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A recent paper [J. A. Evans, D. Kamensky, Y. Bazilevs, "Variational multiscale modeling with discretely divergence-free subscales", Computers & Mathematics with Applications, 80 (2020) 2517-2537] introduced a novel stabilized finite element…

Numerical Analysis · Mathematics 2021-12-21 Sajje Lee Calfy , John A. Evans , David Kamensky

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

After the pioneering work by Giovangigli on mathematics of multicomponent flows, several attempts were made to introduce global weak solutions for the PDEs describing the dynamics of fluid mixtures. While the incompressible case with…

Analysis of PDEs · Mathematics 2020-04-22 Pierre-Etienne Druet

The explicit semi-Lagrangian method method for solution of Lagrangian transport equations as developed in [Natarajan and Jacobs, Computer and Fluids, 2020] is adopted for the solution of stochastic differential equations that is consistent…

Computational Physics · Physics 2021-07-07 H. Natarajan , P. P. Popov , G. B. Jacobs

Lattice Boltzmann models provide better understanding with mesoscopic eyesight on multi-component diffusion than macroscopic models. Based on the kinetic theory and starting from the He-Luo model, the state-of-the-art multi-component…

Computational Physics · Physics 2018-09-06 Ju'an Huang , Cheng Bao , Zeyi Jiang , Xinxin Zhang

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…

Numerical Analysis · Mathematics 2025-06-13 Pedro B. Bazon , Cristian G. Gebhardt , Gustavo C. Buscaglia , Roberto F. Ausas

The Euler and Navier-Stokes fluid mechanics equations are derived using a modified statistical mechanical approach using theory taken from the Chapman-Enskog perturbation analysis used to support the lattice Boltzmann method. Additional…

Fluid Dynamics · Physics 2021-07-06 Charles Cook

A virtual element discretisation of an Arbitrary Lagrangian-Eulerian method for two-dimensional convection-diffusion equations is proposed employing an isoparametric Virtual Element Method to achieve higher-order convergence rates on curved…

Numerical Analysis · Mathematics 2024-04-30 H. Wells

Long simulation times in climate sciences typically require coarse grids due to computational constraints. Nonetheless, unresolved subscale information significantly influences the prognostic variables and can not be neglected for reliable…

Numerical Analysis · Mathematics 2018-02-22 Konrad Simon , Jörn Behrens

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

We formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…

Numerical Analysis · Mathematics 2025-03-05 Anna Pandolfi , Ignacio Romero , Michael Ortiz

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…

Numerical Analysis · Mathematics 2026-04-15 Xianping Li , Woinshet D. Mergia , Kailash C. Patidar

This work focuses on a class of elliptic boundary value problems with diffusive, advective and reactive terms, motivated by the study of three-dimensional heterogeneous physical systems composed of two or more media separated by a selective…

Numerical Analysis · Mathematics 2018-04-20 Riccardo Sacco , Aurelio Giancarlo Mauri , Giovanna Guidoboni

We study a space-fractional Stefan problem with the Dirichlet boundary conditions. It is a model that describes superdiffusive phenomena. Our main result is the existence of the unique classical solution to this problem. In the proof we…

Analysis of PDEs · Mathematics 2023-08-08 S. D. Roscani , K. Ryszewska , L. D. Venturato

We construct four variants of space-time finite element discretizations based on linear tensor-product and simplex-type finite elements. The resulting discretizations are continuous in space, and continuous or discontinuous in time. In a…

Numerical Analysis · Mathematics 2024-09-05 Max von Danwitz , Igor Voulis , Norbert Hosters , Marek Behr

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

The Nitsche method is a method of "weak imposition" of the inhomogeneous Dirichlet boundary conditions for partial differential equations. This paper explains stability and convergence study of the Nitsche method applied to evolutionary…

Numerical Analysis · Mathematics 2018-03-28 Yuki Ueda , Norikazu Saito

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

Probability · Mathematics 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong