Related papers: Multilevel Methods for Uncertainty Quantification …
The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…
This work studies how the choice of the representation for parametric, spatially distributed inputs to elliptic partial differential equations (PDEs) affects the efficiency of a polynomial surrogate, based on Taylor expansion, for the…
We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…
The temporal Fokker-Planck equation is analytically integrated in an arbitrary number of spatial dimensions but with the 2D and 3D results highlighted. It is shown that a temporal power-law ansatz for the anisotropic diffusion coefficients…
Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…
Anisotropic diffusion is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and the interplay of cosmic rays with the Galactic magnetic field. This diffusion term contributes to the highly stiff nature of…
In the study of concavity properties of positive solutions to nonlinear elliptic partial differential equations the diffusion and the nonlinearity are typically independent of the space variable. In this paper we obtain new results aiming…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
The extended boundary condition method can be used to study planewave scattering by an ellipsoid composed of an orthorhombic dielectric-magnetic material whose relative permittivity dyadic is a scalar multiple of its relative permeability…
We study the numerical solution of forward and inverse acoustic scattering problems by randomly shaped obstacles in three-dimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
We study the problem of characterizing the effective (homogenized) properties of materials whose diffusive properties are modeled with random fields. Focusing on elliptic PDEs with stationary and ergodic random coefficient functions, we…
We describe the numerical scheme for the discretization and solution of 2D elliptic equations with strongly varying piecewise constant coefficients arising in the stochastic homogenization of multiscale composite materials. An efficient…
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…
In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…
We consider the scattering of elastic waves by highly oscillating anisotropic periodic media with bounded support. Applying the two-scale homogenization, we first obtain a constant coefficient second-order partial differential elliptic…
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…