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We give a probabilistic numerical method for solving a partial differential equation with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation uses a system of particles driven by L\'evy alpha-stable…
In this paper, we derive improved a priori error estimates for families of hybridizable interior penalty discontinuous Galerkin (H-IP) methods using a variable penalty for second-order elliptic problems. The strategy is to use a…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
The bulk nuclear matter produced in heavy ion collisions carries a multitude of conserved quantum numbers: electric charge, baryon number, and strangeness. Therefore, the diffusion processes associated to these conserved charges cannot…
In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…
We study the problem of sampling from a probability distribution on $\mathbb R^p$ defined via a convex and smooth potential function. We consider a continuous-time diffusion-type process, termed Penalized Langevin dynamics (PLD), the drift…
The refraction of light by dispersion-free dielectric media can be modeled using well-localized macroscopic wave packets, enabling a description in terms of pseudo-particles. This approach is often used in thought experiments to illustrate…
The paradigmatic model for heterogeneous media used in diffusion studies is built from reflecting obstacles and surfaces. It is well known that the crowding effect produced by these reflecting surfaces slows the dispersion of Brownian…
Sensing and manipulating targets hidden under scattering media are universal problems that take place in applications ranging from deep-tissue optical imaging to laser surgery. A major issue in these applications is the shallow light…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation { transforming the original…
Given a domain G, a reflection vector field d(.) on the boundary of G, and drift and dispersion coefficients b(.) and \sigma(.), let L be the usual second-order elliptic operator associated with b(.) and \sigma(.). Under suitable…
We study diffusion of particles on the surface of a sphere toward a partially reactive circular target with partly reversible binding kinetics. We solve the coupled diffusion-reaction equations and obtain the exact expressions for the…
This paper studies the $d$-dimensional extension of a fictitious domain penalization technique that we previously proposed for Neumann or Robin boundary conditions. We apply Droniou's approach for non-coercive linear elliptic problems to…
We show theoretically that a directional dipole wave can be perfectly reflected by a single point-like oscillating dipole. Furthermore, we find that in the case of a strongly focused plane wave up to 85 % of the incident light can be…
There is a wide range of stabilized finite element methods for stationary and non-stationary convection-diffusion equations such as streamline diffusion methods, local projection schemes, subgrid-scale techniques, and continuous interior…
We study photon diffusion in a two-dimensional random packing of monodisperse disks as a simple model of granular media and wet foams. We assume that the intensity reflectance of disks is a constant. We present an analytic expression for…
The reflections caused by common semi-reflectors, such as glass windows, can impact the performance of computer vision algorithms. State-of-the-art methods can remove reflections on synthetic data and in controlled scenarios. However, they…
We apply the method of penalization to the Dirichlet problem for the Navier-Stokes-Fourier system governing the motion of a general viscous compressible fluid confined to a bounded Lipschitz domain. The physical domain is embedded into a…
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…