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Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

We develop and analyse finite volume methods for the Poisson problem with boundary conditions involving oblique derivatives. We design a generic framework, for finite volume discretisations of such models, in which internal fluxes are not…

Numerical Analysis · Mathematics 2019-08-12 Jerome Droniou , Matej Medla , Karol Mikula

Traditional finite element approaches are well-known to introduce spurious oscillations when applied to advection-dominated problems. We explore alleviation of this issue from the perspective of a generalized finite element formulation,…

Numerical Analysis · Mathematics 2021-10-04 Troy Shilt , Patrick O'Hara , Jack J. McNamara

In this paper, we focus on finite volume approximation schemes to solve a non-local material flow model in two space dimensions. Based on the numerical discretisation with dimensional splitting, we prove the convergence of the approximate…

Analysis of PDEs · Mathematics 2019-02-19 Elena Rossi , Jennifer Kötz , Paola Goatin , Simone Göttlich

Finite difference discretization schemes preserving a subgroup of the maximal Lie invariance group of the one-dimensional linear heat equation are determined. These invariant schemes are constructed using the invariantization procedure for…

Mathematical Physics · Physics 2013-08-02 Alexander Bihlo , Jean-Christophe Nave

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We present a new approach to determine the small-scale statistical behavior of hydrodynamic turbulence by means of lattice simulations. Using the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2011-11-10 David Mesterházy , Karl Jansen

The spatial discretization of convective terms in compressible flow equations is studied from an abstract viewpoint, for finite-difference methods and finite-volume type formulations with cell-centered numerical fluxes. General conditions…

Fluid Dynamics · Physics 2023-01-25 Gennaro Coppola , Arthur E. P. Veldman

Lattice Boltzmann models are briefly introduced together with references to methods used to predict their ability for simulations of systems described by partial differential equations that are first order in time and low order in space…

Numerical Analysis · Mathematics 2024-11-15 Pierre Lallemand , François Dubois , Li-shi Luo

We consider the "convection-diffussion" equation $u_t=J*u-u-uu_x,$ where $J$ is a probability density. We supplement this equation with step-like initial conditions and prove a convergence of corresponding solution towards a rarefaction…

Analysis of PDEs · Mathematics 2013-04-17 Anna Pudelko

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

In this work, we illustrate the underlying mathematical structure of mixed-dimensional models arising from the composition of graphs and continuous domains. Such models are becoming popular in applications, in particular, to model the human…

Numerical Analysis · Mathematics 2020-08-27 Erlend Hodneland , Xiaozhe Hu , Jan Martin Nordbotten

We obtain solutions to conservation laws under any random initial conditions that are described by Gaussian stochastic processes (in some cases discretized). We analyze the generalization of Burgers' equation for a smooth flux function…

Analysis of PDEs · Mathematics 2018-05-14 Carey Caginalp

Finite-difference Lattice Boltzmann (LB) models are proposed for simulating gas flows in devices with microscale geometries. The models employ the roots of half-range Gauss-Hermite polynomials as discrete velocities. Unlike the standard LB…

Fluid Dynamics · Physics 2013-08-06 G. P. Ghiroldi , L. Gibelli

Boundary integral numerical methods are among the most accurate methods for interfacial Stokes flow, and are widely applied. They have the advantage that only the boundary of the domain must be discretized, which reduces the number of…

Numerical Analysis · Mathematics 2021-05-18 David M. Ambrose , Michael Siegel , Keyang Zhang

When studying fluid mechanics in terms of instability, bifurcation and invariant solutions one quickly finds out how little can be done by pen and paper. For flows on sufficiently simple domains and under sufficiently simple boundary…

Fluid Dynamics · Physics 2020-04-03 Lennaert van Veen

The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…

Numerical Analysis · Mathematics 2019-12-03 Qiuxiang Zhong , Ke Yin , Yuping Duan

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

Let $(X_t)_{t \ge 0}$ be solution of a one-dimensional stochastic differential equation. Our aim is to study the convergence rate for the estimation of the invariant density in intermediate regime, assuming that a discrete observation of…

Statistics Theory · Mathematics 2024-03-04 Chiara Amorino , Arnaud Gloter

Burgers equation is one of the simplest nonlinear partial differential equations-it combines the basic processes of diffusion and nonlinear steepening. In some applications it is appropriate for the diffusion coefficient to be a…

Mathematical Physics · Physics 2007-05-23 Zhenquan Li , A. J. Roberts