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We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

We establish the existence of solutions to a class of non-linear stochastic differential equation of reaction-diffusion type in an infinite-dimensional space, with diffusion corresponding to a given transition kernel. The solution obtained…

Probability · Mathematics 2021-08-10 Conrado da Costa , Bernardo Freitas Paulo da Costa , Daniel Valesin

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh…

Numerical Analysis · Mathematics 2019-11-27 Chang Yang , Fabrice Deluzet , Jacek Narski

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

Analysis of PDEs · Mathematics 2022-10-26 Tomoyuki Oka

Diffusion models have emerged as a key pillar of foundation models in visual domains. One of their critical applications is to universally solve different downstream inverse tasks via a single diffusion prior without re-training for each…

Machine Learning · Computer Science 2023-10-03 Morteza Mardani , Jiaming Song , Jan Kautz , Arash Vahdat

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…

Optimization and Control · Mathematics 2017-11-13 Giorgio Ferrari

This paper deals with the formulation and numerical implementation of a fully coupled continuum model for deformation-diffusion in linearized elastic solids. The mathematical model takes into account the effect of the deformation on the…

Numerical Analysis · Computer Science 2018-06-07 M. K. Mudunuru , K. B. Nakshatrala

Establishing reliable correspondences is crucial for all registration tasks, including 2D image registration, 3D point cloud registration, and 2D-3D image-to-point cloud registration. However, these tasks are often complicated by challenges…

Computer Vision and Pattern Recognition · Computer Science 2025-09-26 Qianliang Wu , Haobo Jiang , Yaqing Ding , Lei Luo , Jun Li , Jin Xie , Xiaojun Wu , Jian Yang

Anisotropic diffusion processes with a diffusion tensor are important in image analysis, physics, and engineering. However, their numerical approximation has a strong impact on dissipative artefacts and deviations from rotation invariance.…

Numerical Analysis · Mathematics 2024-04-09 Karl Schrader , Joachim Weickert , Michael Krause

Starting from a continuous time random walk (CTRW) model of particles that may evanesce as they walk, our goal is to arrive at macroscopic integro-differential equations for the probability density for a particle to be found at point r at…

Statistical Mechanics · Physics 2015-05-14 E. Abad , S. B. Yuste , Katja Lindenberg

A practical correction formula relating the self-diffusion coefficient of dense liquids from molecular dynamics simulations with periodic boundary conditions to the self-diffusion coefficient in the thermodynamic limit is discussed. This…

Statistical Mechanics · Physics 2024-02-15 Sergey Khrapak

The paper deals with reaction-diffusion equations involving a hysteretic discontinuity in the source term, which is defined at each spatial point. In particular, such problems describe chemical reactions and biological processes in which…

Analysis of PDEs · Mathematics 2014-04-17 Pavel Gurevich , Roman Shamin , Sergey Tikhomirov

Many biological systems are governed by difference equations and exhibit discrete-time dynamics. Examples include the size of a population when generations are non-overlapping, and the incidence of a disease when infections are recorded at…

Populations and Evolution · Quantitative Biology 2025-09-25 Shuyun Jiao , David Waxman

A class of different schemes for the numerical solving of semilinear singularly--perturbed reaction--diffusion boundary--value problems was constructed. The stability of the difference schemes was proved, and the existence and uniqueness of…

Numerical Analysis · Mathematics 2020-09-15 Samir Karasuljić , Hidajeta Ljevaković

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We determine the timescales associated with turbulent diffusion and isotropization in closure models using anisotropically forced and freely decaying turbulence simulations and to study the applicability of these models. We compare the…

Solar and Stellar Astrophysics · Physics 2012-01-11 J. E. Snellman , A. Brandenburg , P. J. Käpylä , M. J. Mantere

This paper reviews the most commonly used numerical methods for solving the differential equation governing the dynamic response of linear elastic Single-Degree-of-Freedom (SDOF) systems. For more than 80 years since its introduction, the…

Numerical Analysis · Mathematics 2025-09-22 Farid Ghahari