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In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives and Riemann-Liouville fractional integrals. In order to make…

Numerical Analysis · Mathematics 2025-11-17 Francisco de la Hoz , Peru Muniain

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…

Numerical Analysis · Mathematics 2021-04-27 Endre Kovács

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

Calculations of the Fourier transform of a constant quantity over an area or volume defined by polygons (connected vertices) are often useful in modeling wave scattering, or in fourier-space filtering of real-space vector-based volumes and…

Numerical Analysis · Mathematics 2021-04-20 Brian B. Maranville

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We study the numerical behaviour of a particle method for gradient flows involving linear and nonlinear diffusion. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles. The resulting…

Analysis of PDEs · Mathematics 2016-12-07 J. A. Carrillo , Y. Huang , F. S. Patacchini , G. Wolansky

The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…

Computational Physics · Physics 2014-01-08 J. Pétri

In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…

Numerical Analysis · Mathematics 2025-06-18 Timo Sprekeler , Han Wu , Zhiwen Zhang

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

Computational Engineering, Finance, and Science · Computer Science 2015-03-13 K. B. Nakshatrala , A. J. Valocchi

In this paper, continuous-time master equations with finite states employed in nonequilibrium statistical mechanics are formulated in the language of discrete geometry. In this formulation, chains in algebraic topology are used, and master…

Mathematical Physics · Physics 2020-11-06 Shin-itiro Goto , Hideitsu Hino

Convection-diffusion-reaction equations are a class of second-order partial differential equations widely used to model phenomena involving the change of concentration/population of one or more substances/species distributed in space.…

Numerical Analysis · Mathematics 2024-10-16 Rasha Al Jahdali , David C. Del Rey Fernandez , Lisandro Dalcin , Matteo Parsani

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…

Analysis of PDEs · Mathematics 2019-12-13 Li Chen , Simone Göttlich , Stephan Knapp

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…

Numerical Analysis · Mathematics 2026-02-12 Daniele Di Pietro , Aurelio Spadotto

Long simulation times in climate sciences typically require coarse grids due to computational constraints. Nonetheless, unresolved subscale information significantly influences the prognostic variables and can not be neglected for reliable…

Numerical Analysis · Mathematics 2018-02-22 Konrad Simon , Jörn Behrens

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 2012-04-25 Dohy Hong

In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…

Mathematical Physics · Physics 2015-05-13 Clement Pellegrini , Francesco Petruccione