Related papers: Adapted Lie splitting method for convection-diffus…
The spreading of density fluctuations in two-dimensional driven diffusive systems is marginally anomalous. Mode coupling theory predicts that the diffusivity in the direction of the drive diverges with time as $(\ln t)^{2/3}$ with a…
Recent advances in Schramm-Loewner evolution have driven increasing interest in non-standard Loewner flows. In this work, we propose a novel splitting algorithm to simulate random Loewner curves with rigorous convergence analysis in…
An efficient semi-implicit second-order-accurate finite-difference method is described for studying incompressible Rayleigh-Benard convection in a box, with sidewalls that are periodic, thermally insulated, or thermally conducting.…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…
Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…
In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…
In this paper, we develop a modified nonlinear dynamic diffusion (DD) finite element method for convection-diffusion-reaction equations. This method is free of stabilization parameters and is capable of precluding spurious oscillations. We…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
We solve the convection-diffusion equation using a coupling of cell-centered finite volume (FV) and discontinuous Galerkin (DG) methods. The domain is divided into disjoint regions assigned to FV or DG, and the two methods are coupled…
In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…
A sliding-mode-based adaptive boundary control law is proposed for a class of uncertain thermal reaction-diffusion processes subject to matched disturbances. The disturbances are assumed to be bounded, but the corresponding bounds are…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
We construct splitting methods suitable for the solution of the equations of magnetohydrodynamics (MHD). Due to the physical significance of the involved operators, splittings into three or even four operators with positive coefficients are…
We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
We investigate the nonlinear heat-diffusion equation \( C(u)\,\frac{\partial u}{\partial t} = \frac{\partial}{\partial x}\!\left( K(u)\,\frac{\partial u}{\partial x} \right) \), where \( C(u) \) and \( K(u) \) are coefficients that depend…
We analyse the underlying nonlinear partial differential equation which arises in the study of gravitating flat fluid plates of embedding class one. Our interest in this equation lies in discussing new solutions that can be found by means…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…