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Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…

High Energy Physics - Phenomenology · Physics 2024-03-29 Johannes Hoelck , Georg Wolschin

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2021-07-05 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…

Numerical Analysis · Mathematics 2020-02-03 Siavash Jafarzadeh , Adam Larios , Florin Bobaru

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…

Numerical Analysis · Mathematics 2019-07-05 Natanael Quintino , Mauro Rincon

Mathematical modeling at the level of the full cardiovascular system requires the numerical approximation of solutions to a one-dimensional nonlinear hyperbolic system describing flow in a single vessel. This model is often simulated by…

Computational Physics · Physics 2015-04-22 Sebastian Acosta , Charles Puelz , Beatrice Riviere , Daniel J. Penny , Craig G. Rusin

Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…

Probability · Mathematics 2012-07-18 Olga Aryasova , Alessandro De Gregorio , Enzo Orsingher

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…

Statistical Mechanics · Physics 2021-08-09 Swati Mudra , Aniruddha Chakraborty

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

We consider the overdamped Brownian dynamics of a particle starting inside a square potential well which, upon exiting the well, experiences a flat potential where it is free to diffuse. We calculate the particle's probability distribution…

Statistical Mechanics · Physics 2021-07-14 Oded Farago

In this paper we study the finite element approximation of systems of second-order nonlinear hyperbolic equations. The proposed numerical method combines a $hp$-version discontinuous Galerkin finite element approximation in the time…

Numerical Analysis · Mathematics 2022-12-02 Aili Shao

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation…

Statistical Mechanics · Physics 2007-07-10 P. S. Burada , G. Schmid , D. Reguera , J. M. Rubi , P. Hanggi

We construct a finite element method for the numerical solution of a fractional porous medium equation on a bounded open Lipschitz polytopal domain $\Omega \subset \mathbb{R}^{d}$, where $d = 2$ or $3$. The pressure in the model is defined…

Numerical Analysis · Mathematics 2025-09-03 José A. Carrillo , Stefano Fronzoni , Endre Süli

We provide new concepts for understanding transport phenomena in flows of granular materials by using a non-Fickian macroscopic model of axial diffusion of a granular material in a finite cylindrical tumbler. The model accounts for…

Soft Condensed Matter · Physics 2023-04-04 Ivan C. Christov , Howard A. Stone

The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…

Statistical Mechanics · Physics 2024-05-31 P. Garbaczewski , M. Żaba

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial…

Numerical Analysis · Mathematics 2025-02-13 Dean Muir , Kenneth Duru , Matthew Hole , Stuart Hudson

In this paper, the fractional projective Riccati expansion method is proposed to solve fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional Burgers equation, the space-time…

Solar and Stellar Astrophysics · Physics 2015-04-15 Emad A-B. Abdel-Salam , Eltayeb A. Yousif , Gmal F. Hassan
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