Related papers: Penalty Method for Obliquely Reflected Diffusions
An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…
In this article, we consider elliptic diffusion problems on random domains with non-smooth diffusion coefficients. We start by illustrating the problems that arise from a non-smooth diffusion coefficient by recapitulating the corresponding…
In this paper, we study existence and uniqueness to multidimensional Reflected Backward Stochastic Differential Equation in an open convex domain, allowing for oblique directions of reflection. In a Markovian framework, combining \emph{a…
We consider the Riemann problem of the dilute approximation equations with spatiotemporally dependent volume fractions from the full model of suspension, in which the particles settle to the solid substrate and the clear liquid film flows…
The reflection spectrum of a probe light in a -type three-level atomic system coupled by an off-resonant standing-wave is investigated experimentally and theoretically. We show that the maximum value of reflection coefficient occurs when…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…
For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…
We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the…
We establish a Large Deviations Principle for stochastic processes with Lipschitz continuous oblique reflections on regular domains. The rate functional is given as the value function of a control problem and is proved to be good. The proof…
The atmospheres of (exo) planets and moons, as well as reflection nebulae, contain in general independently scattering particles in random orientation and are often supposed to be plane-parallel. Relations are presented for the…
Within classical optics, one may add microscopic "roughness" to a macroscopically flat mirror so that parallel rays of a given angle are reflected at different outgoing angles. Taking the limit (as the roughness becomes increasingly…
Diffuse domain methods (DDMs) have garnered significant attention for approximating solutions to partial differential equations on complex geometries. These methods implicitly represent the geometry by replacing the sharp boundary interface…
We develop an approach for simulating acousto-elastic wave phenomena, including scattering from fluid-solid boundaries, where the solid is allowed to be anisotropic, with the Discontinuous Galerkin method. We use a coupled first-order…
In this work, we study the task of distributed optimization over a network of learners in which each learner possesses a convex cost function, a set of affine equality constraints, and a set of convex inequality constraints. We propose a…
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 a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…