English
Related papers

Related papers: Uncertainty Quantification for PDEs with Anisotrop…

200 papers

We demonstrate a method for filtering images defined on curved surfaces embedded in 3D. Applications are noise removal and the creation of artistic effects. Our approach relies on in-surface diffusion: we formulate Weickert's edge/coherence…

Numerical Analysis · Mathematics 2014-04-08 Emma Naden , Thomas März , Colin B. Macdonald

We present a robust and accurate numerical method for the anisotropic diffusion equation in curvilinear coordinates. This study extends the recent work [Muir et al., Computer Physics Communications, 2025] for solving the anisotropic…

Numerical Analysis · Mathematics 2026-04-23 Dean Muir , Kenneth Duru , Stuart Hudson , Matthew Hole

This article provides a survey of recent research efforts on the application of quasi-Monte Carlo (QMC) methods to elliptic partial differential equations (PDEs) with random diffusion coefficients. It considers, and contrasts, the uniform…

Numerical Analysis · Mathematics 2016-06-22 Frances Y. Kuo , Dirk Nuyens

In this article, we derive the asymptotic expansion, up to an arbitrary order in theory, for the solution of a two-dimensional elliptic equation with strongly anisotropic diffusion coefficients along different directions, subject to the…

Analysis of PDEs · Mathematics 2017-01-13 Ling Lin , Xiang Zhou

We solve the anisotropic diffusion equation in 2D, where the dominant direction of diffusion is defined by a vector field which does not conform to a Cartesian grid. Our method uses operator splitting to separate the diffusion perpendicular…

Numerical Analysis · Mathematics 2023-03-29 Dean Muir , Kenneth Duru , Matthew Hole , Stuart Hudson

For shape optimization problems, governed by elliptic equations with Dirichlet boundary condition and random coefficients, we utilize a penalization technique to get the approximate problem. We consider that uncertainties exists in the…

Optimization and Control · Mathematics 2025-08-26 Xiaowei Pang

The concern of the present work is the introduction of a very efficient Asymptotic Preserving scheme for the resolution of highly anisotropic diffusion equations. The characteristic features of this scheme are the uniform convergence with…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Alexei Lozinski , Jacek Narski , Claudia Negulescu

In this paper we present an asymptotically compatible meshfree method for solving nonlocal equations with random coefficients, describing diffusion in heterogeneous media. In particular, the random diffusivity coefficient is described by a…

Numerical Analysis · Mathematics 2022-07-13 Yiming Fan , Xiaochuan Tian , Xiu Yang , Xingjie Li , Clayton Webster , Yue Yu

This work is motivated by the need to study the impact of data uncertainties and material imperfections on the solution to optimal control problems constrained by partial differential equations. We consider a pathwise optimal control…

Optimization and Control · Mathematics 2016-03-01 Ahmad Ahmad Ali , Elisabeth Ullmann , Michael Hinze

The anisotropic 3D equation describing the pointlike particles diffusion in slender impermeable tubes of revolution with cross section smoothly depending on the longitudial coordinate is the object of our study. We use singular…

Chemical Physics · Physics 2015-06-18 Sergey D. Traytak

In this paper, we present an abstract framework to obtain convergence rates for the approximation of random evolution equations corresponding to a random family of forms determined by finite-dimensional noise. The full discretization error…

Functional Analysis · Mathematics 2024-12-19 Katharina Klioba , Christian Seifert

In this article we present a system of coupled non-linear PDEs modeling an anisotropic electrokinetic flow. We show the existence of suitable weak solutions in three spatial dimensions, that is weak solutions which fulfill an energy…

Analysis of PDEs · Mathematics 2024-07-30 Dietmar Hömberg , Robert Lasarzik , Luisa Plato

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

In electrocardiography, the "classic" inverse problem is the reconstruction of electric potentials at a surface enclosing the heart from remote recordings at the body surface and an accurate description of the anatomy. The latter being…

Numerical Analysis · Mathematics 2021-06-29 Lia Gander , Rolf Krause , Michael Multerer , Simone Pezzuto

The multiple scattering of scalar waves in diffusive media is investigated by means of the radiative transfer equation. This approach amounts to a resummation of the ladder diagrams of the Born series; it does not rely on the diffusion…

Condensed Matter · Physics 2007-05-23 E. Amic , J. M. Luck , Th. M. Nieuwenhuizen

Many studies in uncertainty quantification have been carried out under the assumption of an input random field in which a countable number of independent random variables are each uniformly distributed on an interval, with these random…

Numerical Analysis · Mathematics 2020-03-17 Vesa Kaarnioja , Frances Y. Kuo , Ian H. Sloan

The multiple scattering of scalar waves in diffusive media is investigated by means of the radiative transfer equation. This approach, which does not rely on the diffusion approximation, becomes asymptotically exact in the regime of most…

Condensed Matter · Physics 2009-10-28 E. Amic , J. M. Luck , Th. M. Nieuwenhuizen

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

The present paper introduces an efficient and accurate numerical scheme for the solution of a highly anisotropic elliptic equation, the anisotropy direction being given by a variable vector field. This scheme is based on an asymptotic…

Numerical Analysis · Mathematics 2014-04-08 Pierre Degond , Fabrice Deluzet , Alexei Lozinski , Jacek Narski , Claudia Negulescu

Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…

Computational Physics · Physics 2018-11-19 Amir H. Delgoshaie , Peter W. Glynn , Patrick Jenny , Hamdi A. Tchelepi