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We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…
We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…
This paper proposes a Bayesian framework for localization of multiple sources in the event of accidental hazardous contaminant release. The framework assimilates sensor measurements of the contaminant concentration with an integrated…
We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…
In this work, we present an efficient optic flow algorithm for the extraction of vertically resolved 3D atmospheric motion vector (AMV) fields from incomplete hyperspectral image data measures by infrared sounders. The model at the heart of…
We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…
In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…
This paper is concerned with the inverse scattering problem which aims to determine the spatially distributed dielectric constant coefficient of the 2D Helmholtz equation from multifrequency backscatter data associated with a single…
A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…
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 formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…
We develop, and implement in a Finite Volume environment, a density-based approach for the Euler equations written in conservative form using density, momentum, and total energy as variables. Under simplifying assumptions, these equations…
In this paper, we present an interior penalty discontinuous Galerkin finite element scheme for solving diffusion problems with strong anisotropy arising in magnetized plasmas for fusion applications. We demonstrate the accuracy produced by…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
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…
Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…
This work presents two integration methods for field transfer in computational aeroacoustics and in coupled field problems, using the finite element method to solve the acoustic field. Firstly, a high-order Gaussian quadrature computes the…