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In this paper, we solve explicitly and analyze rigorously inhomogeneous initial-boundary-value problems (IBVP) for several fourth-order variations of the traditional diffusion equation and the associated linearized Cahn-Hilliard (C-H) model…
We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…
This paper investigates the solution of a parabolic inverse problem based upon the convection-diffusion-reaction equation, which can be used to estimate both water and air pollution. We will consider both known and unknown source location:…
We consider the asymptotic behavior of solutions to the convection-diffusion equation: \[ \partial_t u - \mathrm{div}\left(a(x)\nabla u\right) = d\cdot\nabla \left(\left\lvert u\right\rvert ^{q-1}u\right),\ \ x\in\mathbb{R}^n, \ t>0 \] with…
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…
We implement the Unified Transform Method of Fokas as a numerical method to solve linear partial differential equations on the half-line. The method computes the solution at any x and t without spatial discretization or time stepping. With…
In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…
Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…
We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…
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…
The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…
We investigate a convective Brinkman--Forchheimer problem coupled with a heat equation. The investigated model considers thermal diffusion and viscosity depending on the temperature. We prove the existence of a solution without restriction…
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
A non-classical initial and boundary value problem for a non-homogeneous one-dimensional heat equation for a semi-infinite material with a zero temperature boundary condition at the face $x=0$ is studied with the aim of finding explicit…
We establish boundary observability and control for the fractional heat equation over arbitrary time horizons $T > 0$, within the optimal range of fractional exponents $s \in (1/2, 1)$. Our approach introduces a novel synthesis of…
Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…