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The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…

Numerical Analysis · Mathematics 2016-07-26 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

In this paper, we propose a general framework to design asymptotic preserving schemes for the Boltzmann kinetic kinetic and related equations. Numerically solving these equations are challenging due to the nonlinear stiff collision (source)…

Numerical Analysis · Mathematics 2015-05-13 Francis Filbet , S. Jin

This review article aims to stress and reunite some of the analytic formalism of the anomalous diffusive processes that have succeeded in their description. Also, it has the objective to discuss which of the new directions they have taken…

Statistical Mechanics · Physics 2019-05-28 Maike A. F. dos Santos

We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2021-07-05 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

This paper aims to investigate the diffusion behavior of particles moving in stochastic flows under a structure-preserving scheme. We compute the effective diffusivity for normal diffusive random flows and establish the power law between…

Numerical Analysis · Mathematics 2024-05-30 Tan Zhang , Zhongjian Wang , Jack Xin , Zhiwen Zhang

In this paper, we prove the existence of classical solutions for the anisotropic surface diffusion with elasticity in the plane using a minimizing movements scheme, provided that the initial set is sufficiently regular. This scheme is…

Analysis of PDEs · Mathematics 2025-06-18 Andrea Kubin

Equation for anomalous diffusion in momentum space, recently obtained in the recent paper (S.A. Trigger, ArXiv 0907.2793 v1, [cond-matt. stat.-mech.], 16 July 2009) is solved for the stationary and non-stationary cases on basis of the…

Statistical Mechanics · Physics 2009-09-08 S. A. Trigger

Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…

Numerical Analysis · Mathematics 2015-03-27 A. A. Alikhanov

The accurate and robust simulation of transcritical real-fluid flows is crucial for many engineering applications. Diffused interface methods are frequently employed and several numerical schemes have been developed for simulating…

Fluid Dynamics · Physics 2017-12-08 Peter C. Ma , Hao Wu , Daniel T. Banuti , Matthias Ihme

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

Kraichnan's model of passive scalar advection in which the driving velocity field has fast temporal decorrelation is studied as a case model for understanding the appearance of anomalous scaling in turbulent systems. We demonstrate how the…

chao-dyn · Physics 2016-08-31 A. Fairhall , O. Gat , V. S. L'vov , I. Procaccia

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

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

We develop a novel Monte Carlo strategy for the simulation of the Boltzmann-BGK model with both low-collisional and high-collisional regimes present. The presented solution to maintain accuracy in low-collisional regimes and remove…

Numerical Analysis · Mathematics 2020-12-23 Bert Mortier , Martine Baelmans , Giovanni Samaey

Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…

Fluid Dynamics · Physics 2026-05-13 Ye Wang , Armin Wehrfritz , Evatt R. Hawkes

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

The porous medium equation (PME) is a typical nonlinear degenerate parabolic equation. We have studied numerical methods for PME by an energetic variational approach in [C. Duan et al, J. Comput. Phys., 385 (2019) 13-32], where the…

Numerical Analysis · Mathematics 2019-10-11 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli
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