Related papers: Directional diffusion splitting method for advecti…
Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…
We consider a second order, two-point, singularly perturbed boundary value problem, of reaction-convection-diffusion type with two small parameters, and we obtain regularity results for its solution. First we establish classical…
In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…
We present recent finite element numerical results on a model convection-diffusion problem in the singular perturbed case when the convection term dominates the problem. We compare the standard Galerkin discretization using the linear…
Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori…
Self- and cross-diffusion are important nonlinear spatial derivative terms that are included into biological models of predator-prey interactions. Self-diffusion models overcrowding effects, while cross-diffusion incorporates the response…
We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…
In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…
We present a robust computational framework for advective-diffusive-reactive systems that satisfies maximum principles, the non-negative constraint, and element-wise species balance property. The proposed methodology is valid on general…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…
A gradient discretisation method (GDM), Gradient schemes, Convergence analysis, Existence of weak solutions, Anisotropic reaction diffusion models, Dirichlet and Neumann boundary conditions, Non conforming finite element methods, Finite…
Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded…
We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded…
Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…
A Dirichlet problem is considered for the eikonal equation in an anisotropic medium. The nonlinear boundary value problem (BVP) formulated in the present work is the limit of the diffusion-reaction problem with a reaction parameter tending…
In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…