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This work introduces an extension of the high order, single stage Lax-Wendroff Flux Reconstruction (LWFR) of Babbar et al., JCP (2022) to solve second order time-dependent partial differential equations in conservative form on curvilinear…

Numerical Analysis · Mathematics 2024-02-21 Arpit Babbar , Praveen Chandrashekar

Thanks to the singularity of the solution of linear subdiffusion problems, most time-stepping methods on uniform meshes can result in $O(\tau)$ accuracy where $\tau$ denotes the time step. The present work aims to discover the reason why…

Numerical Analysis · Mathematics 2023-11-07 Baoli Yin , Yang Liu , Hong Li

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

Analysis of PDEs · Mathematics 2021-06-25 Xiaona Yang , Zhiyuan Li

In this paper, we construct a quadrature scheme to numerically solve the nonlocal diffusion equation $(\mathcal{A}^\alpha+b\mathcal{I})u=f$ with $\mathcal{A}^\alpha$ the $\alpha$-th power of the regularly accretive operator $\mathcal{A}$.…

Numerical Analysis · Mathematics 2023-04-13 Beiping Duan , Zongze Yang

In this paper, we propose a parallel space-time domain decomposition method for solving an unsteady source identification problem governed by the linear convection-diffusion equation. Traditional approaches require to solve repeatedly a…

Optimization and Control · Mathematics 2015-08-26 Xiaomao Deng , Xiao-chuan Cai , Jun Zou

Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…

Numerical Analysis · Mathematics 2023-02-01 Zhengqi Zhang , Zhi Zhou

We consider a fully discrete and explicit scheme for the mean curvature flow of boundaries, based on an elementary diffusion step and a precise redistancing operation. We give an elementary convergence proof for the scheme under the…

Analysis of PDEs · Mathematics 2026-03-30 Antonin Chambolle , Daniele De Gennaro , Massimiliano Morini

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

In this work, we investigate the two-step backward differentiation formula (BDF2) with nonuniform grids for the Allen-Cahn equation. We show that the nonuniform BDF2 scheme is energy stable under the time-step ratio restriction…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , Tao Tang , Tao Zhou

Hyperbolic conservation laws with stiff source terms appear in the study of a variety of physical systems. Early work showed that the use of formally second-order accurate semi-implicit methods could lead to a substantial loss of accuracy,…

Astrophysics · Physics 2008-11-26 Francesco Miniati , Phillip Colella

Minimizing the Mumford-Shah functional is frequently used for smoothing signals or time series with discontinuities. A significant limitation of the standard Mumford-Shah model is that linear trends -- and in general polynomial trends -- in…

Numerical Analysis · Mathematics 2019-08-08 Martin Storath , Lukas Kiefer , Andreas Weinmann

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential…

Machine Learning · Computer Science 2019-09-05 Yuanyuan Feng , Tingran Gao , Lei Li , Jian-Guo Liu , Yulong Lu

Part of the success of diffusion models stems from their ability to perform iterative refinement, i.e., repeatedly correcting outputs during generation. However, modern masked discrete diffusion lacks this capability: when a token is…

Machine Learning · Computer Science 2026-02-10 Guanghan Wang , Yair Schiff , Subham Sekhar Sahoo , Volodymyr Kuleshov

Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , William McLean , Jiwei Zhang

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

The subdiffusion equations with a Caputo fractional derivative of order $\alpha \in (0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion.…

Numerical Analysis · Mathematics 2023-06-27 Jiankang Shi , Minghua Chen , Yubin Yan , Jianxiong Cao

Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…

Machine Learning · Statistics 2024-12-12 Christopher Williams , Andrew Campbell , Arnaud Doucet , Saifuddin Syed

It is a promising extension of the quantum mechanical/molecular mechanical (QM/MM) approach to incorporate the solvent molecules surrounding the QM solute into the QM region to ensure the adequate description of the electronic polarization…

Soft Condensed Matter · Physics 2018-05-09 Hideaki Takahashi , Hiroyuki Kambe , Akihiro Morita

This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…

Probability · Mathematics 2026-01-13 Yumiharu Nakano

On Bakhvalov-type mesh, uniform convergence analysis of finite element method for a 2-D singularly perturbed convection-diffusion problem with exponential layers is still an open problem. Previous attempts have been unsuccessful. The…

Numerical Analysis · Mathematics 2023-04-25 Jin Zhang , Chunxiao Zhang