Related papers: Generalized Finite Difference Method for Solving S…
Simulation of stochastic spatially-extended systems is a challenging problem. The fundamental quantities in these models are individual entities such as molecules, cells, or animals, which move and react in a random manner. In big systems,…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
Uncertainty quantification appears today as a crucial point in numerous branches of science and engineering. In the past two decades, a growing interest has been devoted to stochastic finite element method (SFEM) for the propagation of…
Generalized diffusion type equations are considered and point symmetry analysis is applied to them. The equations with extremal order point symmetry algebras are described. Some old geometrical results are rederived in connection with…
The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…
In this work, we discuss and compare three methods for the numerical approximation of constant- and variable-coefficient diffusion equations in both single and composite domains with possible discontinuity in the solution/flux at…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…
Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
We construct and analyze a strongly consistent second-order finite difference scheme for the steady two-dimensional Stokes flow. The pressure Poisson equation is explicitly incorporated into the scheme. Our approach suggested by the first…
We develop a stabilized cut finite element method for the stationary convection diffusion problem on a surface embedded in ${\mathbb{R}}^d$. The cut finite element method is based on using an embedding of the surface into a three…
We formulate a numerical method to solve the porous medium type equation with fractional diffusion \[ \frac{\partial u}{\partial t}+(-\Delta)^{\sigma/2} (u^m)=0 \] posed for $x\in \mathbb{R}^N$, $t>0$, with $m\geq 1$, $\sigma \in (0,2)$,…
In this paper, we propose stochastic structure-preserving schemes to compute the effective diffusivity for particles moving in random flows. We first introduce the motion of particles using the Lagrangian formulation, which is modeled by…
We consider a stabilized finite element method based on a spacetime formulation, where the equations are solved on a global (unstructured) spacetime mesh. A unique continuation problem for the wave equation is considered, where data is…
A stochastic gradient method for finite-sum minimization subject to deterministic linear constraints is proposed and analyzed. The procedure presented adapts the projected gradient method on convex set to the use of both a stochastic…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…