Related papers: Numerical analysis of lognormal diffusions on the …
We provide several regularity results for non-homogeneous drift-diffusion equations with applications to general dissipative SQG. Our results unify in a rather simple way several previously known results. We build the estimates on an…
Reaction-diffusion problems are often described at a macroscopic scale by partial derivative equations of the type of the Fisher or Kolmogorov-Petrovsky-Piscounov equation. These equations have a continuous family of front solutions, each…
In this work, we present a novel error analysis for recovering a spatially dependent diffusion coefficient in an elliptic or parabolic problem. It is based on the standard regularized output least-squares formulation with an $H^1(\Omega)$…
A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…
This contribution is the numerically oriented companion article of the work [E. Canc\`es, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector…
This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
In this article we investigate the solution of the steady-state fractional diffusion equation on a bounded domain in $\real^{1}$. From an analysis of the underlying model problem, we postulate that the fractional diffusion operator in the…
Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…
In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty…
We investigate weighted Sobolev regularity of weak solutions of non-homogeneous parabolic equations with singular divergence-free drifts. Assuming that the drifts satisfy some mild regularity conditions, we establish local weighted…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
We study the homogeneous Cauchy-Dirichlet Problem (CDP) for a nonlinear and nonlocal diffusion equation of singular type of the form $\partial_t u =-\mathcal{L} u^m$ posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with…
Numerically solving high-dimensional random parametric PDEs poses a challenging computational problem. It is well-known that numerical methods can greatly benefit from adaptive refinement algorithms, in particular when functional…
I introduce an innovative methodology for deriving numerical models of systems of partial differential equations which exhibit the evolution of spatial patterns. The new approach directly produces a discretisation for the evolution of the…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…
We study the problem of estimating parameters of the limiting equation of a multiscale diffusion in the case of averaging and homogenization, given data from the corresponding multiscale system. First, we review some recent results that…
In this paper, we study numerical methods for the solution of partial differential equations on evolving surfaces. The evolving hypersurface in $\Bbb{R}^d$ defines a $d$-dimensional space-time manifold in the space-time continuum…