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This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We consider special upwinding Petrov-Galerkin discretizations for convection-diffusion problems. For the one dimensional case with a standard continuous linear element as the trial space and a special exponential bubble test space, we prove…

Numerical Analysis · Mathematics 2025-09-08 Constantin Bacuta

This paper presents a rank-adaptive implicit-explicit integrator for the tensor approximation of three-dimensional convection-diffusion equations. In particular, the recently developed Reduced Augmentation Implicit Low-rank (RAIL)…

Numerical Analysis · Mathematics 2025-08-25 Joseph Nakao , Gianluca Ceruti , Lukas Einkemmer

In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…

Numerical Analysis · Mathematics 2025-10-02 Mohamed Mostafa

The time-fractional convection-diffusion equation is performed by Lie symmetry analysis method which involves the Riemann-Liouville time-fractional derivative of the order $\alpha\in(0,2)$. In eight cases, the symmetries are obtained and…

Exactly Solvable and Integrable Systems · Physics 2015-12-09 Junjun Zhang , Jun Zhang

This paper is concerned with the inverse scattering problem which aims to determine the spatially distributed dielectric constant coefficient of the 2D Helmholtz equation from multifrequency backscatter data associated with a single…

Numerical Analysis · Mathematics 2020-02-25 Trung Truong , Dinh-Liem Nguyen , Michael Klibanov

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

Heat can generally transfer via thermal conduction, thermal radiation, and thermal convection. All the existing theories of transformation thermotics and optics can treat thermal conduction and thermal radiation, respectively.…

Materials Science · Physics 2018-02-28 Gaole Dai , Jin Shang , Jiping Huang

The cutoff method, which cuts off the values of a function less than a given number, is studied for the numerical computation of nonnegative solutions of parabolic partial differential equations. A convergence analysis is given for a broad…

Numerical Analysis · Mathematics 2015-06-05 Changna Lu , Weizhang Huang , Erik S. Van Vleck

A semi-Lagrangian method for advection equation with hybrid cubic-rational interpolation is introduced. In the present method, the spatial profile of physical quantities is interpolated with a combination of a cubic and a rational function.…

Numerical Analysis · Mathematics 2025-10-20 Masato Ida

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

This paper is concerned with direct and inverse scattering by a locally perturbed infinite plane (called a locally rough surface in this paper) on which a Neumann boundary condition is imposed. A novel integral equation formulation is…

Numerical Analysis · Mathematics 2024-12-20 Fenglong Qu , Bo Zhang , Haiwen Zhang

We introduce a technique for recovering a sufficiently smooth function from its ray transform over a wide class of curves in a general region of Euclidean space. The method is based on a complexification of the underlying vector fields…

Complex Variables · Mathematics 2010-11-17 Nicholas Hoell , Guillaume Bal

In a recent article the authors showed that the radiative Transfer equations with multiple frequencies and scattering can be formulated as a nonlinear integral system. In the present article, the formulation is extended to handle reflective…

Numerical Analysis · Mathematics 2023-06-12 Olivier Pironneau , Pierre-Henri Tournier

A class of linear degenerate elliptic equations inspired by nonlinear diffusions of image processing is considered. It is characterized by an interior degeneration of the diffusion coefficient. It is shown that no particularly natural,…

Analysis of PDEs · Mathematics 2018-08-14 Patrick Guidotti

This paper concerns the quantitative step of the medical imaging modality Thermo-acoustic Tomography (TAT). We model the radiation propagation by a system of Maxwell's equations. We show that the index of refraction of light and the…

Analysis of PDEs · Mathematics 2015-06-17 Guillaume Bal , Ting Zhou

The Laplace transform is an algebraic method that is widely used for analyzing physical systems by either solving the differential equations modeling their dynamics or by evaluating their transfer function. The dynamics of the given system…

Logic in Computer Science · Computer Science 2018-06-11 Adnan Rashid , Osman Hasan

We propose an discontinuous Galerkin local orthogonal decomposition multiscale method for convection-diffusion problems with rough, heterogeneous, and highly varying coefficients. The properties of the multiscale method and the…

Numerical Analysis · Mathematics 2015-09-14 Daniel Elfverson

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

A class of nonlinear reaction-diffusion-convection equations describing various processes in physics, biology, chemistry etc. is under study in the case of time and two space variables. The group of equivalence transformations is…

Analysis of PDEs · Mathematics 2020-04-23 Roman Cherniha , Mykola Serov , Yulia Prystavka