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We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…

Numerical Analysis · Mathematics 2023-11-27 Marco Caliari , Fabio Cassini

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

Data Analysis, Statistics and Probability · Physics 2015-05-13 C. Anteneodo , R. Riera

An algorithm to estimate motion from satellite imagery is presented. Dense displacement fields are computed from time-separated images of of significant convective activity using a Bayesian formulation of the motion estimation problem.…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Sai Ravela , Virat Chatdarong

The simulation of the metabolism in mammalian cells becomes a severe problem if spatial distributions must be taken into account. Especially the cytoplasm has a very complex geometric structure which cannot be handled by standard…

Numerical Analysis · Mathematics 2010-03-01 Michael Hanke , Marry-Chriz Cabauatan-Villanueva

We quantitatively study the interaction between diffusion and mixing in both the continuous, and discrete time setting. In discrete time, we consider a mixing dynamical system interposed with diffusion. In continuous time, we consider the…

Analysis of PDEs · Mathematics 2019-05-22 Yuanyuan Feng , Gautam Iyer

Discrete mechanics is used to present fluid mechanics, fluid-structure interactions, electromagnetism and optical physics in a coherent theoretical and numerical approach. Acceleration considered as an absolute quantity is written as a sum…

Classical Physics · Physics 2019-09-09 Jean-Paul Caltagirone

We derive dispersion estimates for solutions of the one-dimensional discrete perturbed Dirac equation. To this end we develop basic scattering theory and establish a limiting absorption principle for discrete perturbed Dirac operators.

Spectral Theory · Mathematics 2015-11-11 Elena Kopylova , Gerald Teschl

We construct, analyse and assess various schemes of second order of accuracy in space and time for model advection-diffusion-reaction differential equations. The constructed schemes are meant to be of practical use in solving industrial…

Numerical Analysis · Mathematics 2023-01-25 Saray Busto , Eleuterio F. Toro , Maria Elena Vazquez-Cendon

We study a model of crowd motion following a gradient vector field, with possibly additional interaction terms such as attraction/repulsion, and we present a numerical scheme for its solution through a Lagrangian discretization. The density…

Numerical Analysis · Mathematics 2020-05-01 Hugo Leclerc , Quentin Mérigot , Filippo Santambrogio , Federico Stra

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

Diffusions are a successful technique to sample from high-dimensional distributions. The target distribution can be either explicitly given or learnt from a collection of samples. They implement a diffusion process whose endpoint is a…

Machine Learning · Computer Science 2025-09-03 Andrea Montanari

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain

We consider similarity solutions of the generalized convection-diffusion-reaction equation with both space- and time-dependent convection, diffusion and reaction terms. By introducing the similarity variable, the reaction-diffusion equation…

Mathematical Physics · Physics 2019-05-01 C. -L. Ho , C. -M. Yang

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting,…

Machine Learning · Computer Science 2023-10-12 Salva Rühling Cachay , Bo Zhao , Hailey Joren , Rose Yu

We perform an exhaustive study of the simplest, nontrivial problem in advection-diffusion -- a finite absorber of arbitrary cross section in a steady two-dimensional potential flow of concentrated fluid. This classical problem has been…

Soft Condensed Matter · Physics 2009-11-10 Jaehyuk Choi , Dionisios Margetis , Todd M. Squires , Martin Z. Bazant

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

In this paper we develop adaptive numerical schemes for certain nonlinear variational problems. The discretization of the variational problems is done by representing the solution as a suitable frame decomposition, i.e., a complete, stable,…

Numerical Analysis · Mathematics 2007-05-23 M. Charina , C. Conti , M. Fornasier

In this paper we study the inverse problem of identifying the diffusion matrix in an elliptic PDE from measurements. The convex energy functional method with Tikhonov regularization is applied to tackle this problem. For the discretization…

Numerical Analysis · Mathematics 2017-09-15 Michael Hinze , Tran Nhan Tam Quyen

In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…

Numerical Analysis · Mathematics 2015-03-19 Jun Ye , Kai Li

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura
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