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Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

The problem of solving partial differential equations (PDEs) on manifolds can be considered to be one of the most general problem formulations encountered in computational multi-physics. The required covariant forms of balance laws as well…

Numerical Analysis · Mathematics 2021-01-19 Robert L. Gates , Maximilian Bittens

We study a singularly perturbed fast-slow system of two partial differential equations (PDEs) of reaction-diffusion type on a bounded domain via Galerkin discretisation. We assume that the reaction kinetics in the fast variable realise a…

Analysis of PDEs · Mathematics 2024-10-15 Maximilian Engel , Felix Hummel , Christian Kuehn , Nikola Popović , Mariya Ptashnyk , Thomas Zacharis

High-Sfrequency (HF) ray tracing in the complex ionospheric medium generally faces a fundamental trade-off between path accuracy and computational efficiency. This paper presents a high-fidelity Ray Tracing Method (RTM) synergistically…

Atmospheric and Oceanic Physics · Physics 2025-07-10 Qinglin Li , Wen Liu , Zhigang Zhang , Fengjuan Sun , Rong Chen , Zhongxin Deng , Zhiqiang Yao

In this paper, we propose a Bayesian approach for multiscale problems with the availability of dynamic observational data. Our method selects important degrees of freedom probabilistically in a Generalized multiscale finite element method…

Numerical Analysis · Mathematics 2018-06-18 Siu Wun Cheung , Nilabja Guha

This paper proposes a Cartesian grid-based boundary integral method for efficiently and stably solving two representative moving interface problems, the Hele-Shaw flow and the Stefan problem. Elliptic and parabolic partial differential…

Numerical Analysis · Mathematics 2026-04-22 Han Zhou , Shuwang Li , Wenjun Ying

The gradient discretisation method (GDM) is a generic framework designed recently, as a discretise in spatial space, to partial differential equations. This paper aims to use the GDM to establish a first general error estimate for numerical…

Numerical Analysis · Mathematics 2020-09-22 Yahya Alnashri

This note carries three purposes involving our latest advances on the radial basis function (RBF) approach. First, we will introduce a new scheme employing the boundary knot method (BKM) to nonlinear convection-diffusion problem. It is…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen , W. He

In this paper, we discuss the application of Generalized Multiscale Finite Element Method (GMsFEM) to elasticity equation in heterogeneous media. Our applications are motivated by elastic wave propagation in subsurface where the subsurface…

Numerical Analysis · Mathematics 2014-08-27 Eric T. Chung , Yalchin Efendiev , Shubin Fu

We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of the uncertainty space, the method is addressed to solve a…

Optimization and Control · Mathematics 2021-05-11 Cristian Ramirez-Pico , Eduardo Moreno

Partial differential equations (PDEs) on surfaces are fundamental to scientific computing and geometry processing. A popular approach to solving PDEs on surfaces is the finite element method (FEM), where the surface is divided into discrete…

Graphics · Computer Science 2026-05-27 Pranav Jain , Navami Kairanda , Peter Yichen Chen , Oded Stein

This is the second part in a series of papers on multi-step schemes for solving coupled forward backward stochastic differential equations (FBSDEs). We extend the basic idea in our former paper [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci.…

Numerical Analysis · Mathematics 2016-07-26 Yu Fu , Weidong Zhao , Tao Zhou

In this paper, we develop a multiscale finite element method for solving flows in fractured media. Our approach is based on Generalized Multiscale Finite Element Method (GMsFEM), where we represent the fracture effects on a coarse grid via…

Numerical Analysis · Mathematics 2015-02-16 Yalchin Efendiev , Seong Lee , Guanglian Li , Jun Yao , Na Zhang

Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional numerical algorithms and the flexible design of machine…

Numerical Analysis · Mathematics 2024-02-02 Xianjin Yang , Houman Owhadi

Approximation of scattered data is often a task in many engineering problems. The Radial Basis Function (RBF) approximation is appropriate for large scattered (unordered) datasets in d-dimensional space. This approach is useful for a higher…

Numerical Analysis · Computer Science 2018-06-21 Zuzana Majdisova , Vaclav Skala

Point clouds can be regarded as discrete samples of smooth manifolds and are typically analyzed via the eigenfunctions of the Laplace-Beltrami operator. This paper extends manifold spectral analysis to the fractional domain, enabling…

General Mathematics · Mathematics 2026-05-04 Jiamian Li , Bing-Zhao Li

We study algorithms to estimate geometric properties of raw point cloud data through implicit surface representations. Given that any level-set function with a constant level set corresponding to the surface can be used for such…

Numerical Analysis · Mathematics 2026-04-02 Alex Shiu Lun Chu , Leevan Ling , Ka Chun Cheung

Constrained radial basis function (RBF) regression has recently emerged as a powerful meshless tool for reconstructing continuous velocity fields from scattered flow measurements, particularly in image-based velocimetry. However, existing…

Fluid Dynamics · Physics 2026-03-27 Damien Rigutto , Manuel Ratz , Miguel A. Mendez

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

We mainly concerned with a decoupled fractional Laplacian wave equation in this paper. A new time-space domain radial basis function (RBF) collocation method is introduced to solve the fractional wave equation, which describes seismic wave…

Computational Physics · Physics 2018-06-07 Yiran Xu , Jingye Li , Guofei Pang , Zhikai Wang , Xiaohong Chen , Benfeng Wang
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