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Related papers: Accurate discretization of advection-diffusion equ…

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We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…

Optimization and Control · Mathematics 2017-12-27 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…

Differential Geometry · Mathematics 2026-02-09 Iolo Jones , David Lanners

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

We present the hybridization of flux reconstruction methods for advection-diffusion problems. Hybridization introduces a new variable into the problem so that it can be reduced via static condensation. This allows the solution of implicit…

Numerical Analysis · Mathematics 2023-10-25 Carlos A. Pereira , Brian C. Vermeire

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

This study derives geometric, variational discretizations of continuum theories arising in fluid dynamics, magnetohydrodynamics (MHD), and the dynamics of complex fluids. A central role in these discretizations is played by the geometric…

Mathematical Physics · Physics 2015-05-20 Evan S. Gawlik , Patrick Mullen , Dmitry Pavlov , Jerrold E. Marsden , Mathieu Desbrun

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…

Machine Learning · Computer Science 2023-07-19 Kun Yuan , Sulaiman A. Alghunaim , Bicheng Ying , Ali H. Sayed

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…

Numerical Analysis · Mathematics 2017-05-09 S. Javadi , M. Jani , E. Babolian

This work develops a distributed optimization strategy with guaranteed exact convergence for a broad class of left-stochastic combination policies. The resulting exact diffusion strategy is shown in Part II to have a wider stability range…

Optimization and Control · Mathematics 2017-12-05 Kun Yuan , Bicheng Ying , Xiaochuan Zhao , Ali H. Sayed

Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the…

Numerical Analysis · Mathematics 2023-05-24 Gabriel R. Barrenechea , Volker John , Petr Knobloch

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

In this paper we study the stability of explicit finite difference discretizations of linear advection-diffusion equations (ADE) with arbitrary order of accuracy in the context of method of lines. The analysis first focuses on the stability…

Numerical Analysis · Mathematics 2020-06-17 Xianyi Zeng , Md Mahmudul Hasan

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

We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…

Probability · Mathematics 2026-01-14 Jose Blanchet , Fan Zhang

Constraints in power consumption and computational power limit the skill of operational numerical weather prediction by classical computing methods. Quantum computing could potentially address both of these challenges. Herein, we present…

Quantum Physics · Physics 2026-05-13 Reuben Demirdjian , Daniel Gunlycke , Carolyn A. Reynolds , James D. Doyle , Sergio Tafur

An abstract framework is developed that enables the analysis of algebraically stabilized discretizations in a unified way. This framework is applied to a discretization of this kind for convection-diffusion-reaction equations. The…

Numerical Analysis · Mathematics 2021-11-17 Volker John , Petr Knobloch

In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…

Numerical Analysis · Mathematics 2023-03-03 Ken Trotti