Related papers: Multilevel Methods for Uncertainty Quantification …
We develop general heterogeneous nonlocal diffusion models and investigate their connection to local diffusion models by taking a singular limit of focusing kernels. We reveal the link between the two groups of diffusion equations which…
This work is devoted to the resolution of the Helmholtz equation $-(\mu u')' - \rho \omega^2 u = f$ in a one-dimensional unbounded medium. We assume the coefficients of this equation to be local perturbations of quasiperiodic functions,…
Understanding the transport of energetic cosmic rays belongs to the most challenging topics in astrophysics. Diffusion due to scattering by electromagnetic fluctuations is a key process in cosmic-ray transport. The transition from a…
We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the…
The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…
We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…
This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion…
The main purpose of this paper is to capture the asymptotic behavior for solutions to a class of nonlinear elliptic and parabolic equations with the anisotropic weights consisting of two power-type weights of different dimensions near the…
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…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…
We construct deterministic particle solutions for linear and fast diffusion equations using a nonlocal approximation. We exploit the $2$-Wasserstein gradient flow structure of the equations in order to obtain the nonlocal approximating PDEs…
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…
In the framework of multiple-scattering theory, we show that the dispersion relations of certain electromagnetic (EM) and elastic metamaterials can be obtained analytically in the long-wavelength limit. Specific examples are given to the…
We introduce a generic numerical schemes for fully nonlinear parabolic PDEs on the full domain, where the nonlinearity is convex on the Hessian of the solution. The main idea behind this paper is reduction of a fully nonlinear problem to a…
The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…
We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion.…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
In this paper, we consider stochastic homogenization of elliptic equations with unbounded and non-uniformly elliptic coefficients. Extending subadditive arguments, we get an estimate for the rate of the convergence of the solution of the…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…