Related papers: A probabilistic scheme for semilinear nonlocal dif…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
An efficient numerical scheme for solving transport equations for tokamak plasmas within an integrated modelling framework is presented. The plasma transport equations are formulated as diffusion-advection equations in two coordinates (a…
This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…
Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
Nonlocally related partial differential equation (PDE) systems are useful in the analysis of a given PDE system. It is known that each local conservation law of a given PDE system systematically yields a nonlocally related system. In this…
This paper is concerned with the numerical integration of stochastic differential equations (SDEs) which govern diffusion processes driven by a standard Wiener process. With the latter being replaced by a sequence of increments at discrete…
This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…
We consider the estimation of a non-linear reaction term in the stochastic heat or more generally in a semi-linear stochastic partial differential equation (SPDE). Consistent inference is achieved by studying a small diffusivity level,…
Existing nonlocal diffusion models are predominantly classified into two categories: bond-based models, which involve a single-fold integral and usually simulate isotropic diffusion, and state-based models, which contain a double-fold…
In this paper we show some explicit results regarding non-linear diffusive equations on Poincar\'e half plane. We obtain exact solutions by using the generalized separation of variables and we also show the meaning of these results in the…
In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…
This paper delves into the well-posedness and the numerical approximation of non-autonomous stochastic differential algebraic equations (SDAEs) with nonlinear local Lipschitz coefficients that satisfy the more general monotonicity condition…
In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
Computational Fluid Dynamics (CFD) simulations are used for many air flow simulations including road vehicle aerodynamics. Numerical diffusion occurs when local flow direction is not aligned with the mesh lines and when there is a non-zero…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
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…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
In this paper, we develop an ensemble-based time-stepping algorithm to efficiently find numerical solutions to a group of linear, second-order parabolic partial differential equations (PDEs). Particularly, the PDE models in the group could…