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We establish a comparison principle for viscosity solutions of a class of nonlinear partial differential equations posed on the space of nonnegative finite measures, thereby extending recent results for PDEs defined on the Wasserstein space…

Probability · Mathematics 2026-05-05 Ibrahim Ekren , Xihao He , Tianxu Lan , Xiaolu Tan

The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion…

Analysis of PDEs · Mathematics 2020-08-18 Maria Bruna , Martin Burger , José Antonio Carrillo

We study the particle method to approximate the gradient flow on the $L^p$-Wasserstein space. This method relies on the discretization of the energy introduced by [3] via nonoverlapping balls centered at the particles and preserves the…

Numerical Analysis · Mathematics 2025-01-08 Rong Lei

A generalized finite element method is proposed for solving a heterogeneous reaction-diffusion equation with a singular perturbation parameter $\varepsilon$, based on locally approximating the solution on each subdomain by solution of a…

Numerical Analysis · Mathematics 2024-07-25 Chupeng Ma , Jens Markus Melenk

The Poisson-Nernst-Planck (PNP) equations are one of the most effective model for describing electrostatic interactions and diffusion processes in ion solution systems, and have been widely used in the numerical simulations of biological…

Numerical Analysis · Mathematics 2023-12-19 Yang Liu , Shi Shu , Ying Yang

Diffusion-based models on continuous spaces have seen substantial recent progress through the mathematical framework of gradient flows, leveraging the Wasserstein-2 (${W}_2$) metric via the Jordan-Kinderlehrer-Otto (JKO) scheme. Despite the…

Machine Learning · Computer Science 2026-04-14 Dario Rancati , Jan Maas , Francesco Locatello

We use the local orthogonal decomposition technique to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale diffusion coefficient. We consider nonsmooth initial data and a backward…

Numerical Analysis · Mathematics 2015-05-01 Axel Målqvist , Anna Persson

Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based…

Machine Learning · Statistics 2025-06-30 Xiuyuan Cheng , Jianfeng Lu , Yixin Tan , Yao Xie

Approximation of elliptic PDEs with random diffusion coefficients typically requires a representation of the diffusion field in terms of a sequence $y=(y_j)_{j\geq 1}$ of scalar random variables. One may then apply high-dimensional…

Numerical Analysis · Mathematics 2016-03-18 Markus Bachmayr , Albert Cohen , Giovanni Migliorati

We consider the problem of model reduction of parametrized PDEs where the goal is to approximate any function belonging to the set of solutions at a reduced computational cost. For this, the bottom line of most strategies has so far been…

Numerical Analysis · Mathematics 2020-03-02 V. Ehrlacher , D. Lombardi , O. Mula , F. -X. Vialard

We introduce a meshless method for solving both continuous and discrete variational formulations of a volume constrained, nonlocal diffusion problem. We use the discrete solution to approximate the continuous solution. Our method is…

Numerical Analysis · Mathematics 2016-01-13 Richard B. Lehoucq , Francis J. Narcowich , Stephen T. Rowe , Joseph D. Ward

We introduce a local adaptive discontinuous Galerkin method for convection-diffusion-reaction equations. The proposed method is based on a coarse grid and iteratively improves the solution's accuracy by solving local elliptic problems in…

Numerical Analysis · Mathematics 2022-01-13 Assyr Abdulle , Giacomo Rosilho de Souza

The well-posedness of a non-local advection-selection-mutation problem deriving from adaptive dynamics models is shown for a wide family of initial data. A particle method is then developed, in order to approximate the solution of such…

Numerical Analysis · Mathematics 2023-04-28 Frank Ernesto Alvarez , Jules Guilberteau

We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…

Probability · Mathematics 2023-07-14 Xicheng Zhang

Devising optimal interventions for diffusive systems often requires the solution of the Hamilton-Jacobi-Bellman (HJB) equation, a nonlinear backward partial differential equation (PDE), that is, in general, nontrivial to solve. Existing…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Probability · Mathematics 2025-01-07 Christian Olivera , Marielle Simon

Gradient flows are a powerful tool for optimizing functionals in general metric spaces, including the space of probabilities endowed with the Wasserstein metric. A typical approach to solving this optimization problem relies on its…

Machine Learning · Statistics 2021-12-02 David Alvarez-Melis , Yair Schiff , Youssef Mroueh

We show that locally bounded, local weak solutions to certain nonlocal, nonlinear diffusion equations modeled on the fractional porous media and fast diffusion equations given by \begin{align*} \partial_t u + (-\Delta)^s(|u|^{m-1}u) = 0…

Analysis of PDEs · Mathematics 2025-04-23 Kyeongbae Kim , Ho-Sik Lee , Harsh Prasad

We study families of porous medium equation with nonlocal pressure. We construct their weak solutions via JKO schemes for modified Wasserstein distances. We also establish the regularization effect and decay estimates for the $L^p$ norms.

Analysis of PDEs · Mathematics 2022-05-24 Nhan-Phu Chung , Quoc-Hung Nguyen