相关论文: A Direct Method for Solving Optimal Switching Prob…
We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
The focus of this article is studying an optimal control problem for branching diffusion processes. Initially, we introduce the problem in its strong formulation and expand it to include linearly growing drifts. Then, we present a relaxed…
Diffusion probabilistic models (DPMs) are a key component in modern generative models. DPM-solvers have achieved reduced latency and enhanced quality significantly, but have posed challenges to find the exact inverse (i.e., finding the…
The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…
The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…
Smart devices, storage and other distributed technologies have the potential to greatly improve the utilisation of network infrastructure and renewable generation. Decentralised control of these technologies overcomes many scalability and…
This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…
We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the…
A model for the development of turbulent shear flows, created by non-uniform parallel flows in a confining channel, is used to identify the diffuser shape that maximises pressure recovery when the inflow is non-uniform. Wide diffuser angles…
The nonlinear diffusion equation $u_t = (u^{- 4/3} u_x)_x$ is reduced by the substitution $u = v^{- 3/4}$ to an equation with quadratic nonlinearities possessing a polynomial invariant linear subspace of the maximal possible dimension equal…
In this paper, a new method for investigating Dirichlet's divisor problem is developed. For this purpose, integer points under the graph of a hyperbola are studied. Since many investigations in this direction focus on direct estimates of…
In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…
In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…
This manuscript presents a fast direct solution technique for solving two dimensional wave scattering problems from quasi-periodic multilayered structures. When the interface geometries are complex, the dominant term in the computational…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
We present a fast direct solution method for the advection-diffusion equation in one and two dimensions with non-periodic boundaries. Computational cost is reduced to $\mathcal O(N)$ by making a low-rank approximation of the Green's…
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…
The inverse problem of backward diffusion is known to be ill-posed and highly unstable. Backward diffusion processes appear naturally in image enhancement and deblurring applications. It is therefore greatly desirable to establish a…
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…