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Two Hybridizable Discontinuous Galerkin (HDG) schemes for the solution of Maxwell's equations in the time domain are presented. The first method is based on an electromagnetic diffusion equation, while the second is based on Faraday's and…
This paper solves the discretised multiphase flow equations using tools and methods from machine-learning libraries. The idea comes from the observation that convolutional layers can be used to express a discretisation as a neural network…
Forecasting over graph-structured sensor networks demands models that capture both deterministic spatial trends and stochastic variability, while remaining efficient enough for repeated inference as new observations arrive. We propose…
This work theoretically investigates wide-spectrum and high-resolution diffraction optical elements (DOE) that are made of stacks of low-resolution binary phase gratings, whereby the two-dimensional grids in different grating layers are…
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo…
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…
In this paper, we present a method based on Radial Basis Function (RBF)-generated Finite Differences (FD) for numerically solving diffusion and reaction-diffusion equations (PDEs) on closed surfaces embedded in $\mathbb{R}^d$. Our method…
Speckle noise severely limits the quality of images acquired from coherent imaging systems such as Synthetic Aperture Radar (SAR) and medical ultrasound. Traditional second-order PDE-based despeckling approaches, although popular, often…
Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…
We study two-dimensional stochastic differential equations (SDEs) of McKean--Vlasov type in which the conditional distribution of the second component of the solution given the first enters the equation for the first component of the…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…
The Schwinger--Dyson equations (SDEs) are coupled integral equations for the Green's functions of a quantum field theory (QFT). The SDE approach is the analytic nonperturbative method for solving strongly coupled QFTs. When applied to QCD,…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…
We study parametric inference for ergodic diffusion processes with a degenerate diffusion matrix. Existing research focuses on a particular class of hypo-elliptic SDEs, with components split into `rough'/`smooth' and noise from rough…
In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…
We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…