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We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
An active learning algorithm for the classification of high-dimensional images is proposed in which spatially-regularized nonlinear diffusion geometry is used to characterize cluster cores. The proposed method samples from estimated cluster…
We want to propose a new discretization ansatz for the second order Hessian complex exploiting benefits of isogeometric analysis, namely the possibility of high-order convergence and smoothness of test functions. Although our approach is…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
We show that solutions of the chemical reaction-diffusion system associated to $A+B\rightleftharpoons C$ in one spatial dimension can be approximated in $L^2$ on any finite time interval by solutions of a space discretized ODE system which…
The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…
The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…
Incorporating symmetries into the numerical solution of differential equations has been a mainstay of research over the last 40 years, however, one aspect is less known and under-utilised: discretisations of partial differential equations…
We consider one dimensional lattice diffusion model on a microscale grid with many discrete diffusivity values which repeat periodicially. Computer algebra explores how the dynamics of small coupled `patches' predict the slow emergent…
A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…
A class of two-species ({\it three-states}) bimolecular diffusion-limited models of classical particles with hard-core reacting and diffusing in a hypercubic lattice of arbitrary dimension is investigated. The manifolds on which the…
In this work we propose an efficient black-box solver for two-dimensional stationary diffusion equations, which is based on a new robust discretization scheme. The idea is to formulate an equation in a certain form without derivatives with…
We study diffusion in systems of classical particles whose dynamics conserves the total center of mass. This conservation law leads to several interesting consequences. In finite systems, it allows for equilibrium distributions that are…
A numerical approach for solving evolutionary partial differential equations in two and three space dimensions on block-based adaptive grids is presented. The numerical discretization is based on high-order, central finite-differences and…
We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…
In this work we study the dynamic behaviour of compound shells of revolution partially filled with an ideal incompressible fluid based on boundary-value problems. New analytical mathematical model with corresponding discrete scheme for the…
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…
We propose an unified algebraic approach for static condensation and hybridization, two popular techniques in finite element discretizations. The algebraic approach is supported by the construction of scalable solvers for problems involving…
To solve the path integral for quantum gravity, one needs to regularise the space-times that are summed over. This regularisation usually is a discretisation, which makes it necessary to give up some paradigms or symmetries of continuum…
To capture the global structure of a dynamical system we reformulate dynamics in terms of appropriately constructed topologies, which we call flow topologies; we call this process topologization. This yields a description of a semi-flow in…