Related papers: Universal, Continuous-Discrete Nonlinear Yau Filte…
In this study, we propose a unified, general framework for the direct discontinuous Galerkin methods. In the new framework, the antiderivative of the nonlinear diffusion matrix is not needed. This allows a simple definition of the numerical…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
Fractional Klein-Kramers equation can well describe subdiffusion in phase space. In this paper, we develop the fully discrete scheme for fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local…
Fourier solvers have become efficient tools to establish structure-property relations in heterogeneous materials. Introduced as an alternative to the Finite Element (FE) method, they are based on fixed-point solutions of the…
This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…
In this work we present the logarithmic diffusion equation as a limit case when the index that characterizes a nonlinear Fokker-Planck equation, in its diffusive term, goes to zero. A linear drift and a source term are considered in this…
We propose an energy-stable parametric finite element method (ES-PFEM) to discretize the motion of a closed curve under surface diffusion with an anisotropic surface energy $\gamma(\theta)$ -- anisotropic surface diffusion -- in two…
The fractional diffraction optics theory has been elaborated using the Green function technique. The optics-fractional equation describing the diffraction X-ray scattering by imperfect crystals has been derived as the fractional matrix…
We discuss the relationship between kinetic equations of the Fokker-Planck type (two linear and one non-linear) and the Kolmogorov (a.k.a. master) equations of certain N-body diffusion processes, in the context of Kac's "propagation of…
We develop a general solution for the Fokker-Planck (Kolomogorov) equation representing the diffusion limit of the Wright-Fisher model of random genetic drift for an arbitrary number of alleles at a single locus. From this solution, we can…
The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347…
This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
The paper deals with the initial value problem for linear systems of FDEs with variable coefficients involving Riemann--Liouville and Caputo derivatives. The technique of the generalized Peano--Baker series is used to obtain the…
We study the general solution of the Fokker-Planck equation in d dimensions with arbitrary space and time dependent diffusion matrix and drift term. We show how to construct the solution, for arbitrary initial distributions, as an…
The Feynman-Kac formulae (FKF) express local solutions of partial differential equations (PDEs) as expectations with respect to some complementary stochastic differential equation (SDE). Repeatedly sampling paths from the complementary SDE…
This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
We consider filtering for a continuous-time, or asynchronous, stochastic system where the full distribution over states is too large to be stored or calculated. We assume that the rate matrix of the system can be compactly represented and…
We propose a new method for constructing exact solutions to nonlinear delay reaction--diffusion equations of the form $$ u_t=ku_{xx}+F(u,w), $$ where $u=u(x,t)$, $w=u(x,t-\tau)$, and $\tau$ is the delay time. The method is based on…