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For linear and fully non-linear diffusion equations of Bellman-Isaacs type, we introduce a class of approximation schemes based on differencing and interpolation. As opposed to classical numerical methods, these schemes work for general…

Numerical Analysis · Mathematics 2014-05-26 Kristian Debrabant , Espen R. Jakobsen

This work focuses on numerically solving a shape identification problem related to advection-diffusion processes with space-dependent coefficients using shape optimization techniques. Two boundary-type cost functionals are considered, and…

Optimization and Control · Mathematics 2025-04-23 Elmehdi Cherrat , Lekbir Afraites , Julius Fergy Tiongson Rabago

We analyze an advection-diffusion-reaction problem with non-homogeneous boundary conditions that models the chromatography process, a vital stage in bioseparation. We prove stability and error estimates for both constant and affine…

Numerical Analysis · Mathematics 2025-10-28 Farjana Siddiqua , Catalin Trenchea

We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

Analysis of PDEs · Mathematics 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

In this paper, we suggest a technique to avoid order reduction in time when integrating reaction-diffusion boundary value problems under non-homogeneous boundary conditions with exponential splitting methods. More precisely, we consider…

Numerical Analysis · Mathematics 2017-05-05 Isaías Alonso-Mallo , Begoña Cano , Nuria Reguera

In this paper, we consider the adaptive Eulerian--Lagrangian method (ELM) for linear convection-diffusion problems. Unlike the classical a posteriori error estimations, we estimate the temporal error along the characteristics and derive a…

Numerical Analysis · Mathematics 2012-09-07 Xiaozhe Hu , Young-Ju Lee , Jinchao Xu , Chensong Zhang

We follow-up on our works devoted to homogenization theory for linear second-order elliptic equations with coefficients that are perturbations of periodic coefficients. We have first considered equations in divergence form in [6, 7, 8]. We…

Analysis of PDEs · Mathematics 2018-02-01 Xavier Blanc , C. Le Bris , P. -L Lions

The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…

Numerical Analysis · Mathematics 2023-12-06 Japan K. Patel , Barry D. Ganapol , Martha M. Matuszak

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

This contribution is the numerically oriented companion article of the work [E. Canc\`es, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector…

Numerical Analysis · Mathematics 2018-10-24 Eric Cancès , Virginie Ehrlacher , Frederic Legoll , Benjamin Stamm , Shuyang Xiang

In this paper, we discuss the 2D convection-diffusion-reaction equation with variable smooth coefficients and the Dirichlet boundary condition on a complicated, thin, and curved domain. We propose the fourth-order compact FDM at every grid…

Numerical Analysis · Mathematics 2026-05-21 Qiwei Feng , Bin Han , Peter Minev

We present a fast direct solution method for the advection-diffusion equation in one and two dimensions with non-periodic boundaries. Computational cost is reduced to $\mathcal O(N)$ by making a low-rank approximation of the Green's…

Computational Physics · Physics 2016-12-30 Jonathan R. Bull

This paper concerns the use of asymptotic expansions for the efficient solving of forward and inverse problems involving a nonlinear singularly perturbed time-dependent reaction--diffusion--advection equation. By using an asymptotic…

Numerical Analysis · Mathematics 2023-02-15 Dmitrii Chaikovskii , Ye Zhang

We report in this paper the analysis for the linear and nonlinear version of the flux corrected transport (FEM-FCT) scheme in combination with the backward Euler time-stepping scheme applied to time-dependent convection-diffusion-reaction…

Numerical Analysis · Mathematics 2021-03-17 Abhinav Jha , Naveed Ahmed

We show that the Strang splitting method applied to a diffusion-reaction equation with inhomogeneous general oblique boundary conditions is of order two when the diffusion equation is solved with the Crank-Nicolson method, while order…

Analysis of PDEs · Mathematics 2021-04-23 Guillaume Bertoli , Christophe Besse , Gilles Vilmart

Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…

Numerical Analysis · Mathematics 2015-10-28 Matthew Beauregard , Joshua Padgett , Rana Parshad

Calibrating chemical kinetics in a reaction-diffusion system is challenging because of complex dynamics governed by tightly coupled chemistry and transport, while experimental observations are often sparse and noisy. We propose a physics…

Computational Engineering, Finance, and Science · Computer Science 2026-03-31 Feixue Cai , Hua Zhou , Zhuyin Ren

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

Explicit non-oscillatory central difference schemes become excessively diffusive when applied to highly nonlinear advection problems where small time steps are necessary to maintain stability. Here, we present a correction to reduce such…

Computational Physics · Physics 2019-11-12 Haseeb Zia , Guy Simpson

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo