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We generalize ideas in the recent literature and develop new ones in order to propose a general class of contour integral methods for linear convection-diffusion PDEs and in particular for those arising in finance. These methods aim to…

Numerical Analysis · Mathematics 2021-05-31 Nicola Guglielmi , Maria López-Fernández , Mattia Manucci

Diffusion models have emerged as the new state-of-the-art generative model with high quality samples, with intriguing properties such as mode coverage and high flexibility. They have also been shown to be effective inverse problem solvers,…

Computer Vision and Pattern Recognition · Computer Science 2025-10-06 Hyungjin Chung , Dohoon Ryu , Michael T. McCann , Marc L. Klasky , Jong Chul Ye

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

This article presents a new finite element method for convection-diffusion equations by enhancing the continuous finite element space with a flux space for flux approximations that preserve the important mass conservation locally on each…

Numerical Analysis · Mathematics 2017-10-24 Yujie Liu , Junping Wang , Qingsong Zou

Derivation of macroscopic models for advection-diffusion processes in the presence of dominant heterogeneous (e.g., surface) reactions using homogenisation theory or volume averaging is often deemed unfeasible due to the strong coupling…

Analysis of PDEs · Mathematics 2020-06-24 Federico Municchi , Matteo Icardi

The second moment method is a linear acceleration technique which couples the transport equation to a diffusion equation with transport-dependent additive closures. The resulting low-order diffusion equation can be discretized independent…

Numerical Analysis · Mathematics 2024-09-18 Zachary K. Hardy , Jim E. Morel , Jan I. C. Vermaak

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

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

In this paper, a new $C^1$-conforming Petrov-Galerkin method for convection-diffusion equations is designed and analyzed. The trail space of the proposed method is a $C^1$-conforming ${\mathbb Q}_k$ (i.e., tensor product of polynomials of…

Numerical Analysis · Mathematics 2021-03-16 Waixiang Cao , Lueling Jia , Zhimin Zhang

For a general formulation of linearised hybrid inverse problems in impedance tomography, the qualitative properties of the solutions are analysed. Using an appropriate scalar pseudo-differential formulation, the problems are shown to permit…

Analysis of PDEs · Mathematics 2017-08-03 Guillaume Bal , Kristoffer Hoffmann , Kim Knudsen

A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…

Numerical Analysis · Mathematics 2015-02-10 Sara Pollock

In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…

Numerical Analysis · Mathematics 2026-02-12 Daniele Di Pietro , Aurelio Spadotto

This work is concerned with linear inverse problems where a distributed parameter is known a priori to only take on values from a given discrete set. This property can be promoted in Tikhonov regularization with the aid of a suitable convex…

Optimization and Control · Mathematics 2018-04-19 Christian Clason , Thi Bich Tram Do

We describe a compatible finite element discretisation for the shallow water equations on the rotating sphere, concentrating on integrating consistent upwind stabilisation into the framework. Although the prognostic variables are velocity…

Numerical Analysis · Mathematics 2018-10-17 J. Shipton , T. H. Gibson , C. J. Cotter

A two-dimensional, transient, multi-scale modeling approach is presented for predicting the magnitude and rate of percolation segregation for binary mixtures of granular material in a rotating drum and conical hopper. The model utilizes…

Soft Condensed Matter · Physics 2018-10-08 Yu Liu , Marcial Gonzalez , Carl Wassgren

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

A Streamline Upwind Petrov-Galerkin (SUPG) finite element method for transient convection-diffusion-reaction equation in time-dependent domains is proposed. In particular, a convection dominated transient scalar problem is considered. The…

Numerical Analysis · Mathematics 2015-09-07 Sashikumaar Ganesan , Shweta Srivastava

In this paper, we propose a decomposition approach for eigenvalue problems with spatial symmetries, including the formulation, discretization as well as implementation. This approach can handle eigenvalue problems with either Abelian or…

Numerical Analysis · Mathematics 2012-11-16 Jun Fang , Xingyu Gao , Aihui Zhou

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is implemented…

Optimization and Control · Mathematics 2026-04-13 Juan José Maulén , Huiyuan Guo , Juan Peypouquet

We present a novel fully implicit hybrid finite volume/finite element method for incompressible flows. Following previous works on semi-implicit hybrid FV/FE schemes, the incompressible Navier-Stokes equations are split into a pressure and…

Numerical Analysis · Mathematics 2023-02-14 Alessia Lucca , Saray Busto , Michael Dumbser
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