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We study a finite volume scheme for the approximation of the solution to convection diffusion equations with nonlinear convection and Robin boundary conditions. The scheme builds on the interpretation of such a continuous equation as the…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
We consider a model convection-diffusion problem and present our recent numerical and analysis results regarding mixed finite element formulation and discretization in the singular perturbed case when the convection term dominates the…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
This paper is concerned with monotone (time-explicit) finite difference schemes associated with first order Hamilton-Jacobi equations posed on a junction. They extend the schemes recently introduced by Costeseque, Lebacque and Monneau…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
The classical result by It\^o on the existence of strong solutions of stochastic differential equations (SDEs) with Lipschitz coefficients can be extended to the case where the drift is only measurable and bounded. These generalizations are…
We present an exact mathematical transformation which converts a wide class of advection-diffusion equations into a form allowing simple and direct spatial discretization in all dimensions, and thus the construction of accurate and more…
We prove a dispersive estimate for the solutions of the linearized Water-Waves equations in dimension 1 in presence of a flat bottom. We prove a decay with respect to time t of order 1/3 for solutions with initial data in weighted Sobolev…
The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…
We consider the fully non-local diffusion equations with non-negative $L^1$-data. Based on the approximation and energy methods, we prove the existence and uniqueness of non-negative entropy solutions for such problems. In particular, our…
We prove the existence and uniqueness of entropy solutions for nonlinear diffusion equations with nonlinear conservative gradient noise. As particular applications our results include stochastic porous media equations, as well as the…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
The estimate of coefficients of the Convection-Diffusion Equation (CDE) from experimental measurements belongs in the category of inverse problems, which are known to come with issues of ill-conditioning or singularity. Here we concentrate…
Motivated by porous medium equations with randomly perturbed velocity field, this paper considers a class of nonlinear degenerate diffusion equations with nonlinear conservative noise in bounded domains. The existence, uniqueness and…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We investigate the numerical approximation of (discontinuous) entropy solutions to nonlinear hyperbolic conservation laws posed on a Lorentzian manifold. Our main result establishes the convergence of monotone and first-order finite volume…
We consider a class of aggregation-diffusion equations on unbounded one dimensional domains with Lipschitz nonincreasing mobility function. We show strong $L^1$-convergence of a suitable deterministic particle approximation to weak…
The diffusion approximation of stochastic gradient descent (SGD) in current literature is only valid on a finite time interval. In this paper, we establish the uniform-in-time diffusion approximation of SGD, by only assuming that the…