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We consider a singularly perturbed reaction diffusion problem as a first order two-by-two system. Using piecewise discontinuous polynomials for the first component and $H_{div}$-conforming elements for the second component we provide a…

Numerical Analysis · Mathematics 2021-03-22 Sebastian Franz

This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…

Numerical Analysis · Mathematics 2021-06-08 Hao Luo , Xiaoping Xie

We study the computation of coupled advection-diffusion-reaction equations by the Schwarz waveform relaxation method. The study starts with linear equations, and it analyzes the convergence of the computation with a Dirichlet condition, a…

Numerical Analysis · Mathematics 2022-05-05 Wenbin Dong , Hansong Tang

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

This article deals with the initial-boundary value problem for a moderately coupled system of time-fractional diffusion equations. Defining the mild solution, we establish fundamental unique existence, limited smoothing property and…

Analysis of PDEs · Mathematics 2023-03-23 Zhiyuan Li , Xinchi Huang , Yikan Liu

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…

Machine Learning · Computer Science 2024-10-31 Yuxuan Gu , Xiaocheng Feng , Lei Huang , Yingsheng Wu , Zekun Zhou , Weihong Zhong , Kun Zhu , Bing Qin

An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…

Numerical Analysis · Mathematics 2026-01-05 Bernard Ducomet , Alexander Zlotnik , Alla Romanova

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…

Numerical Analysis · Mathematics 2017-04-05 Enrique Otárola , Abner J. Salgado

In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

Numerical Analysis · Mathematics 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

This paper explores the reconstruction of a space-dependent parameter in inverse diffusion problems, proposing a shape-optimization-based approach. We consider a Robin boundary condition, physically motivated in diffuse optical tomography…

Numerical Analysis · Mathematics 2026-01-27 Manabu Machida , Hirofumi Notsu , Julius Fergy Tiongson Rabago

In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…

Numerical Analysis · Mathematics 2026-01-27 Peiyi Liu , Zhaoqiang Liu , Yiqi Gu

Some properties of a Local discontinuous Galerkin (LDG) algorithm are demonstrated for the problem of evaluting a second derivative $g = f_{xx}$ for a given $f$. (This is a somewhat unusual problem, but it is useful for understanding the…

Computational Physics · Physics 2014-05-26 A. H. Hakim , G. W. Hammett , E. L. Shi

We apply the cell merging method to a model shallow water problem with a permeable boundary. We use a cut cell approach which is more easily and systematically scalable with different shapes of boundaries. The novel cell merging method…

Numerical Analysis · Mathematics 2021-12-20 Chanyang Ryoo , Kyle Mandli

We analyze a reaction coefficient identification problem for the spectral fractional powers of a symmetric, coercive, linear, elliptic, second-order operator in a bounded domain $\Omega$. We realize fractional diffusion as the…

Numerical Analysis · Mathematics 2019-05-01 Enrique Otarola , Tran Nhan Tam Quyen

In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…

Analysis of PDEs · Mathematics 2013-11-12 Zhiyuan Li , Masahiro Yamamoto

We study the inverse boundary crossing problem for diffusions. Given a diffusion process $X_t$, and a survival distribution $p$ on $[0,\infty)$, we demonstrate that there exists a boundary $b(t)$ such that $p(t)=\mathbb{P}[\tau >t]$, where…

Probability · Mathematics 2011-12-23 Xinfu Chen , Lan Cheng , John Chadam , David Saunders

Initial-boundary value problems for integrable nonlinear partial differential equations have become tractable in recent years due to the development of so-called unified transform techniques. The main obstruction to applying these methods…

Analysis of PDEs · Mathematics 2014-12-16 Peter D. Miller , Zhenyun Qin

A review of solutions of solid-state diffusion problems in infinite and semi-infinite bodies is presented. Based on the identified solutions for the semi-infinite body a two-step diffusion problem is discussed in detail with the first step…

Materials Science · Physics 2023-02-09 Guglielmo Macrelli
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