MC) simulations of semiconductor devices it is necessary to enhance the statistics in sparsely populated regions of interest. In this work the Monte Carlo method for stationary carrier transport, known as the Single-Particle MC method, is considered. It gives a solution to the...

A brief review of the semi-classical Monte Carlo method for semiconductor device simulation is given, covering the standard Monte Carlo algorithms, variance reduction techniques, the self-consistent solution, and the physical semiconductor model including band structure and scattering...

The DSMC (direct simulation Monte Carlo) method for rarefied gas dynamics is studied. The behaviour of the underlying stochastic particle system is determined by three main components – the time step between subsequent collisions, the random mechanism for the choice of the collision partners,...

We consider a stochastic model of the two-dimensional chemostat as a diffusion process for the concentration of substrate and the concentration of biomass. The model allows for the washout phenomenon: the disappearance of the biomass inside the chemostat. We establish the Fokker–Planck...

A classical model used in the study of dynamics of polymeric liquids is the bead-spring chain representation of polymer molecules. The chain typically consists of a large number of beads and thus the state space V of its configuration, which is essentially the position of all the constituent...