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When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Numerical Analysis · Mathematics 2015-03-19 Traian iliescu , Zhu Wang

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

Numerical Analysis · Mathematics 2024-11-19 R. Drebotiy , H. Shynkarenko

We present an exact mathematical transformation which converts a wide class of advection-diffusion equations into a form allowing simple and direct spatial discretization in all dimensions, and thus the construction of accurate and more…

Computational Physics · Physics 2009-11-10 R. Grima , T. J. Newman

We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…

Numerical Analysis · Mathematics 2015-01-14 Davide Palitta , Valeria Simoncini

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

Numerical Analysis · Computer Science 2018-05-16 Svetlana Matculevich , Monika Wolfmayr

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…

Computational Physics · Physics 2019-03-27 Narain Karedla , Jan Christoph Thiele , Ingo Gregor , Jörg Enderlein

Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the…

Numerical Analysis · Mathematics 2023-05-24 Gabriel R. Barrenechea , Volker John , Petr Knobloch

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

Over the recent past data-driven algorithms for solving stochastic optimal control problems in face of model uncertainty have become an increasingly active area of research. However, for singular controls and underlying diffusion dynamics…

Optimization and Control · Mathematics 2024-10-15 Sören Christensen , Asbjørn Holk Thomsen , Lukas Trottner

In this work we derive a posteriori error estimates for the convection-diffusion-reaction equation coupled with the Darcy-Forchheimer problem by a nonlinear external source depending on the concentration of the fluid. We introduce the…

Numerical Analysis · Mathematics 2022-12-27 Toni Sayah , Georges Semaan , Faouzi Triki

For a model convection-diffusion problem, we obtain new error estimates for a general upwinding finite element discretization based on bubble modification of the test space. The key analysis tool is based on finding representations of the…

Numerical Analysis · Mathematics 2024-02-19 Constantin Bacuta , Cristina Bacuta , Daniel Hayes

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

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…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

An Euler discretization of the Langevin diffusion is known to converge to the global minimizers of certain convex and non-convex optimization problems. We show that this property holds for any suitably smooth diffusion and that different…

Machine Learning · Statistics 2019-12-30 Murat A. Erdogdu , Lester Mackey , Ohad Shamir

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…

Numerical Analysis · Mathematics 2022-02-22 Erik Burman , Mihai Nechita , Lauri Oksanen
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