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In this paper, we consider the problem of jointly performing online parameter estimation and optimal sensor placement for a partially observed infinite dimensional linear diffusion process. We present a novel solution to this problem in the…

Optimization and Control · Mathematics 2022-01-12 Louis Sharrock , Nikolas Kantas

We consider the advection-diffusion equation on $\mathbb{T}^2$ with a Lipschitz and time-periodic velocity field that alternates between two piecewise linear shear flows. We prove enhanced dissipation on the timescale $|\log \nu|$, where…

Analysis of PDEs · Mathematics 2023-04-12 Tarek M. Elgindi , Kyle Liss , Jonathan C. Mattingly

The asymptotic behavior of a class of stochastic reaction-diffusion-advection equations in the plane is studied. We show that as the divergence-free advection term becomes larger and larger, the solutions of such equations converge to the…

Probability · Mathematics 2020-08-10 Sandra Cerrai , Guangyu Xi

Treating diffusion and advection/reaction separately is an effective strategy for solving semilinear advection-diffusion-reaction equations. However, such an approach is prone to suffer from order reduction, especially in the presence of…

Numerical Analysis · Mathematics 2025-11-12 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

High-fidelity, high-resolution numerical simulations are crucial for studying complex multiscale phenomena in fluid dynamics, such as turbulent flows and ocean waves. However, direct numerical simulations with high-resolution solvers are…

Numerical Analysis · Mathematics 2025-04-14 Wuzhe Xu , Yulong Lu , Lian Shen , Anqing Xuan , Ali Barzegari

In this paper we discuss different transmission operators for the non-overlapping Schwarz method which are suited for solving the time-harmonic Helmholtz equation in cavities (i.e. closed domains which do not feature an outgoing wave…

Numerical Analysis · Mathematics 2023-03-20 Nicolas Marsic , Christophe Geuzaine , Herbert De Gersem

Derivation of macroscopic models for advection-diffusion processes in the presence of dominant heterogeneous (e.g., surface) reactions using homogenisation theory or volume averaging is often deemed unfeasible due to the strong coupling…

Analysis of PDEs · Mathematics 2020-06-24 Federico Municchi , Matteo Icardi

In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…

Numerical Analysis · Mathematics 2017-09-26 Ana Djurdjevac , Charles M. Elliott , Ralf Kornhuber , Thomas Ranner

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

We present a Cartesian cut-cell finite-volume method for sharp-interface two-phase diffusion problems in static geometries. The formulation follows a two-fluid approach: independent diffusion equations are discretized in each phase on a…

Numerical Analysis · Mathematics 2026-01-07 Louis Libat , Can Selçuk , Eric Chénier , Vincent Le Chenadec

We introduce an accurate non-Hermitian Schr\"odinger-type approximation of Bloch optical equations for two-level systems. This approximation provides a complete description of the excitation, relaxation and decoherence dynamics in both weak…

Quantum Physics · Physics 2016-07-11 Raiju Puthumpally-Joseph , Maxim Sukharev , Eric Charron

When comparing measurements to numerical simulations of moisture transfer through porous materials a rush of the experimental moisture front is commonly observed in several works shown in the literature, with transient models that consider…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Julien Berger , Suelen Gasparin , Denys Dutykh , Nathan Mendes

In this work, we consider an extension to parabolic problems of the variational multiscale method with spectral approximation of the sub-scales. We first discretize in time using a finite difference scheme and second, apply the…

Numerical Analysis · Mathematics 2018-01-25 Tomás Chacón Rebollo , Soledad Fernández-García

Multiphase flows are an important class of fluid flow and their study facilitates the development of diverse applications in industrial, natural, and biomedical systems. We consider a model that uses a continuum description of both phases…

Fluid Dynamics · Physics 2025-08-04 Bindi M. Nagda , Aaron Barrett , Boyce E. Griffith , Aaron L. Fogelson , Jian Du

The magnetotelluric approximation of the Maxwell's equations is used to model the propagation of low frequency electro-magnetic waves in the Earth's subsurface, with the purpose of reconstructing the presence of mineral or oil deposits. We…

Numerical Analysis · Mathematics 2019-03-12 Fabrizio Donzelli , Martin J. Gander , Ronald D. Haynes

In order to find a way to have a better formulation for numerical evolution of the Einstein equations, we study the propagation equations of the constraints based on the Arnowitt-Deser-Misner formulation. By adjusting constraint terms in…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Hisa-aki Shinkai , Gen Yoneda

Implicit time-stepping for advection is applied locally in space and time where Courant numbers are large, but standard explicit time-stepping is used for the remaining solution which is typically the majority. This adaptively implicit…

Fluid Dynamics · Physics 2024-06-14 Hilary Weller , Christian Kuehnlein , Piotr K. Smolarkiewicz

We propose a novel method of resolving the optimal anisotropy function. The idea is to construct the optimal anisotropy function as a solution to the inverse Wulff problem, i.e. as a minimizer for the anisoperimetric ratio for a given…

Optimization and Control · Mathematics 2014-03-19 Daniel Sevcovic , Maria Trnovska

This paper addresses optimal design problems governed by multi-state stationary diffusion equations, aiming at the simultaneous optimization of the domain shape and the distribution of two isotropic materials in prescribed proportions.…

Optimization and Control · Mathematics 2026-02-19 Marko Erceg , Petar Kunštek , Marko Vrdoljak

We discuss parallel (additive) and sequential (multiplicative) variants of overlapping Schwarz methods for the Helmholtz equation in $\mathbb{R}^d$, with large real wavenumber and smooth variable wave speed. The radiation condition is…

Numerical Analysis · Mathematics 2025-10-21 Jeffrey Galkowski , Shihua Gong , Ivan G. Graham , David Lafontaine , Euan A. Spence