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Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

Numerical Analysis · Mathematics 2017-07-27 Zhijiang Zhang , Weihua Deng

State-of-the-art models for aerosol particle nucleation and growth from a cooling vapor primarily use a nodal method to numerically solve particle growth kinetics. In this method, particles that are smaller than the critical size are…

Computational Physics · Physics 2024-08-30 A. Khrabry , I. D. Kaganovich , S. Raman , E. Turkoz , D. Graves

We study a multigrid method for solving large linear systems of equations with tensor product structure. Such systems are obtained from stochastic finite element discretization of stochastic partial differential equations such as the…

Numerical Analysis · Mathematics 2017-04-11 Howard C. Elman , Tengfei Su

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…

Statistical Mechanics · Physics 2015-06-23 J. A. de la Torre , Pep Español , Aleksandar Donev

Self- and cross-diffusion are important nonlinear spatial derivative terms that are included into biological models of predator-prey interactions. Self-diffusion models overcrowding effects, while cross-diffusion incorporates the response…

Numerical Analysis · Mathematics 2024-12-20 Matthew A. Beauregard , Joshua L. Padgett

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated…

Numerical Analysis · Mathematics 2022-02-09 Paul Houston , Sarah Roggendorf , Kristoffer G. van der Zee

A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…

Numerical Analysis · Computer Science 2017-12-25 O. Stelia , L. Potapenko , I. Sirenko

Systems of reaction-diffusion partial differential equations (RD-PDEs) are widely applied for modelling life science and physico-chemical phenomena. In particular, the coupling between diffusion and nonlinear kinetics can lead to the…

Numerical Analysis · Mathematics 2019-03-13 Maria Chiara D'Autilia , Ivonne Sgura , Valeria Simoncini

The global existence of renormalised solutions and convergence to equilibrium for reaction-diffusion systems with non-linear diffusion are investigated. The system is assumed to have quasi-positive non-linearities and to satisfy an entropy…

Analysis of PDEs · Mathematics 2021-09-27 Klemens Fellner , Julian Fischer , Michael Kniely , Bao Quoc Tang

We propose a fourth-order unfitted characteristic finite element method to solve the advection-diffusion equation on time-varying domains. Based on a characteristic-Galerkin formulation, our method combines the cubic MARS method for…

Numerical Analysis · Mathematics 2022-06-09 Chuwen Ma , Qinghai Zhang , Weiying Zheng

We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…

Numerical Analysis · Mathematics 2021-08-31 Hasnaa Alzahrani , George Turkiyyah , Omar Knio , David Keyes

A block triple-relaxation-time (B-TriRT) lattice Boltzmann model for general nonlinear anisotropic convection-diffusion equations (NACDEs) is proposed, and the Chapman-Enskog analysis shows that the present B-TriRT model can recover the…

Computational Physics · Physics 2019-10-04 Yong Zhao , Yao Wu , Zhenhua Chai , Baochang Shi

In this work we propose an efficient black-box solver for two-dimensional stationary diffusion equations, which is based on a new robust discretization scheme. The idea is to formulate an equation in a certain form without derivatives with…

Numerical Analysis · Mathematics 2016-12-22 A. V. Chertkov , I. V. Oseledets , M. V. Rakhuba

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

Numerical Analysis · Mathematics 2022-04-27 Laura Pezza , Francesca Pitolli