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This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…

Numerical Analysis · Mathematics 2026-04-21 Jerome Droniou , Kim-Ngan Le , Huateng Zhu

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…

Machine Learning · Computer Science 2026-05-04 Saeed Mohseni-Sehdeh , Walid Saad , Kei Sakaguchi , Tao Yu

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

We apply the semi-discrete method, c.f. \emph{N. Halidias and I.S. Stamatiou (2016), On the numerical solution of some non-linear stochastic differential equations using the semi-discrete method, Computational Methods in Applied…

Numerical Analysis · Mathematics 2018-07-25 Ioannis S. Stamatiou

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

In this work we study the existence, uniqueness and polynomial stability of the pseudo almost periodic mild solutions of semi-linear diffusion equations with rough coefficients in certain interpolation spaces. First, we rewirte the…

Analysis of PDEs · Mathematics 2025-01-14 Pham Truong Xuan , Le The Sac

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…

Numerical Analysis · Computer Science 2019-11-18 Jesús Bonilla , Santiago Badia

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear…

Numerical Analysis · Mathematics 2022-11-30 Łukasz Płociniczak

We present a novel framework for the reconstruction of 1D composite signals assumed to be a mixture of two additive components, one sparse and the other smooth, given a finite number of linear measurements. We formulate the reconstruction…

Signal Processing · Electrical Eng. & Systems 2021-03-25 Thomas Debarre , Shayan Aziznejad , Michael Unser

In this paper, we consider the inverse source problem for the time-fractional diffusion equation, which has been known to be an ill-posed problem. To deal with the ill-posedness of the problem, we propose to transform the problem into a…

Numerical Analysis · Mathematics 2021-08-27 Bin Fan , Chuanju Xu

The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…

Numerical Analysis · Mathematics 2023-08-08 Siyu Cen , Zhi Zhou

A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…

Numerical Analysis · Mathematics 2015-02-10 Sara Pollock

In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…

Numerical Analysis · Mathematics 2020-08-04 H. A. Erbay , S. Erbay , A. Erkip

This paper concerns the construction and analysis of a numerical scheme for a mixed discrete-continuous fragmentation equation. A finite volume scheme is developed, based on a conservative formulation of a truncated version of the…

Numerical Analysis · Mathematics 2019-02-06 Graham Baird , Endre Süli

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

Numerical Analysis · Mathematics 2024-04-18 Jianbo Cui