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Related papers: Accurate discretization of advection-diffusion equ…

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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…

Computational Physics · Physics 2019-03-27 Narain Karedla , Jan Christoph Thiele , Ingo Gregor , Jörg Enderlein

We present a novel approach that redefines the traditional interpretation of explicit and implicit discretization methods for solving a general class of advection-diffusion equations (ADEs) featuring nonlinear advection, diffusion…

Analysis of PDEs · Mathematics 2025-06-10 Amin Jafarimoghaddam , Manuel Soler , Irene Ortiz

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

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…

Computational Physics · Physics 2019-12-18 Elliot J. Carr

We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Numerical Analysis · Mathematics 2015-03-19 Traian iliescu , Zhu Wang

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

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…

Numerical Analysis · Mathematics 2015-01-14 Davide Palitta , Valeria Simoncini

Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…

Numerical Analysis · Mathematics 2016-10-19 Christopher. N. Angstmann , Bruce I. Henry , Byron A. Jacobs , Anna V. McGann

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

Numerical Analysis · Mathematics 2024-11-19 R. Drebotiy , H. Shynkarenko

We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Probability · Mathematics 2007-05-23 Alexandros Beskos , Gareth O. Roberts

In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…

Numerical Analysis · Mathematics 2017-09-26 Ana Djurdjevac , Charles M. Elliott , Ralf Kornhuber , Thomas Ranner

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

A discretization scheme is introduced for a set of convection-diffusion equations with a non-linear reaction term, where the convection velocity is constant for each reactant. This constancy allows a transformation to new spatial variables,…

Computational Physics · Physics 2017-09-19 József Vass , Sergey N. Krylov

We advance an exact, explicit form for the solutions to the fractional diffusion-advection equation. Numerical analysis of this equation shows that its solutions resemble power-laws.

Solar and Stellar Astrophysics · Physics 2015-04-14 M. C. Rocca , A. R. Plastino , A. L. Plastino , G. L. Ferri , A. L. De Paoli

We present a novel approach to solve the advection-diffusion equation under arbitrary transporting fields using a quantum-inspired 'Schrodingerisation' technique for Hamiltonian simulation. Although numerous methods exist for solving…

Quantum Physics · Physics 2025-08-26 Niladri Gomes , Gautam Sharma , Jay Pathak

We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…

chao-dyn · Physics 2007-05-23 S. A. Suslov , A. J. Roberts

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

Developments in dynamical systems theory provides new support for the discretisation of \pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate,…

Numerical Analysis · Mathematics 2009-04-07 Tony MacKenzie , A. J. Roberts
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