Related papers: Fast stable finite difference schemes for nonlinea…
This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…
While several numerical techniques are available for predicting the dynamics of non-Markovian open quantum systems, most struggle with simulations for very long memory and propagation times, e.g., due to superlinear scaling with the number…
Neural diffusion processes provide a scalable, non-Gaussian approach to modelling distributions over functions, but existing formulations are limited to single-task inference and do not capture dependencies across related tasks. In many…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
We propose a new scheme for the long time approximation of a diffusion when the drift vector field is not globally Lipschitz. Under this assumption, regular explicit Euler scheme --with constant or decreasing step-- may explode and implicit…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…
We consider unsteady poroelasticity problem in fractured porous medium within the classical Barenblatt double-porosity model. For numerical solution of double-porosity poroelasticity problems we construct splitting schemes with respect to…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…
Two semi-implicit Euler schemes for differential inclusions are proposed and analyzed in depth. An error analysis shows that both semi-implicit schemes inherit favorable stability properties from the differential inclusion. Their…
In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…
A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
In the first part of this work, we develop a novel scheme for solving nonparametric regression problems. That is the approximation of possibly low regular and noised functions from the knowledge of their approximate values given at some…
We consider a non-linear variant of the transport-diffusion osmosis model for solving a variety of imaging problems such as shadow/soft-light removal and compact data representation. The non-linear behaviour is encoded in terms of a general…
In this paper, we propose and analyze a positivity-preserving, energy stable numerical scheme for certain type reaction-diffusion systems involving the Law of Mass Action with the detailed balance condition. The numerical scheme is…
Diffusion models have revolutionized generative tasks through high-fidelity outputs, yet flow matching (FM) offers faster inference and empirical performance gains. However, current foundation FM models are computationally prohibitive for…