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We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
In this article we investigate the existence and regularity of 1-d steady state fractional order diffusion equations. Two models are investigated:the Riemann-Liouville fractional diffusion equation, and the Riemann-Liouville-Caputo…
The Dirichlet-Neumann (DN) method has been extensively studied for linear partial differential equations, while little attention has been devoted to the nonlinear case. In this paper, we analyze the DN method both as a nonlinear iterative…
For diffusion processes in dimension $d>1$, the statistics of trajectory observables over the time-window $[0,T]$ can be studied via the Feynman-Kac deformations of the Fokker-Planck generator, that can be interpreted as euclidean…
We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…
This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…
Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…
We develop a convergence theory of space-time discretizations for the linear, 2nd-order wave equation in polygonal domains $\Omega\subset\mathbb{R}^2$, possibly occupied by piecewise homogeneous media with different propagation speeds.…
Score-based diffusion models have demonstrated outstanding empirical performance in machine learning and artificial intelligence, particularly in generating high-quality new samples from complex probability distributions. Improving the…
In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…
Due to extreme difficulties in numerical simulations of Euler-Maxwell equations, which are caused by the highly complicated structures of the equations, this paper concerns the simplification of Euler-Maxwell system through the…
We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…
We examine the use of the Dirichlet-to-Neumann coarse space within an additive Schwarz method to solve the Helmholtz equation in 2D. In particular, we focus on the selection of how many eigenfunctions should go into the coarse space. We…
In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…
We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…
Conditional and Lie symmetries of semi-linear 1D Schr\"odinger and diffusion equations are studied if the mass (or the diffusion constant) is considered as an additional variable. In this way, dynamical symmetries of semi-linear…
Consider the scattering of an elastic plane wave by a rigid obstacle, which is immersed in a homogeneous and isotropic elastic medium in two dimensions. Based on a Dirichlet-to-Neumann (DtN) operator, an exact transparent boundary condition…