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We review, implement, and compare numerical integration schemes for spatially bounded diffusions stopped at the boundary which possess a convergence rate of the discretization error with respect to the timestep $h$ higher than ${\cal…

Numerical Analysis · Mathematics 2016-09-21 Francisco Bernal , Juan A. Acebrón

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

A molecule traveling in a realistic propagation environment can experience stochastic interactions with other molecules and the environment boundary. The statistical behavior of some isolated phenomena, such as dilute unbounded molecular…

Chemical Physics · Physics 2015-05-20 Adam Noel , Karen C. Cheung , Robert Schober

We study a non-linear convective-diffusive equation, local in space and time, which has its background in the dynamics of the thickness of a wetting film. The presence of a non-linear diffusion predicts the existence of fronts as well as…

Soft Condensed Matter · Physics 2013-05-29 Alex Hansen , Bo-Sture Skagerstam , Glenn Tørå

We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…

Numerical Analysis · Mathematics 2022-02-16 Mario Amrein , Pascal Heid , Thomas P. Wihler

Finite difference based micromagnetic simulations are a powerful tool for the computational investigation of magnetic structures. In this paper, we demonstrate how the discretization of continuous micromagnetic equations introduces a…

Materials Science · Physics 2024-12-17 Samuel J. R. Holt , Andrea Petrocchi , Martin Lang , Swapneel A. Pathak , Hans Fangohr

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

We consider reaction-diffusion equations on the planar square lattice that admit spectrally stable planar travelling wave solutions. We show that these solutions can be continued into a branch of travelling corners. As an example, we…

Dynamical Systems · Mathematics 2019-01-09 Hermen Jan Hupkes , Leonardo Morelli

Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…

Machine Learning · Computer Science 2026-04-02 Giovanni Conforti , Alain Durmus , Le-Tuyet-Nhi Pham , Gael Raoul

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

In this work an activator-depleted reaction-diffusion system is investigated on polar coordinates with the aim of exploring the relationship and the corresponding influence of domain size on the types of possible diffusion-driven…

Dynamical Systems · Mathematics 2018-01-11 Wakil Sarfaraz , Anotida Madzvamuse

Practical diffusion sampling is a numerical approximation problem: under a fixed inference budget, one must simulate a reverse-time ODE or SDE using only a limited number of denoising steps, so discretization error is often the dominant…

Machine Learning · Computer Science 2026-05-12 Samuel Hurault , Thomas Moreau , Gabriel Peyré

In this paper, we study a parabolic reaction diffusion system with constraints that model biofilm growth. Within a unified framework encompassing multiple numerical schemes, we derive the first general convergence rates for approximating…

Numerical Analysis · Mathematics 2025-11-05 Yahya Alnashri

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

Understanding how patterns and travelling waves form in chemical and biological reaction-diffusion models is an area which has been widely researched, yet is still experiencing fast development. Surprisingly enough, we still do not have a…

Populations and Evolution · Quantitative Biology 2018-05-24 Andrea Cangiani , Emmanuil H. Georgoulis , Andrew Yu. Morozov , Oliver J. Sutton

We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…

Numerical Analysis · Mathematics 2015-05-14 Nicolas Crouseilles , Hélène Hivert , Mohammed Lemou

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Statistical Mechanics · Physics 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck

Nonparametric estimation for semilinear SPDEs, namely stochastic reaction-diffusion equations in one space dimension, is studied. We consider observations of the solution field on a discrete grid in time and space with infill asymptotics in…

Statistics Theory · Mathematics 2023-02-03 Florian Hildebrandt , Mathias Trabs

Diffusion models generate high-dimensional data such as images by learning a process that gradually removes noise from corrupted data. Recent studies have shown that the backward dynamics of diffusion models exhibit two characteristic…

Statistical Mechanics · Physics 2026-04-14 Tomoei Takahashi , Takashi Takahashi , Yoshiyuki Kabashima

The multiple scattering of scalar waves in diffusive media is investigated by means of the radiative transfer equation. This approach, which does not rely on the diffusion approximation, becomes asymptotically exact in the regime of most…

Condensed Matter · Physics 2009-10-28 E. Amic , J. M. Luck , Th. M. Nieuwenhuizen