Related papers: A Numerical Method for a Nonlocal Diffusion Equati…
An implicit Euler finite-volume scheme for a spinorial matrix drift-diffusion model for semiconductors is analyzed. The model consists of strongly coupled parabolic equations for the electron density matrix or, alternatively, of weakly…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
In this paper we discuss the local discontinuous Galerkin methods coupled with two specific explicit-implicit-null time discretizations for solving one-dimensional nonlinear diffusion problems $U_t=(a(U)U_x)_x$. The basic idea is to add and…
We design algorithms for fitting a high-dimensional statistical model to a large, sparse network without revealing sensitive information of individual members. Given a sparse input graph $G$, our algorithms output a…
The semi-implicit Euler-Maruyama (EM) method is investigated to approximate a class of time-changed stochastic differential equations, whose drift coefficient can grow super-linearly and diffusion coefficient obeys the global Lipschitz…
We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…
In this work, we present a conditionally stable finite-difference scheme that consistently approximates the solution of a general class of (3+1)-dimensional nonlinear equations that generalizes in various ways the quantitative model…
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of $G/Ph/n+GI$ queues in the Halfin-Whitt regime. Specifically, we prove a…
We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated…
In this paper, we consider a fully-discrete approximation of an abstract evolution equation deploying a non-conforming spatial approximation and finite differences in time (Rothe-Galerkin method). The main result is the convergence of the…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…
Motivated by simulations of ultrasound-enhanced drug delivery, this work presents the numerical analysis of a mathematical model that captures the influence of ultrasound waves on the diffusivity of the drug. The system under study consists…
We rigorously derive the dense graph limit of a discrete model describing the formation of biological transportation networks. The discrete model, defined on undirected graphs with pressure-driven flows, incorporates a convex energy…
This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is…
As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy…
We study a class of semilinear diffusion equations on infinite, connected, weighted graphs, focusing on two types of nonlinearities: monotone decreasing and Lipschitz continuous. Under minimal structural assumptions on the graph, we…
We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We are interested in the time discretization of stochastic differential equations with additive d-dimensional Brownian noise and L q -- L $\rho$ drift coefficient when the condition d $\rho$ + 2 q < 1, under which Krylov and R{\"o}ckner…