Related papers: Gradient estimates for porous medium and fast diff…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
We propose a novel efficient and robust Wavelet-based Edge Multiscale Finite Element Method (WEMsFEM) motivated by \cite{MR3980476,GL18} to solve the singularly perturbed convection-diffusion equations. The main idea is to first establish a…
Fine-scale simulation of complex systems governed by multiscale partial differential equations (PDEs) is computationally expensive and various multiscale methods have been developed for addressing such problems. In addition, it is…
In this paper, we consider a poroelasticity problem in heterogeneous multicontinuum media that is widely used in simulations of the unconventional hydrocarbon reservoirs and geothermal fields. Mathematical model contains a coupled system of…
The interpretation of numerical methods, such as finite difference methods for differential equations, as point estimators allows for formal statistical quantification of the error due to discretisation in the numerical context. Competing…
In this paper, we propose a multiscale method for the Darcy-Forchheimer model in highly heterogeneous porous media. The problem is solved in the framework of generalized multiscale finite element methods (GMsFEM) combined with a multipoint…
The integral equation approach to partial differential equations (PDEs) provides significant advantages in the numerical solution of the incompressible Navier-Stokes equations. In particular, the divergence-free condition and boundary…
The paper studies a finite element method for computing transport and diffusion along evolving surfaces. The method does not require a parametrization of a surface or an extension of a PDE from a surface into a bulk outer domain. The…
This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…
We consider boundary value problems of the first and third kind for the diffusionwave equation. By using the method of energy inequalities, we find a priori estimates for the solutions of these boundary value problems.
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
We provide sparse estimates for gradients of solutions to divergence form elliptic partial differential equations in terms of the source data. We give a general result of Meyers (or Gehring) type, a result for linear equations with VMO…
In this work, we present the construction of two distinct finite element approaches to solve the Porous Medium Equation (PME). In the first approach, we transform the PME to a log-density variable formulation and construct a continuous…
We study the porous medium equation (PME) in one space dimension in presence of additive non-conservative white noise, and interpreted as a stochastic growth equation for the height field of an interface. We predict the values of the two…
Diffusion probabilistic models (DPMs) are emerging powerful generative models. Despite their high-quality generation performance, DPMs still suffer from their slow sampling as they generally need hundreds or thousands of sequential function…
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,…
Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…
Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…
We prove that the solutions to fast diffusion stochastic porous media equations have finite time extinction with strictly positive probability.
In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in…