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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…

Numerical Analysis · Mathematics 2016-09-21 Lauri Mustonen

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

We provide the proof of convergence of the directional diffusion splitting scheme for two-dimensional parabolic and elliptic advection-diffusion-reaction problems with certain restrictions on problem data

Numerical Analysis · Mathematics 2024-11-20 R. Drebotiy , H. Shynkarenko

We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…

Computational Physics · Physics 2019-03-27 Narain Karedla , Jan Christoph Thiele , Ingo Gregor , Jörg Enderlein

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

Numerical Analysis · Mathematics 2020-01-29 Victor Minden , Lexing Ying

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

This article is concerned with a new method for the approximate evaluation of Fourier sine and cosine transforms. We develop and analyse a new quadrature rule for Fourier sine and cosine transforms involving transforming the integral to one…

Numerical Analysis · Mathematics 2007-05-23 Patrick McLean

We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…

Numerical Analysis · Mathematics 2024-02-20 Caroline Bauzet , Kerstin Schmitz , Aleksandra Zimmermann

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

Probability · Mathematics 2022-09-05 Patrick Cattiaux , Giovanni Conforti , Ivan Gentil , Christian Léonard

We calculate the solution of the Bagley-Torvik equation for arbitrary initial conditions and arbitrary external force as the sum of two terms. The first one is a linear combination of exponentials with error functions, and the second one is…

Classical Analysis and ODEs · Mathematics 2026-02-19 Juan Luis González-Santander , Alexander Apelblat

Interfacial Stokes flow can be efficiently computed using the Boundary Integral Equation method. In 3D, the fluid velocity at a target point is given by a 2D surface integral over all interfaces, thus reducing the dimension of the problem.…

Numerical Analysis · Mathematics 2025-04-03 Monika Nitsche , Bowei Wu , Ling Xu

The electron and photon transport processes in spectroscopy techniques described by the invariant embedding theory is here revisited. We report a convergence method to obtain closed analytical solutions to the 3D integro-differential…

Materials Science · Physics 2010-06-22 Carlos Figueroa , Horacio Brizuela , Silvia P. Heluani

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

Numerical Analysis · Mathematics 2014-05-20 Minghua Chen , Weihua Deng

Recently it has been shown that using diffusion models for inverse problems can lead to remarkable results. However, these approaches require a closed-form expression of the degradation model and can not support complex degradations. To…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Di You , Andreas Floros , Pier Luigi Dragotti

In this paper, we present a dimension reduction method to reduce the dimension of parameter space and state space and efficiently solve inverse problems. To this end, proper orthogonal decomposition (POD) and radial basis function (RBF) are…

Numerical Analysis · Mathematics 2016-10-18 Fuchen Chen , Lijian Jiang , Guanghui Zheng

This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to…

Analysis of PDEs · Mathematics 2020-05-19 Faouzi Triki , Tao Yin

In this paper, a new analytic method with a convergence-control parameter $c$ is first proposed. The parameter $c$ is used to adjust and control the convergence region and rate of the resulting series solution. It turns out that the…

Numerical Analysis · Mathematics 2021-03-23 Xiaolong Zhang , Songxin Liang

The paper develops a hybrid method for solving a system of advection--diffusion equations in a bulk domain coupled to advection--diffusion equations on an embedded surface. A monotone nonlinear finite volume method for equations posed in…

Computational Physics · Physics 2018-06-05 Alexey Y. Chernyshenko , Maxim A. Olshanskii , Yuri V. Vassilevski

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou