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When propagating uncertainty in the data of differential equations, the probability laws describing the uncertainty are typically themselves subject to uncertainty. We present a sensitivity analysis of uncertainty propagation for…

Probability · Mathematics 2022-03-01 Oliver G. Ernst , Alois Pichler , Björn Sprungk

We consider a discretized version of the quenched Edwards-Wilkinson model for the propagation of a driven interface through a random field of obstacles. Our model consists of a system of ordinary differential equations on a $d$-dimensional…

Probability · Mathematics 2016-08-02 Patrick W. Dondl , Michael Scheutzow

Electromagnetic wave-based analogue computing has become an interesting computing paradigm demonstrating the potential for high-throughput, low power, and parallel operations. In this work, we propose a technique for the calculation of…

Optics · Physics 2023-10-16 Ross Glyn MacDonald , Alex Yakovlev , Victor Pacheco-Peña

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…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

We study finite element approximations of elliptic and parabolic interface problems with discontinuous coefficients and nonlinear jump conditions. We introduce a scalar interface reduction in which the solution is decomposed into a…

Numerical Analysis · Mathematics 2026-05-12 So-Hsiang Chou

We introduce a methodology for performing parameter inference in high-dimensional, non-linear diffusion processes. We illustrate its applicability for obtaining insights into the evolution of and relationships between species, including…

Machine Learning · Statistics 2024-11-15 Nicklas Boserup , Gefan Yang , Michael Lind Severinsen , Christy Anna Hipsley , Stefan Sommer

Extreme precipitation causes severe societal and economic damage, and weather control has long been discussed as a potential mitigation strategy. However, to the best of our knowledge, perturbation-based interventions for weather control…

Machine Learning · Computer Science 2026-05-15 Ayumu Ueyama , Kazuhiko Kawamoto , Hiroshi Kera

This thesis deals with shape optimization for contact mechanics. More specifically, the linear elasticity model is considered under the small deformations hypothesis, and the elastic body is assumed to be in contact (sliding or with Tresca…

Optimization and Control · Mathematics 2022-08-30 Bastien Chaudet-Dumas

For a general formulation of linearised hybrid inverse problems in impedance tomography, the qualitative properties of the solutions are analysed. Using an appropriate scalar pseudo-differential formulation, the problems are shown to permit…

Analysis of PDEs · Mathematics 2017-08-03 Guillaume Bal , Kristoffer Hoffmann , Kim Knudsen

We consider diffusion-controlled release of particles from $d$-dimensional radially-symmetric geometries. A quantity commonly used to characterise such diffusive processes is the proportion of particles remaining within the geometry over…

Biological Physics · Physics 2023-09-20 Luke P. Filippini , Matthew J. Simpson , Elliot J. Carr

Diffusion models have emerged from various theoretical and methodological perspectives, each offering unique insights into their underlying principles. In this work, we provide an overview of the most prominent approaches, drawing attention…

Machine Learning · Computer Science 2024-09-04 Solveig Klepper

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…

Analysis of PDEs · Mathematics 2020-03-13 Yihong Du , Wenjie Ni

This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…

Numerical Analysis · Mathematics 2021-10-05 Thi-Thao-Phuong Hoang

We define two algorithms for propagating information in classification problems with pairwise relationships. The algorithms are based on contraction maps and are related to non-linear diffusion and random walks on graphs. The approach is…

Data Structures and Algorithms · Computer Science 2019-05-16 Pedro F. Felzenszwalb , Benar F. Svaiter

We show that several diffusion-based approximations (classical diffusion or SP1, SP2, SP3) to the linear Boltzmann equation can (for an infinite, homogeneous medium) be represented exactly by a non-classical transport equation. As a…

Mathematical Physics · Physics 2015-07-03 Martin Frank , Kai Krycki , Edward W. Larsen , Richard Vasques

The analytical solution of the equation describing diffusion of intrinsic point defects has been obtained for a one-dimensional finite-length domain. This solution is intended for investigating and modeling the changes in defect…

Materials Science · Physics 2014-06-26 O. I. Velichko

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

This paper deals with the evolution equation of a curve obtained as the sharp interface limit of a non-linear system of two reaction-diffusion PDEs. This system was introduced as a phase-field model of (crawling) motion of eukaryotic cells…

Analysis of PDEs · Mathematics 2016-03-23 Matthew S. Mizuhara , Leonid Berlyand , Volodymyr Rybalko , Lei Zhang

We formally derive interface conditions for modeling fractures in Darcy flow problems and, more generally, thin inclusions in heterogeneous diffusion problems expressed as the divergence of a flux. Through a formal integration of the…

Numerical Analysis · Mathematics 2024-12-03 Marco Favino