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We present a fast direct solution method for the advection-diffusion equation in one and two dimensions with non-periodic boundaries. Computational cost is reduced to $\mathcal O(N)$ by making a low-rank approximation of the Green's…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
This paper investigates the application of a fast-wave slow-wave spectral deferred correction time-stepping method (FWSW-SDC) to the compressible Euler equations. The resulting model achieves arbitrary order accuracy in time, demonstrating…
The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
This paper revisits the modeling of multicomponent diffusion within the framework of thermodynamics of irreversible processes. We briefly review the two well-known main approaches, leading to the generalized Fick-Onsager multicomponent…
We consider the linear dissipative Boltzmann equation describing inelastic interactions of particles with a fixed background. For the simplified model of Maxwell molecules first, we give a complete spectral analysis, and deduce from it the…
We propose a simple proof of the exponential convergence to equilibrium for ultrafast diffusion equations in $\mathbb{R}^n$. Our approach, based on the direct use of Poincar\'e inequality, gets rid of the optimal transport arguments used in…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
Transport and the approach to equilibrium in interacting classical and quantum systems is a challenging problem of both theoretical and experimental interest. One useful organizing principle characterizing equilibration is the dissipative…
We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…
This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…
Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…
In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…
In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed…
Taylor diffusion (or dispersion) refers to a phenomenon discovered experimentally by Taylor in the 1950s where a solute dropped into a pipe with a background shear flow experiences diffusion at a rate proportional to $1/\nu$, which is much…
This work consists in two parts. The first part is a review of the finite element method (FEM) for one and two-dimensional problems. The second part, concerns the application of the FEM to find numerical solutions of the Stokes equation and…
Many particle physics datasets like those generated at colliders are described by continuous coordinates (in contrast to grid points like in an image), respect a number of symmetries (like permutation invariance), and have a stochastic…