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The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini

The backwards diffusion equation is one of the classical ill-posed inverse problems, related to a wide range of applications, and has been extensively studied over the last 50 years. One of the first methods was that of {\it…

Numerical Analysis · Mathematics 2019-10-08 Barbara Kaltenbacher , William Rundell

The probabilistic diffusion model (DM), generating content by inferencing through a recursive chain structure, has emerged as a powerful framework for visual generation. After pre-training on enormous data, the model needs to be properly…

Computer Vision and Pattern Recognition · Computer Science 2025-09-30 Tao Ren , Zishi Zhang , Jingyang Jiang , Zehao Li , Shentao Qin , Yi Zheng , Guanghao Li , Qianyou Sun , Yan Li , Jiafeng Liang , Xinping Li , Yijie Peng

We propose and analyse a boundary-preserving numerical scheme for the weak approximation for some stochastic partial differential equations (SPDEs) with bounded state-space. We impose regularity assumptions on the drift and diffusion…

Numerical Analysis · Mathematics 2025-10-29 Johan Ulander

This paper presents a spatial two-grid (STG) compact difference scheme for a two-dimensional (2D) nonlinear diffusion-wave equation with variable exponent, which describes, e.g., the propagation of mechanical diffusive waves in viscoelastic…

Numerical Analysis · Mathematics 2025-10-15 Hao Zhang , Kexin Li , Wenlin Qiu

In this study, the $\theta$-method is used for discretizing a class of evolutionary partial differential equations. Then, we transform the resultant all-at-once linear system and introduce a novel one-sided preconditioner, which can be fast…

Numerical Analysis · Mathematics 2024-08-08 Yuan-Yuan Huang , Po Yin Fung , Sean Y. Hon , Xue-Lei Lin

The Immersed Boundary Method (IBM) is a popular numerical approach to impose boundary conditions without relying on body-fitted grids, thus reducing the costly effort of mesh generation. To obtain enhanced accuracy, IBM can be combined with…

Numerical Analysis · Mathematics 2024-01-10 Victor J. Llorente , Jiaqing Kou , Eusebio Valero , Esteban Ferrer

The Douglas--Rachford and Peaceman--Rachford splitting methods are common choices for temporal discretizations of evolution equations. In this paper we combine these methods with spatial discretizations fulfilling some easily verifiable…

Numerical Analysis · Mathematics 2016-05-10 Eskil Hansen , Erik Henningsson

We design and analyze solution techniques for a linear-quadratic optimal control problem involving the integral fractional Laplacian. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates…

Optimization and Control · Mathematics 2020-10-09 Marta D'Elia , Christian Glusa , Enrique Otarola

We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…

Numerical Analysis · Mathematics 2021-09-15 Varun Shankar , Grady B. Wright , Aaron L. Fogelson

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

Video-diffusion models have recently set the standard in video generation, inpainting, and domain translation thanks to their training stability and high perceptual fidelity. Building on these strengths, we repurpose conditional video…

Computational Engineering, Finance, and Science · Computer Science 2025-07-28 Jaewan Park , Farid Ahmed , Kazuma Kobayashi , Seid Koric , Syed Bahauddin Alam , Iwona Jasiuk , Diab Abueidda

We incorporate an arbitrarily high-order method for the Laplacian operator into the Spectral Difference method (SD). The resulting method is capable of capturing shocks thanks to its a-posteriori limiting methodology, and therefore it is…

Instrumentation and Methods for Astrophysics · Physics 2026-04-09 David A. Velasco-Romero , Romain Teyssier

The paper deals with the solvability of the following doubly singular boundary value problem \[\begin{cases} \dot z = c g(u)-f(u) -\dfrac{h(u)}{z^\alpha}\\ z(0^+)=0, z(1^-)=0, \ z(u)>0 \text{ in } (0,1)\end{cases}\] naturally arising in the…

Analysis of PDEs · Mathematics 2025-02-17 Cristina Marcelli

In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The…

Numerical Analysis · Mathematics 2024-04-18 Xue-Lei Lin , Michael K. Ng

A discrete analysis of the phase and dissipation errors of an explicit, semi-Lagrangian spectral element method is performed. The semi-Lagrangian method advects the Lagrange interpolant according the Lagrangian form of the transport…

Numerical Analysis · Mathematics 2023-02-08 Gustaaf B. Jacobs , Hareshram Natarajan , Pavel Popov , David A. Kopriva

We derive and implement an alternative formulation of the Stochastic Lanczos algorithm to be employed in connection with the Many-Body Dispersion model (MBD). Indeed, this formulation, which is only possible due to the Stochastic Lanczos'…

Chemical Physics · Physics 2023-10-23 Pier P. Poier , Louis Lagardère , Jean-Philip Piquemal

We solve the linear advection-diffusion equation with a variable speed on a semi-infinite line. The variable speed is determined by an additional condition at the boundary, which models the dynamics of a contact line of a hydrodynamic flow…

Fluid Dynamics · Physics 2013-02-07 Dmitry Pelinovsky