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A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…

Numerical Analysis · Mathematics 2015-05-06 Luca Bonaventura , Roberto Ferretti

Richardson extrapolation is applied to a simple first-order upwind difference scheme for the approximation of solutions of singularly perturbed convection-diffusion problems in one dimension. Robust a posteriori error bounds are derived for…

Numerical Analysis · Mathematics 2023-08-07 Torsten Linß , Goran Radojev

For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…

Numerical Analysis · Mathematics 2015-09-30 Gabriel R. Barrenechea , Erik Burman , Fotini Karakatsani

We derive a posteriori error estimates in the $L_\infty((0,T];L_\infty(\Omega))$ norm for approximations of solutions to linear para bolic equations. Using the elliptic reconstruction technique introduced by Makridakis and Nochetto and heat…

Numerical Analysis · Mathematics 2011-04-06 Alan Demlow , Omar Lakkis , Charalambos Makridakis

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

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…

Numerical Analysis · Mathematics 2024-02-07 Constantin Bacuta , Daniel Hayes , Tyler O'Grady

This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…

Numerical Analysis · Mathematics 2025-11-26 Emmanuel Franck , Victor Michel-Dansac , Laurent Navoret , Vincent Vigon

Penalized estimation methods for diffusion processes and dependent data have recently gained significant attention due to their effectiveness in handling high-dimensional stochastic systems. In this work, we introduce an adaptive…

Statistics Theory · Mathematics 2024-12-24 Alessandro De Gregorio , Dario Frisardi , Francesco Iafrate , Stefano Iacus

A new technique of residual-type a posteriori error analysis is developed for the lowest-order Raviart-Thomas mixed finite element discretizations of convection-diffusion-reaction equations in two- or three-dimension. Both centered mixed…

Numerical Analysis · Mathematics 2015-03-26 Shaohong Du , Xiaoping Xie

In a previous work, we introduced a discretization scheme for a constrained optimal control problem involving the fractional Laplacian. For such a control problem, we derived optimal a priori error estimates that demand the convexity of the…

Optimization and Control · Mathematics 2016-03-31 Harbir Antil , Enrique Otarola

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

We consider semi-discrete first-order finite difference schemes for a nonlinear degenerate convection-diffusion equations in one space dimension, and prove an L1 error estimate. Precisely, we show that the L1 loc difference between the…

Analysis of PDEs · Mathematics 2012-09-20 K. H. Karlsen , U. Koley , N. H. Risebro

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

This paper concerns a posteriori error analysis for the streamline diffusion (SD) finite element method for the one and one-half dimensional relativistic Vlasov-Maxwell system. The SD scheme yields a weak formulation, that corresponds to an…

Numerical Analysis · Mathematics 2016-12-23 Mohammad Asadzadeh , Christoffer Standar

The explicit semi-Lagrangian method method for solution of Lagrangian transport equations as developed in [Natarajan and Jacobs, Computer and Fluids, 2020] is adopted for the solution of stochastic differential equations that is consistent…

Computational Physics · Physics 2021-07-07 H. Natarajan , P. P. Popov , G. B. Jacobs

This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…

Numerical Analysis · Mathematics 2019-02-22 W. Dahmen , R. P. Stevenson

In this paper, the a posteriori error estimates of the exponential midpoint method for time discretization are studied for linear and semilinear parabolic equations. Using the exponential midpoint approximation defined by a continuous and…

Numerical Analysis · Mathematics 2024-06-13 Xianfa Hu , Wansheng Wang , Mengli Mao , Jiliang Cao

We shall develop a fully discrete space-time adaptive method for linear parabolic problems based on new reliable and efficient a posteriori analysis for higher order dG(s) finite element discretisations. The adaptive strategy is motivated…

Numerical Analysis · Mathematics 2016-10-24 Fernando Gaspoz , Christian Kreuzer , Kunibert Siebert , Daniel Ziegler

With the growing demand for high-quality image generation on resource-constrained devices, efficient diffusion models have received increasing attention. However, such models suffer from approximation errors introduced by efficiency…

Machine Learning · Computer Science 2026-02-10 Yunshan Zhong , Weiqi Yan , Yuxin Zhang
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