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In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…

Numerical Analysis · Mathematics 2021-11-17 Gustav Ludvigsson , Kyle R. Steffen , Simon Sticko , Siyang Wang , Qing Xia , Yekaterina Epshteyn , Gunilla Kreiss

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

We develop a new semi-analytical method for solving multilayer diffusion problems with time-varying external boundary conditions and general internal boundary conditions at the interfaces between adjacent layers. The convergence rate of the…

Numerical Analysis · Mathematics 2018-04-26 Elliot J. Carr , Nathan G. March

Motivated by simulations of ultrasound-enhanced drug delivery, this work presents the numerical analysis of a mathematical model that captures the influence of ultrasound waves on the diffusivity of the drug. The system under study consists…

Numerical Analysis · Mathematics 2026-03-10 Femke de Wit , Vanja Nikolić

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

We solve the anisotropic diffusion equation in 2D, where the dominant direction of diffusion is defined by a vector field which does not conform to a Cartesian grid. Our method uses operator splitting to separate the diffusion perpendicular…

Numerical Analysis · Mathematics 2023-03-29 Dean Muir , Kenneth Duru , Matthew Hole , Stuart Hudson

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

This paper presents a simple tool for characterising the timescale for continuum diffusion processes through layered heterogeneous media. This mathematical problem is motivated by several practical applications such as heat transport in…

Computational Physics · Physics 2018-04-13 Elliot J. Carr

Recent literature has effectively leveraged diffusion models trained on continuous variables as priors for solving inverse problems. Notably, discrete diffusion models with discrete latent codes have shown strong performance, particularly…

Computer Vision and Pattern Recognition · Computer Science 2025-09-22 Naoki Murata , Chieh-Hsin Lai , Yuhta Takida , Toshimitsu Uesaka , Bac Nguyen , Stefano Ermon , Yuki Mitsufuji

Denoising diffusion probabilistic models have recently received much research attention since they outperform alternative approaches, such as GANs, and currently provide state-of-the-art generative performance. The superior performance of…

Computer Vision and Pattern Recognition · Computer Science 2022-03-17 Dmitry Baranchuk , Ivan Rubachev , Andrey Voynov , Valentin Khrulkov , Artem Babenko

We present a new boundary integral formulation for time-harmonic wave diffraction from two-dimensional structures with many layers of arbitrary periodic shape, such as multilayer dielectric gratings in TM polarization. Our scheme is robust…

Numerical Analysis · Mathematics 2015-06-23 Min Hyung Cho , Alex H. Barnett

Diffusion models have achieved state-of-the-art synthesis quality on both visual and audio tasks, and recent works further adapt them to textual data by diffusing on the embedding space. In this paper, we conduct systematic studies of the…

Computation and Language · Computer Science 2024-04-23 Zhujin Gao , Junliang Guo , Xu Tan , Yongxin Zhu , Fang Zhang , Jiang Bian , Linli Xu

We propose an efficient numerical strategy for simulating fluid flow through porous media with highly oscillatory characteristics. Specifically, we consider non-linear diffusion models. This scheme is based on the classical homogenization…

Numerical Analysis · Mathematics 2020-02-04 Manuela Bastidas , Carina Bringedal , Sorin Pop , Florin Radu

We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…

Probability · Mathematics 2018-02-15 Ankush Agarwal , Julien Claisse

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…

Numerical Analysis · Mathematics 2011-11-29 Simone Cifani , Espen R. Jakobsen , Kenneth H. Karlsen

Riemannian diffusion models draw inspiration from standard Euclidean space diffusion models to learn distributions on general manifolds. Unfortunately, the additional geometric complexity renders the diffusion transition term inexpressible…

Machine Learning · Computer Science 2023-11-01 Aaron Lou , Minkai Xu , Stefano Ermon

Diffuse domain methods (DDMs) have garnered significant attention for approximating solutions to partial differential equations on complex geometries. These methods implicitly represent the geometry by replacing the sharp boundary interface…

Analysis of PDEs · Mathematics 2025-04-25 Toai Luong , Tadele Mengesha , Steven M. Wise , Ming Hei Wong

A multi-cube method is developed for solving systems of elliptic and hyperbolic partial differential equations numerically on manifolds with arbitrary spatial topologies. It is shown that any three-dimensional manifold can be represented as…

Computational Physics · Physics 2015-06-11 Lee Lindblom , Bela Szilagyi

Treatments of plasma waves usually assume homogeneity, but the parallel gradients ubiquitous in plasmas can modify wave propagation and absorption. We derive a quasilocal inhomogeneous correction to the plasma dielectric for arbitrary…

Plasma Physics · Physics 2025-10-23 S. J. Frank , J. C. Wright , P. T. Bonoli