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In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
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…
We introduce a numerical strategy to efficiently solve the out-of-equilibrium Dyson equation in the transient regime. By discretizing the equation into a compact matrix form and applying state-of-the-art matrix compression techniques, we…
In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives and Riemann-Liouville fractional integrals. In order to make…
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…
A new method of numerical solution for partial differential equations is proposed. The method is based on a fast matrix multiplication algorithm. Two-dimensional Poison equation is used for comparison of the proposed method with…
Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
This article studies a direct numerical approach for fractional advection-diffusion equations (ADEs). Using a set of cubic trigonometric B-splines as test functions, a differential quadrature (DQ) method is firstly proposed for the 1D and…
Over the last two decades, several fast, robust, and high-order accurate methods have been developed for solving the Poisson equation in complicated geometry using potential theory. In this approach, rather than discretizing the partial…
This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…
This paper points out that the differential quadrature (DQ) and differential cubature (DC) methods due to their global domain property are more efficient for nonlinear problems than the traditional numerical techniques such as finite…
For the Poisson equation posed in a domain containing a large number of polygonal perforations, we propose a low-dimensional coarse approximation space based on a coarse polygonal partitioning of the domain. Similarly to other multiscale…
Distributed computing is critically important for modern statistical analysis. Herein, we develop a distributed quasi-Newton (DQN) framework with excellent statistical, computation, and communication efficiency. In the DQN method, no…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
This paper develops and analyzes a general iterative framework for solving parameter-dependent and random convection-diffusion problems. It is inspired by the multi-modes method of [7,8] and the ensemble method of [20] and extends those…
Poisson's equation is the canonical elliptic partial differential equation. While there exist fast Poisson solvers for finite difference and finite element methods, fast Poisson solvers for spectral methods have remained elusive. Here, we…
The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…