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This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…

Numerical Analysis · Mathematics 2018-08-03 Yuliya Gorb , Vasiliy Kramarenko , Yuri Kuznetsov

This article studies a dirichlet boundary value problem for singularly perturbed time delay convection diffusion equation with degenerate coefficient. A priori explicit bounds are established on the solution and its derivatives. For…

Numerical Analysis · Mathematics 2019-05-09 Pratima Rai , Swati yadav

In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

We consider energy norm a posteriori error analysis of conforming finite element approximations of singularly perturbed reaction-diffusion problems on simplicial meshes in arbitrary space dimension. Using an equilibrated flux…

Numerical Analysis · Mathematics 2020-11-25 Iain Smears , Martin Vohralík

This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the $d$-dimensional Wiener process. We first obtain some verification theorems for…

Probability · Mathematics 2016-11-04 Sören Christensen , Fabián Crocce , Ernesto Mordecki , Paavo Salminen

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

Numerical Analysis · Mathematics 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

This paper studies the shallow Ritz method for solving one-dimensional diffusion-reaction problems. The method is capable of improving the order of approximation for non-smooth problems. By following a similar approach to the one presented…

Numerical Analysis · Mathematics 2025-10-24 Zhiqiang Cai , Anastassia Doktorova , Robert D. Falgout , César Herrera

We study the persistence and propagation (or blocking) phenomena for a species in periodically hostile environments. The problem is described by a reaction-diffusion equation with zero Dirichlet boundary condition. We first derive the…

Analysis of PDEs · Mathematics 2015-05-28 Jong-Shenq Guo , Francois Hamel

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

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

We use the perturbation method to approximately solve subdiffusion-reaction equations. Within this method we obtain the solutions of the zeroth and the first order. The comparison our analytical solutions with the numerical results shown…

Statistical Mechanics · Physics 2012-01-18 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz , Mateusz Piwnik

In this paper, we introduce a modification of the free boundary problem related to optimal stopping problems for diffusion processes. This modification allows the application of this PDE method in cases where the usual regularity…

Probability · Mathematics 2008-12-18 Ludger Rüschendorf , Mikhail A. Urusov

In this paper we are considering a semilinear singular perturbation reaction -- diffusion boundary value problem, which contains a small perturbation parameter that acts on the highest order derivative. We construct a difference scheme on…

Numerical Analysis · Mathematics 2015-09-25 Enes Duvnjaković , Samir Karasuljić , Vedad Pasic , Helena Zarin

This paper presents the unsteady Darcy's equations coupled with two nonlinear reaction-diffusion equations, namely this system describes the mass concentration and heat transfer in porous media. The existence and uniqueness of the solution…

Numerical Analysis · Mathematics 2019-05-29 Sarra Maarouf , Driss Yakoubi

Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…

Numerical Analysis · Mathematics 2025-11-12 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

In this paper, we show that unbalanced optimal transport provides a convenient framework to handle reaction and diffusion processes in a unified metric framework. We use a constructive method, alternating minimizing movements for the…

Analysis of PDEs · Mathematics 2017-04-18 Thomas Gallouët , Maxime Laborde , Léonard Monsaingeon

One of the main challenges in diffusion-based molecular communication is dealing with the non-linearity of reaction-diffusion chemical equations. While numerical methods can be used to solve these equations, a change in the input signals or…

Information Theory · Computer Science 2021-06-04 Hamidreza Abin , Amin Gohari , Masoumeh Nasiri-Kenari

A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…

Numerical Analysis · Mathematics 2020-06-05 Éloïse Comte

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…

Probability · Mathematics 2017-03-21 Manuel Guerra , Cláudia Nunes , Carlos Oliveira