Related papers: Optimal finite-differences discretization for the …
We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…
Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…
In this work is provided a numerical study of a diffusion problem involving a second order term on the domain boundary (the Laplace-Beltrami operator) referred to as the \textit{Ventcel problem}.A variational formulation of the Ventcel…
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…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
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…
An evolving surface finite element discretisation is analysed for the evolution of a closed two-dimensional surface governed by a system coupling a generalised forced mean curvature flow and a reaction--diffusion process on the surface,…
Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…
We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…
We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…
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…
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the value function. The shape of the value function and the…
This study derives geometric, variational discretizations of continuum theories arising in fluid dynamics, magnetohydrodynamics (MHD), and the dynamics of complex fluids. A central role in these discretizations is played by the geometric…
We consider the reaction diffusion problem and present efficient ways to discretize and precondition in the singular perturbed case when the reaction term dominates the equation. Using the concepts of optimal test norm and saddle point…