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Diffusion models have achieved huge empirical success in data generation tasks. Recently, some efforts have been made to adapt the framework of diffusion models to discrete state space, providing a more natural approach for modeling…

Machine Learning · Statistics 2024-02-15 Hongrui Chen , Lexing Ying

Physics-guided sampling with diffusion priors has recently shown strong performance in solving complex systems of partial differential equations (PDEs) from sparse observations. However, these methods are typically evaluated on benchmark…

Computational Physics · Physics 2026-04-21 Andrew Millard , Zheng Zhao , Henrik Pedersen

This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average…

Numerical Analysis · Mathematics 2016-04-05 Randolph E. Bank , Panayot S. Vassilevski , Ludmil T. Zikatanov

In this paper, we consider Maxwell's equations in linear dispersive media described by a single-pole Lorentz model for electronic polarization. We study two classes of commonly used spatial discretizations: finite difference methods (FD)…

Numerical Analysis · Mathematics 2019-06-26 Yan Jiang , Puttha Sakkaplangkul , Vrushali A. Bokil , Yingda Cheng , Fengyan Li

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

The motivation of this work is to produce an integrated formulation for material response due to detonation wave loading. Here, we focus on elastoplastic structural response. In particular, we are interested to capture miscible and…

Computational Physics · Physics 2021-11-03 Maria Nikodemou , Louisa Michael , Nikolaos Nikiforakis

Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In…

Machine Learning · Computer Science 2026-02-02 Juhyeok Choi , Chenglin Fan

In this paper, we present a method based on Radial Basis Function (RBF)-generated Finite Differences (FD) for numerically solving diffusion and reaction-diffusion equations (PDEs) on closed surfaces embedded in $\mathbb{R}^d$. Our method…

Numerical Analysis · Mathematics 2014-04-04 Varun Shankar , Grady B. Wright , Robert M. Kirby , Aaron L. Fogelson

The numerical solution of large-scale PDEs, such as those occurring in data-driven applications, unavoidably require powerful parallel computers and tailored parallel algorithms to make the best possible use of them. In fact, considerations…

Numerical Analysis · Mathematics 2017-05-11 Francisco Bernal , Gonçalo dos Reis , Greig Smith

Spectral methods for solving partial differential equations (PDEs) and stochastic partial differential equations (SPDEs) often use Fourier or polynomial spectral expansions on either uniform and non-uniform grids. However, while very widely…

Numerical Analysis · Mathematics 2025-07-30 Channa Hatharasinghe , Run Yan Teh , Jesse van Rhijn , Peter D. Drummond , Margaret D. Reid

We discuss structure-preserving time discretization for nonlinear port-Hamiltonian systems with state-dependent mass matrix. Such systems occur, for instance, in the context of structure-preserving nonlinear model order reduction for…

Numerical Analysis · Mathematics 2023-11-02 Philipp Schulze

We introduce an unfitted finite element method with Lagrange-multipliers to study an Eulerian time stepping scheme for moving domain problems applied to a model problem where the domain motion is implicit to the problem. We consider a…

Numerical Analysis · Mathematics 2023-03-06 Henry von Wahl , Thomas Richter

PDEs with periodic boundary conditions are frequently used to model processes in large spatial environments, assuming solutions to extend periodically beyond some bounded interval. However, solutions to these PDEs often do not converge to a…

Analysis of PDEs · Mathematics 2025-09-04 Declan Jagt , Sergei Chernyshenko , Matthew Peet

Using finite difference method, time evolution of a typical metal molecule metal system is studied by introducing a new method to solve general related Volterra integro differential equation (IDE). Discretization in time domain is applied…

Mesoscale and Nanoscale Physics · Physics 2016-03-15 Mohammad Nakhaee , S Ahmad Ketabi , M Taher Pakbaz , M Ali M Keshtan , Elham Rahmati , Zahra Abdous

We consider the exponential matrix representing the dynamics of the Fermi-Bose model in an undepleted bosonic field approximation. A recent application of this model is molecular dimers dissociating into its atomic compounds. The problem is…

Mathematical Physics · Physics 2012-12-11 M. Ogren , M. Carlsson

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

In this work we propose an efficient black-box solver for two-dimensional stationary diffusion equations, which is based on a new robust discretization scheme. The idea is to formulate an equation in a certain form without derivatives with…

Numerical Analysis · Mathematics 2016-12-22 A. V. Chertkov , I. V. Oseledets , M. V. Rakhuba

In this paper we present computational techniques to investigate the solutions of two-component, nonlinear reaction-diffusion (RD) systems on arbitrary surfaces. We build on standard techniques for linear and nonlinear analysis of RD…

Computational Engineering, Finance, and Science · Computer Science 2016-05-06 Daljit Singh J. Dhillon , Michel C. Milinkovitch , Matthias Zwicker

The density matrix renormalization group (DMRG) is applied to some one-dimensional reaction-diffusion models in the vicinity of and at their critical point. The stochastic time evolution for these models is given in terms of a non-symmetric…

Statistical Mechanics · Physics 2011-10-11 Enrico Carlon , Malte Henkel , Ulrich Schollwoeck

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini
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