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Related papers: Stable approximation of the advection-diffusion eq…

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In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…

Probability · Mathematics 2009-08-18 Xicheng Zhang

The advection equation is the basis for mathematical models of continuum mechanics. In the approximate solution of nonstationary problems it is necessary to inherit main properties of the conservatism and monotonicity of the solution. In…

Numerical Analysis · Computer Science 2018-04-04 Petr N. Vabishchevich

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

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 paper presents a novel method for solving the 2D advection-diffusion equation using fixed-depth symbolic regression and symbolic differentiation without expression trees. The method is applied to two cases with distinct initial and…

Computation · Statistics 2024-11-12 Edward Finkelstein

We study a pressure-robust virtual element method for the Oseen problem. In the advection-dominated case, the method is stabilized with a three level jump of the convective term. To analyze the method, we prove specific estimates for the…

Numerical Analysis · Mathematics 2025-03-11 Manuel Trezzi

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

Simple modifications for higher-order Godunov-type difference schemes are presented which allow for accurate advection of multi-fluid flows in hydrodynamic simulations. The constraint that the sum of all mass fractions has to be equal to…

Astrophysics · Physics 2009-09-25 Tomasz Plewa , Ewald Mueller

This paper studies a method, which has been proposed in the Physics literature by [8, 7, 10], for estimating the quasi-stationary distribution. In contrast to existing methods in eigenvector estimation, the method eliminates the need for…

Probability · Mathematics 2014-01-03 Jose Blanchet , Peter Glynn , Shuheng Zheng

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

Dynamical Systems · Mathematics 2025-06-24 Weiwei Qi , Zhongwei Shen , Yingfei Yi

A method is developed within an adaptive framework to solve quasilinear diffusion problems with internal and possibly boundary layers starting from a coarse mesh. The solution process is assumed to start on a mesh where the problem is badly…

Numerical Analysis · Mathematics 2016-02-16 Sara Pollock

We propose a finite volume scheme for convection-diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous…

Numerical Analysis · Mathematics 2012-02-10 Marianne Bessemoulin-Chatard

The purpose of this work is to investigate the behavior of Multiscale Finite Element type methods for advection-diffusion problems in the advection-dominated regime. We present, study and compare various options to address the issue of the…

Numerical Analysis · Mathematics 2015-11-30 Claude Le Bris , Frederic Legoll , François Madiot

We examine the state of statistical equilibrium attained by a uniformly forced condensable substance subjected to advection in a periodic domain. In particular, we examine the probability density function (\pdf{}) of the condensable…

Pattern Formation and Solitons · Physics 2007-05-23 Jai Sukhatme , Raymond T. Pierrehumbert

We propose boundary conditions for the diffusion equation that maintain the initial mean and the total mass of a discrete data sample in the density estimation process. A complete study of this framework with numerical experiments using the…

Numerical Analysis · Mathematics 2017-05-02 Keith Y. Patarroyo

In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…

Probability · Mathematics 2025-08-12 Filippo Giovagnini , Dan Crisan

In the present work, we investigate a model of the invasion of healthy tissue by cancer cells which is described by a system of nonlinear PDEs consisting of a cross-diffusion-reaction equation and two additional nonlinear ordinary…

Numerical Analysis · Mathematics 2023-07-18 Shahin Heydari , Petr Knobloch , Thoma Wick

The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…

Numerical Analysis · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson

This paper deals with the formulation and numerical implementation of a fully coupled continuum model for deformation-diffusion in linearized elastic solids. The mathematical model takes into account the effect of the deformation on the…

Numerical Analysis · Computer Science 2018-06-07 M. K. Mudunuru , K. B. Nakshatrala

The Reynolds equation, combined with the Elrod algorithm for including the effect of cavitation, resembles a nonlinear convection-diffusion-reaction (CDR) equation. Its solution by finite elements is prone to oscillations in…

Numerical Analysis · Mathematics 2023-10-12 Hauke Gravenkamp , Simon Pfeil , Ramon Codina
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