Related papers: A Multilevel Monte Carlo Algorithm for Parabolic A…
In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
We introduce a generic numerical schemes for fully nonlinear parabolic PDEs on the full domain, where the nonlinearity is convex on the Hessian of the solution. The main idea behind this paper is reduction of a fully nonlinear problem to a…
We introduce a notion of viscosity solutions for a general class of elliptic-parabolic phase transition problems. These include the Richards equation, which is a classical model in filtration theory. Existence and uniqueness results are…
A multi-phase-field model for the description of the discontinuous precipitation reaction is formulated which takes into account surface diffusion along grain boundaries and interfaces as well as volume diffusion. Simulations reveal that…
Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…
The aim of this paper is to study and classify the multiplicity of distinguished limits and asymptotic solutions for the advection equation with a general oscillating velocity field with the systematic use of the two-timing method. Our…
Groundwater flow in Washington DC greatly influences the surface water quality in urban areas. The current methods of flow estimation, based on Darcy's Law and the groundwater flow equation, can be described by the diffusion equation (the…
We develop a new coarse-scale approximation strategy for the nonlinear single-continuum Richards equation as an unsaturated flow over heterogeneous non-periodic media, using the online generalized multiscale finite element method (online…
We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…
This paper deals with a comparison of Fractional Derivative and Monte carlo approaches to the modelling of anomalous diffusion in the field of particle transport. The goal of this research is to provide a better insight on the behavior of…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
We analyze the recent Multi-index Stochastic Collocation (MISC) method for computing statistics of the solution of a partial differential equation (PDEs) with random data, where the random coefficient is parametrized by means of a countable…
We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…
This paper treats the solvability of a semilinear reaction-diffusion system, which incorporates transport (diffusion) and reaction effects emerging from two separated spatial scales: $x$ - macro and $y$ - micro. The system's origin connects…
An analytical solution of the nonlinear Richards equation is presented, for one-dimensional infiltration into a soil of uniform initial moisture content subject to a constant depth of surface ponded water. Adopted mathematical forms of the…
This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…
We study several iterative methods for fully coupled flow and reactive transport in porous media. The resulting mathematical model is a coupled, nonlinear evolution system. The flow model component builds on the Richards equation, modified…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
We establish a notion of random entropy solution for degenerate fractional conservation laws incorporating randomness in the initial data, convective flux and diffusive flux. In order to quantify the solution uncertainty, we design a…