Modeling of dispersion of air pollutants in the atmosphere is one of the most important and
challenging scientific problems. There are several natural and anthropogenic events where …

The development of detailed, coherent, models of complex biological systems is recognized
as a key requirement for integrating the increasing amount of experimental data. In addition …

We derive the stationary probability distribution for a non-equilibrium system composed by
an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a …

Purpose: Monte Carlo methods are considered as the gold standard for dosimetric
computations in radiotherapy. Their execution time is, however, still an obstacle to the …

We present Sailfish, an open source fluid simulation package implementing the lattice
Boltzmann method (LBM) on modern Graphics Processing Units (GPUs) using …

We study a noisy drive mechanism for efficiency enhancement of Brownian motors operating
on the microscale domain. It was proven [J. Spiechowicz, J. Stat. Mech.(2013) P02044 …

This work presents an updated and extended guide on methods of a proper acceleration of
the Monte Carlo integration of stochastic differential equations with the commonly available …

We derive a posteriori error estimates for the (stopped) weak Euler method to discretize SDE
systems which emerge from the probabilistic reformulation of elliptic and parabolic (initial) …

Understanding the stochastic dynamics of tracer particles in active fluids is important for
identifying the physical properties of flow generating objects such as colloids, bacteria or …

We introduce an extensible software toolbox, xSPDE, for solving ordinary and partial
stochastic differential equations. The toolbox makes extensive use of vector and parallel …