Related papers: Analysis and Petrov-Galerkin numerical approximati…
This study reexamines diffusive representations for fractional integrals with the goal of pioneering new variants of such representations. These variants aim to offer highly efficient numerical algorithms for the approximate computation of…
We consider a model convection-diffusion problem and present useful connections between the finite differences and finite element discretization methods. We introduce a general upwinding Petrov-Galerkin discretization based on bubble…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
We present the stability and error analysis of the unified Petrov-Galerkin spectral method, developed in \cite{samiee2017Unified}, for linear fractional partial differential equations with two-sided derivatives and constant coefficients in…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
In this paper, we aim to study the diffusion approximation for multi-scale McKean-Vlasov stochastic differential equations. More precisely, we prove the weak convergence of slow process $X^\varepsilon$ in $C([0,T];\mathbb{R}^n)$ towards the…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
In this work, we propose a new quasi-optimal test norm for a discontinuous Petrov-Galerkin (DPG) discretization of the ultra-weak formulation of the convection-diffusion equation. We prove theoretically that the proposed test norm leads to…
We study a two-scale reaction-diffusion system with nonlinear reaction terms and a nonlinear transmission condition (remotely ressembling Henry's law) posed at air-liquid interfaces. We prove the rate of convergence of the two-scale…
In this paper we derive stochastic representations for the finite dimensional distributions of a multidimensional diffusion on a fixed time interval, conditioned on the terminal state. The conditioning can be with respect to a fixed point…
Using a numerical library for arbitrary precision arithmetic I study the irregular dependence of the diffusion coefficient on the slope of a piecewise linear map defining a dynamical system. I find that the graph of the diffusion…
In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…
This paper presents a multi-scale method for convection-dominated diffusion problems in the regime of large P\'eclet numbers. The application of the solution operator to piecewise constant right-hand sides on some arbitrary coarse mesh…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
We study turbulent diffusion of chemically reacting gaseous admixtures in a developed turbulence. In our previous study [Phys. Rev. Lett. {\bf 80}, 69 (1998)] using a path-integral approach for a delta-correlated in time random velocity…
In this work we use tempered fractional advection-diffusion equations to model the dispersive transport in disordered materials. A numerical method is derived to approximate the solution of such differential models and we prove that it is…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
A modification of the Drude dispersive model based on fractional time derivative is presented. The dielectric susceptibility is calculated analytically and simulated numerically, showing a good agreement between theoretical description and…