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Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…
In this paper we present three different numerical approaches to account for curl-type involution constraints in hyperbolic partial differential equations for continuum physics. All approaches have a direct analogy to existing and…
Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…
The diffusion and coalescence of individual atoms on a nanostructured surface are treated in a purely statistical way. From this, analytical formulas are derived which, from a known initial state, give the final cluster size distribution on…
The objective of this paper is to investigate a new numerical method for the approximation of the self-diffusion matrix of a tagged particle process defined on a grid. While standard numerical methods make use of long-time averages of…
While diffusion models have shown great success in image generation, their noise-inverting generative process does not explicitly consider the structure of images, such as their inherent multi-scale nature. Inspired by diffusion models and…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…
A numerical solution to the problem of wave scattering by many small particles is studied under the assumption k<<1, d>>a, where a is the size of the particles and d is the distance between the neighboring particles. Impedance boundary…
Due to the high complexity and technical requirements of industrial production processes, surface defects will inevitably appear, which seriously affects the quality of products. Although existing lightweight detection networks are highly…
We describe a numerical model of faceted crystal growth using a cellular automata method that incorporates admolecule diffusion on faceted surfaces in addition to bulk diffusion in the medium surrounding the crystal. The model was developed…
Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…
We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…
For high- pressure nucleation experiments in upward diffusion cloud chamber, there is the great deviation of predictions of classical nucleation theory from experimental results; the discrepancy is more than 10 orders of magnitude of…
In order to numerically solve high-dimensional nonlinear PDEs and alleviate the curse of dimensionality, a stochastic particle method (SPM) has been proposed to capture the relevant feature of the solution through the adaptive evolution of…
In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…
The test particle Monte-Carlo models for neutral particles are often used in the tokamak edge modelling codes. The drawback of this approach is that the self-consistent solution suffers from random error introduced by the statistical…
We study numerical methods for porous media equation (PME). There are two important characteristics: the finite speed propagation of the free boundary and the potential waiting time, which make the problem not easy to handle. Based on…
As a counterpoint to classical stochastic particle methods for diffusion, we develop a deterministic particle method for linear and nonlinear diffusion. At first glance, deterministic particle methods are incompatible with diffusive partial…