Related papers: Equation-free, multiscale computation for unsteady…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
In modern engineering, physical processes are modelled and analysed using advanced computer simulations, such as finite element models. Furthermore, concepts of reliability analysis and robust design are becoming popular, hence, making…
In this paper, we study a multiscale method for simulating a dual-continuum unsaturated flow problem within complex heterogeneous fractured porous media. Mathematically, each of the dual continua is modeled by a multiscale Richards equation…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
Denoising diffusion models (DDMs) offer a flexible framework for sampling from high dimensional data distributions. DDMs generate a path of probability distributions interpolating between a reference Gaussian distribution and a data…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…
Dynamical systems theory provides powerful methods to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. Here we derive and theoretically support a macroscopic, spatially discrete, model for a class…
We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…
We propose a method for effectively upscaling incompressible viscous flow in large random polydispersed sphere packings: the emphasis of this method is on the determination of the forces applied on the solid particles by the fluid. Pore…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
We develop an efficient numerical scheme for the 3D mean-field spherical dynamo equation. The scheme is based on a semi-implicit discretization in time and a spectral method in space based on the divergence-free spherical harmonic…
This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…
Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…
This study aims to improve the spatial representation of uncertainties when regressing surface wind speeds from large-scale atmospheric predictors for sub-seasonal forecasting. Sub-seasonal forecasting often relies on large-scale…
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…