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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…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…

Numerical Analysis · Mathematics 2019-12-18 Petr Plechac , Gabriel Stoltz , Ting Wang

Next-generation exascale machines with extreme levels of parallelism will provide massive computing resources for large scale numerical simulations of complex physical systems at unprecedented parameter ranges. However, novel numerical…

Computational Physics · Physics 2023-02-08 Komal Kumari , Emmet Cleary , Swapnil Desai , Diego A. Donzis , Jacqueline H. Chen , Konduri Aditya

This study presents a comprehensive spatial eigenanalysis of fully-discrete discontinuous spectral element methods, now generalizing previous spatial eigenanalysis that did not include time integration errors. The influence of discrete time…

Fluid Dynamics · Physics 2021-11-30 Niccolò Tonicello , Rodrigo C Moura , Guido Lodato , Gianmarco Mengaldo

Many important applications are available for nonlinear reaction-diffusion equation especially in the area of biology and engineering. Therefore a mathematical model for Lie symmetry reduction of system of nonlinear reaction-diffusion…

Mathematical Physics · Physics 2007-05-23 Sanjeev Kumar , Ravendra Singh

Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…

Methodology · Statistics 2020-07-14 Fernand A. Quintana , Peter Mueller , Alejandro Jara , Steven N. MacEachern

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

Study of far-from-equilibrium thermalization dynamics in quantum materials, including the dynamics of different types of quasiparticles, is becoming increasingly crucial. However, the inherent complexity of either the full quantum…

Computational Physics · Physics 2021-03-17 Indrajit Wadgaonkar , Rishabh Jain , Marco Battiato

We study the numerical error in solitary wave solutions of nonlinear dispersive wave equations. A number of existing results for discretizations of solitary wave solutions of particular equations indicate that the error grows quadratically…

Numerical Analysis · Mathematics 2021-10-22 Hendrik Ranocha , Manuel Quezada de Luna , David I. Ketcheson

We study two numerical approximations of solutions of nonlocal diffusion evolution problems which are inspired in algorithms for computing the bilateral denoising filtering of an image, and which are based on functional rearrangements and…

Numerical Analysis · Mathematics 2024-01-26 Gonzalo Galiano

This paper is devoted to the multigrid convergence analysis for the linear systems arising from the conforming linear finite element discretization of the second order elliptic equations with anisotropic diffusion. The multigrid convergence…

Numerical Analysis · Mathematics 2011-05-09 Guozhu Yu , Jinchao Xu , Ludmil Zikatanov

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

The paper treats a reaction-diffusion equation with hysteretic nonlinearity on a one-dimensional lattice. It arises as a result of the spatial discretization of the corresponding continuous model with so-called nontransverse initial data…

Analysis of PDEs · Mathematics 2016-01-22 Pavel Gurevich , Sergey Tikhomirov

Extensive simulations are performed of the diffusion-limited reaction A$+$B$\to 0$ in one dimension, with initially separated reagents. The reaction rate profile, and the probability distributions of the separation and midpoint of the…

Condensed Matter · Physics 2009-10-22 Stephen Cornell

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

In this paper we introduce adaptive time step control for simulation of evolution of ice sheets. The discretization error in the approximations is estimated using "Milne's device" by comparing the result from two different methods in a…

Computational Physics · Physics 2019-08-30 Gong Cheng , Per Lötstedt , Lina von Sydow

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

We consider two parallel-in-time approaches applied to a (reaction) diffusion problem, possibly non-linear. In particular, we consider PFASST (Parallel Full Approximation Scheme in Space and Time) and space-time multilevel strategies. For…

Numerical Analysis · Mathematics 2021-01-08 Pietro Benedusi , Michael Minion , Rolf Krause