Related papers: An hybrid deterministic-stochastic iterative proce…
The Cooperative Motion Algorithm is an efficient lattice method to simulate dense polymer systems and is often used with two different criteria to generate a Markov chain in the configuration space. While the first method is the…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
Modeling via fractional partial differential equations or a L\'evy process has been an active area of research and has many applications. However, the lack of efficient numerical computation methods for general nonlocal operators impedes…
We use a deterministic particle method to produce numerical approximations to the solutions of an evolution cross-diffusion problem for two populations. According to the values of the diffusion parameters related to the intra and…
The aim of this work is to use systematically the symmetries of the (one dimensional) bacward heat equation with potentiel in order to solve certain one dimensional It\^o's stochastic differential equations. The special form of the drift…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
The generalized Crank-Nicolson method is employed to obtain numerical solutions of the two-dimensional time-dependent Schrodinger equation. An adapted alternating-direction implicit method is used, along with a high-order finite difference…
Method-of-lines discretizations are demanding test problems for stiff integration methods. However, for PDE problems with known analytic solution the presence of space discretization errors or the need to use codes to compute reference…
We present a high order parameter-robust numerical method for a system of (M>=2) coupled singularly perturbed parabolic reaction-diffusion problems. A small perturbation parameter {\epsilon} is multiplied with the second order spatial…
In this paper, we study how the D-iteration algorithm can be applied to numerically solve the differential equations such as heat equation in 2D or 3D. The method can be applied on the class of problems that can be addressed by the…
We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…
In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…
We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…
Adaptive methods for derivation of analytical and numerical solutions of heat diffusion in one dimensional thin rod have investigated. Comperhensive comparsion analysis based on the homotopy perturbation method (HPM) and finite difference…
To deal with the ill-posed nature of the inverse heat conduction problem (IHCP), the regularization parameter alpha can be incorporated into a minimization problem, which is known as Tikhonov regularization method, a popular technique to…
We show that a large class of stochastic heat equations can be approximated by systems of interacting stochastic differential equations. As a consequence, we prove various comparison principles extending earlier results. Among other things,…
We propose a hybridizable discontinuous Galerkin (HDG) method combined with convex-concave splitting for the temporal discretization of the convective Cahn-Hilliard equation. The convection term is discretized explicitly without…
In this paper, we investigate the numerical solutions of the cubic nonlinear Schrodinger equation via the exponential B-spline collocation method. Crank-Nicolson formulas are used for time discretization of the target equation. A…
We present a fast adaptive method for the evaluation of heat potentials, which plays a key role in the integral equation approach for the solution of the heat equation, especially in a non-stationary domain. The algorithm utilizes a…