Related papers: Meshfree multiscale method with partially explicit…
We introduce a new formulation for the finite element immersed boundary method which makes use of a distributed Lagrange multiplier. We prove that a full discretization of our model, based on a semi-implicit time advancing scheme, is…
In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…
This paper proposes the use of a Spectral method to simulate diffusive moisture transfer through porous materials as a Reduced-Order Model (ROM). The Spectral approach is an a priori method assuming a separated representation of the…
In this work, we present a semi-numerical solution of a fractal telegraphic dual-porosity fluid flow model. It combines Laplace transform and finite difference schemes. The Laplace transform handles the time variable whereas the finite…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
The aim of this paper is to solve numerically, using the meshless method via radial basis functions, time-space-fractional partial differential equations of type Black-Scholes. The time-fractional partial differential equation appears in…
This paper deals with the numerical modeling of wave propagation in porous media described by Biot's theory. The viscous efforts between the fluid and the elastic skeleton are assumed to be a linear function of the relative velocity, which…
This paper deals with the case of using nonlinear diffusion filters to obtain piecewise constant images as a previous process for segmentation techniques. We first show an intrinsic formulation for the nonlinear diffusion equation to…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
In this paper we develop a class of Implicit-Explicit Runge-Kutta schemes for solving the multi-scale semiconductor Boltzmann equation. The relevant scale which characterizes this kind of problems is the diffusive scaling. This means that,…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…
Explicit time stepping schemes are popular for linear acoustic and elastic wave propagation due to their simple nature which does not require sophisticated solvers for the inversion of the stiffness matrices. However, explicit schemes are…
We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…
This note proposes embedding a time dependent PDE into a convection-diffusion type PDE (in one space dimension higher) with singularity, for which two discretization schemes, the classical streamline-diffusion and the EAFE (edge average…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
We introduce a modified molecular dynamics algorithm that allows one to freeze the dynamics of parts of a physical system, and thus concentrate the simulation effort on selected, central degrees of freedom. This freezing, in contrast to…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
In this paper, we propose a multirate iterative scheme with multiphysics finite element method for a fluid-saturated poroelasticity model. Firstly, we reformulate the original model into a fluid coupled problem to apply the multiphysics…
The aim of this work is the numerical homogenization of a parabolic problem with several time and spatial scales using the heterogeneous multiscale method. We replace the actual cell problem with an alternate one, using Dirichlet boundary…