Category Archives: Stochastic Differential Equations

Monte Carlo gPC methods for diffusive kinetic flocking models with uncertainties

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José Antonio Carrillo, Mattia Zanella

Vietnam Journal of Mathematics, 47(4):931-954, 2019. (Preprint arXiv)

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a Monte Carlo approach in the phase space coupled with a stochastic Galerkin expansion in the random space. The proposed methods naturally preserve the positivity of the statistical moments of the solution and are capable to achieve high accuracy in the random space. Several tests on a kinetic alignment model with self propulsion validate the proposed methods both in the homogeneous and inhomogeneous setting, shading light on the influence of uncertainties in phase transition phenomena driven by noise such as their smoothing and confidence bands.

 

Stochastic modeling and simulation of ion transport through channels

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Fig6d_grandeDaniela Morale, Mattia Zanella, Vincenzo Capasso, Willi Jäger                                                                                            

SIAM Journal on Multiscale Modeling & Simulation, vol. 14(1): 113-137. (Preprint arXiv)

Ion channels are of major interest and form an area of intensive
research in the fields of biophysics and medicine since they control many vital physiological functions. The aim of this work is on one hand to propose a fully stochastic and discrete model describing the main characteristics of a multiple channel system. The movement of the ions is coupled, as usual, with a Poisson equation for the electrical field; we have considered, in addition, the influence of exclusion forces. On the other hand, we have discussed about the nondimensionalization of the stochastic system by using real physical parameters, all supported by numerical simulations. The specific features of both cases of micro- and nanochannels have been taken in due consideration with particular attention to the latter case in order to show that it is necessary to consider a discrete and stochastic model for ions movement inside the channels.

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