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Anomalous diffusion is often modelled in terms of the subdiffusion equation, which can involve a weakly singular source term. For this case, many predominant time stepping methods, including the correction of high-order BDF schemes [{\sc…
We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…
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…
Scale-resolving simulations of high Reynolds number incompressible flows are often limited by the Courant-Friedrichs-Lewy (CFL) stability restriction imposed by explicit time-stepping schemes, resulting in small time step sizes and long…
Stochastic differential equations (SDEs) are an important class of time-series models, used to describe stochastic systems evolving in continuous time. Simulating paths from these processes, particularly after conditioning on noisy…
We introduce a novel artificial compressibility technique to approximate the incompressible Navier-Stokes equations with variable fluid properties such as density and dynamical viscosity. The proposed scheme used the couple pressure and…
The Convected Scheme (CS) is a `forward-trajectory' semi-Lagrangian method for solution of transport equations, which has been most often applied to the kinetic description of plasmas and rarefied neutral gases. In its simplest form, the CS…
In this paper we present a new high order semi-implicit DG scheme on two-dimensional staggered triangular meshes applied to different nonlinear systems of hyperbolic conservation laws such as advection-diffusion models, incompressible…
Recent studies demonstrate that diffusion models can serve as a strong prior for solving inverse problems. A prominent example is Diffusion Posterior Sampling (DPS), which approximates the posterior distribution of data given the measure…
Multivariant time series (MTS) data are usually incomplete in real scenarios, and imputing the incomplete MTS is practically important to facilitate various time series mining tasks. Recently, diffusion model-based MTS imputation methods…
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…
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…
We construct a decoupled, first-order, fully discrete, and unconditionally energy stable scheme for the Cahn-Hilliard-Navier-Stokes equations. The scheme is divided into two main parts. The first part involves the calculation of the…
This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…
In this paper, we present a numerical scheme for the diffuse-interface model in [Abels, Garcke, Gr\"un, M3AS 22(3), 2012] for two-phase flow of immiscible, incompressible fluids. As that model is in particular consistent with…
This paper seeks to address how to solve non-smooth convex and strongly convex optimization problems with functional constraints. The introduced Mirror Descent (MD) method with adaptive stepsizes is shown to have a better convergence rate…
High-order implicit shock tracking (fitting) is a class of high-order, optimization-based numerical methods to approximate solutions of conservation laws with non-smooth features by aligning elements of the computational mesh with…
We present a more accurate numerical scheme for the calculation of diffusive shock acceleration of cosmic rays using Stochastic Differential Equations. The accuracy of this scheme is demonstrated using a simple analytical flow profile that…
In this work, weakly corrected explicit, semi-implicit and implicit Milstein approximations are presented for the solution of nonlinear stochastic differential equations. The solution trajectories provided by the Milstein schemes are…
We introduce a class of adaptive timestepping strategies for stochastic differential equations with non-Lipschitz drift coefficients. These strategies work by controlling potential unbounded growth in solutions of a numerical scheme due to…