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This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…
We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…
We formulate a numerical method to solve the porous medium type equation with fractional diffusion \[\frac{\partial u}{\partial t}+(-\Delta)^{1/2} (u^m)=0.\] The problem is posed in $x\in \mathbb{R}^N$, $m\geq 1$ and with nonnegative…
Penalized regression methods aim to retrieve reliable predictors among a large set of putative ones from a limited amount of measurements. In particular, penalized regression with singular penalty functions is important for sparse…
In this expository note we highlight the correlation function method as a unified approach in proving both hydrodynamic limits and fluctuation limits for reaction diffusion particle systems. For simplicity we focus on the case when the…
Reflection equation for the scattering of lines moving in half-plane is obtained. The corresponding geometric picture is related with configurations of half-planes touching the boundary plane in 2+1 dimensions. This equation can be obtained…
This paper gives a comprehensive treatment of the convergence rates of penalized spline estimators for simultaneously estimating several leading principal component functions, when the functional data is sparsely observed. The penalized…
Most of the physically based techniques for rendering translucent objects use the diffusion theory of light scattering in turbid media. The widely used dipole diffusion model (Jensen et al. 2001) applies the diffusion-theory formula derived…
A problem of diffraction by an elongated body of revolution is studied. The incident wave falls along the axis. The wavelength is small comparatively to the dimensions of the body. The parabolic equation of the diffraction theory is used to…
For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions,…
We present Wideband Back-Projection Diffusion, an end-to-end probabilistic framework for approximating the posterior distribution induced by the inverse scattering map from wideband scattering data. This framework produces highly accurate…
We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…
This paper treats the solvability of a semilinear reaction-diffusion system, which incorporates transport (diffusion) and reaction effects emerging from two separated spatial scales: $x$ - macro and $y$ - micro. The system's origin connects…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
We study the convergence and error estimates of a finite volume method for the compressible Navier-Stokes-Fourier system with Dirichlet boundary conditions. Physical fluid domain is typically smooth and needs to be approximated by a…
We study the problem of approximation of solutions of the Skorokhod problem and reflecting stochastic differential equations (SDEs) with jumps by sequences of solutions of equations with penalization terms. Applications to discrete…
Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…