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Related papers: The Fast Exact Closure for Jeffery's Equation with…

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This paper presents an exact formula for calculating the fourth-moment tensor from the second-moment tensor for the three dimensional Jeffery's equation. Although this approach falls within the category of a moment tensor closure, it does…

Fluid Dynamics · Physics 2021-06-22 Stephen Montgomery-Smith , Wei He , David A. Jack , Douglas E. Smith

A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent…

Mathematical Physics · Physics 2023-10-10 Benjamin Seibold , Martin Frank

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 focus on open questions regarding the uniqueness of distributional solutions of the fast diffusion equation (FDE) with a given source term. When the source is sufficiently smooth, the uniqueness follows from standard results. Assuming…

Analysis of PDEs · Mathematics 2026-01-29 Marek Fila , Petra Macková

We report accelerating diffusive solutions to the diffusion equation with a constant diffusion tensor. The maximum values of the diffusion density evolve in an accelerating fashion described by Airy functions. We show the diffusive…

Statistical Mechanics · Physics 2021-06-29 Felipe A. Asenjo , Sergio A. Hojman

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…

Numerical Analysis · Mathematics 2022-08-17 Jean-François Chassagneux , Mohan Yang

We introduced and analyzed robust recovery-based a posteriori error estimators for various lower order finite element approximations to interface problems in [9, 10], where the recoveries of the flux and/or gradient are implicit (i.e.,…

Numerical Analysis · Mathematics 2014-07-17 Zhiqiang Cai , Shun Zhang

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…

Mathematical Finance · Quantitative Finance 2025-04-10 Yan-Feng Wu , Jian-Qiang Hu

We obtain a fast diffusion equation (FDE) as scaling limit of a sequence of zero-range process with symmetric unit rate. Fast diffusion effect comes from the fact that the diffusion coefficient goes to infinity as the density goes to zero.…

Probability · Mathematics 2017-06-21 Freddy Hernández , Milton Jara , Fábio J. Valentim

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

Randomly distributed non-overlapping perfectly conducting spheres are embedded in a conducting matrix with the concentration of inclusions $f$. Jeffrey (1973) suggested an analytical formula valid up to $O(f^3)$ for macroscopically…

Mathematical Physics · Physics 2019-02-05 Vladimir Mityushev , Wojciech Nawalaniec

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

We report in this paper the analysis for the linear and nonlinear version of the flux corrected transport (FEM-FCT) scheme in combination with the backward Euler time-stepping scheme applied to time-dependent convection-diffusion-reaction…

Numerical Analysis · Mathematics 2021-03-17 Abhinav Jha , Naveed Ahmed

Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…

Probability · Mathematics 2019-09-25 Haozhe Shan , Rubén Moreno-Bote , Jan Drugowitsch

For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…

Numerical Analysis · Mathematics 2015-09-30 Gabriel R. Barrenechea , Erik Burman , Fotini Karakatsani

We present direct logarithmically optimal in theory and fast in practice algorithms to implement the tensor product high order finite element method on multi-dimensional rectangular parallelepipeds for solving PDEs of the Poisson kind. They…

Numerical Analysis · Mathematics 2026-01-05 Alexander Zlotnik , Ilya Zlotnik

The exact exchange-correlation (xc) kernel $f_\mathrm{xc}(x,x',\omega)$ of linear response time-dependent density functional theory is computed over a wide range of frequencies, for three canonical one-dimensional finite systems. Methods…

Materials Science · Physics 2021-04-07 N. D. Woods , M. T. Entwistle , R. W. Godby
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