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We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang

Diffusion models have emerged as a promising class of generative models that map noisy inputs to realistic images. More recently, they have been employed to generate solutions to partial differential equations (PDEs). However, they still…

Machine Learning · Computer Science 2024-02-16 Amartya Mukherjee , Melissa M. Stadt , Lena Podina , Mohammad Kohandel , Jun Liu

Propagation characteristics of a wave are defined by the dispersion relationship, from which the governing partial differential equation (PDE) can be recovered. PDEs are commonly solved numerically using the finite-difference (FD) method,…

Numerical Analysis · Mathematics 2021-07-29 Edward Caunt

Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…

Numerical Analysis · Mathematics 2025-10-30 James V. Roggeveen , Michael P. Brenner

Traditionally, systems governed by linear Partial Differential Equations (PDEs) are spatially discretized to exploit their algebraic structure and reduce the computational effort for controlling them. Due to beneficial insights of the PDEs,…

Systems and Control · Computer Science 2016-04-05 Saber Jafarizadeh

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…

We consider the fractional Laplace framework and provide models and theorems related to nonlocal diffusion phenomena. Some applications are presented, including: a simple probabilistic interpretation, water waves, crystal dislocations,…

Analysis of PDEs · Mathematics 2018-04-30 Claudia Bucur , Enrico Valdinoci

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

The integral fractional Laplacian of order $s \in (0,1)$ is a nonlocal operator. It is known that solutions to the Dirichlet problem involving such an operator exhibit an algebraic boundary singularity regardless of the domain regularity.…

Numerical Analysis · Mathematics 2022-12-29 Juan Pablo Borthagaray , Dmitriy Leykekhman , Ricardo H. Nochetto

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

Computational Engineering, Finance, and Science · Computer Science 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

Nonlocal periodic operators in partial differential equations (PDEs) pose challenges in constructing neural network solutions, which typically lack periodic boundary conditions. In this paper, we introduce a novel PDE perspective on…

Numerical Analysis · Mathematics 2024-11-20 Elie Abdo , Ruimeng Hu , Quyuan Lin

This work extends the applications of Anderson-type Hamiltonians to include transport characterized by anomalous diffusion. Herein, we investigate the transport properties of a one-dimensional disordered system that employs the discrete…

Mathematical Physics · Physics 2020-03-06 J. L. Padgett , E. G. Kostadinova , C. D. Liaw , K. Busse , L. S. Matthews , T. W. Hyde

We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…

Numerical Analysis · Mathematics 2024-02-14 Francisco Bersetche , Francisco Fuica , Enrique Otarola , Daniel Quero

In this paper, we study four nonlocal diffusion operators, including the fractional Laplacian, spectral fractional Laplacian, regional fractional Laplacian, and peridynamic operator. These operators represent the infinitesimal generators of…

Numerical Analysis · Mathematics 2019-11-28 Siwei Duo , Hong Wang , Yanzhi Zhang

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…

Numerical Analysis · Mathematics 2023-06-28 Wenyu Lei , George Turkiyyah , Omar Knio

We prove nonlinear lower bounds and commutator estimates for the Dirichlet fractional Laplacian in bounded domains. The applications include bounds for linear drift-diffusion equations with nonlocal dissipation and global existence of weak…

Analysis of PDEs · Mathematics 2015-11-03 Peter Constantin , Mihaela Ignatova

This work addresses the regularity of solutions for a nonlocal diffusion equation over the space of periodic distributions. The spatial operator for the nonlocal diffusion equation is given by a nonlocal Laplace operator with a compactly…

Analysis of PDEs · Mathematics 2022-10-04 Ilyas Mustapha , Bacim Alali , Nathan Albin

Diffusion-based solvers for partial differential equations (PDEs) are often bottle-necked by slow gradient-based test-time optimization routines that use PDE residuals for loss guidance. They additionally suffer from optimization…

Machine Learning · Computer Science 2025-12-02 Medha Sawhney , Abhilash Neog , Mridul Khurana , Anuj Karpatne

In this article we study the well-posedness (uniqueness and existence of solutions) of nonlinear elliptic Partial Differential Equations (PDEs) on a finite graph. These results are obtained using the discrete comparison principle and…

Analysis of PDEs · Mathematics 2013-03-01 Juan J. Manfredi , Adam M. Oberman , Alex P. Svirodov