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We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

Within recent years, considerable progress has been made regarding high-performance solvers for Partial Differential Equations (PDEs), yielding potential gains in efficiency compared to industry standard tools. However, the latter largely…

Numerical Analysis · Mathematics 2024-02-20 Patrick Zimbrod , Michael Fleck , Johannes Schilp

We consider Hamiltonian PDEs that can be split into a linear unbounded operator and a regular non linear part. We consider abstract splitting methods associated with this decomposition where no discretization in space is made. We prove a…

Numerical Analysis · Mathematics 2008-11-26 Erwan Faou , Benoit Grebert , Eric Paturel

This study proposes an algorithm for modeling compressible flows in spherical shells in nearly incompressible and weakly compressible regimes based on an implicit direction splitting approach. The method retains theoretically expected…

Numerical Analysis · Mathematics 2021-04-21 Roman Frolov , Peter Minev , Aziz Takhirov

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

An efficient approximate version of implicit Taylor methods for initial-value problems of systems of ordinary differential equations (ODEs) is introduced. The approach, based on an approximate formulation of Taylor methods, produces a…

Numerical Analysis · Mathematics 2024-02-05 Antonio Baeza , Raimund Bürger , María del Carmen Martí , Pep Mulet , David Zorío

A fully implicit finite difference scheme has been developed to solve the hydrodynamic equations coupled with radiation transport. Solution of the time dependent radiation transport equation is obtained using the discrete ordinates method…

Fluid Dynamics · Physics 2008-07-14 Karabi Ghosh , S. V. G. Menon

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schr\"odinger-type equations and systems with a weak nonlinearity. To make a temporal step of the compact implicit scheme we…

Mathematical Physics · Physics 2018-12-31 Vladimir Gordin , Evgenii Tsymbalov

Partial Differential Equation (PDE)-based approaches have gained significant attention in image despeckling due to their strong capability to preserve structural details while suppressing noise. However, conventional second-order PDE models…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Manish Kumar , Rajendra K. Ray

We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…

Numerical Analysis · Mathematics 2021-06-08 Xiaocheng Shang

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

We introduce a novel approach for object segmentation from 3D images using modified minimal path Eikonal equation. The proposed method utilizes an implicit constraint - a second order correction to the inhomogeneous minimal path Eikonal -…

Computer Vision and Pattern Recognition · Computer Science 2021-11-29 Jozsef Molnar , Peter Horvath

This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…

Systems and Control · Electrical Eng. & Systems 2019-11-22 J. E. Carvajal-Rubio , J. D. Sánchez-Torres , M. Defoort , A. G. Loukianov

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

In this paper, we study a general optimization model, which covers a large class of existing models for many applications in imaging sciences. To solve the resulting possibly nonconvex, nonsmooth and non-Lipschitz optimization problem, we…

Optimization and Control · Mathematics 2016-09-30 Lei Yang , Ting Kei Pong , Xiaojun Chen

In this paper, a multiscale approach with partially explicit time discretization is proposed. The idea is to use a partially explicit time scheme, considering a filtration problem in a fractured medium, where the implicit scheme is used for…

Numerical Analysis · Mathematics 2024-02-06 Djulustan Nikiforov

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We are interested in the high-order approximation of anisotropic, potential-driven advection-diffusion models on general polytopal partitions. We study two hybrid schemes, both built upon the Hybrid High-Order technology. The first one…

Numerical Analysis · Mathematics 2024-01-25 Simon Lemaire , Julien Moatti

This note provides a critical review of the mathematical concepts underlying the generalized diffusion denoising implicit model (gDDIM) and the exponential integrator (EI) scheme. We present enhanced mathematical results, including an exact…

Machine Learning · Computer Science 2024-08-15 Manhyung Han

In this paper we present an algebraic dimension-oblivious two-level domain decomposition solver for discretizations of elliptic partial differential equations. The proposed parallel solver is based on a space-filling curve partitioning…

Numerical Analysis · Mathematics 2026-05-01 Michael Griebel , Marc Alexander Schweitzer , Lukas Troska