相关论文: Stopped diffusion processes: boundary corrections …

In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with super-linear drifts, we propose a novel modified Euler scheme…

Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…

We investigate the relaxation problem and the diffusion phenomenon for the compressible Euler system with a time-dependent damping coefficient of the form $\tfrac{\mu}{(1+t)^{\lambda}}$ in $\mathbb{R}^d$ $(d \geq 1)$. We establish uniform…

We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…

A one dimensional diffusion process $X=\{X_t, 0\leq t \leq T\}$, with drift $b(x)$ and diffusion coefficient $\sigma(\theta, x)=\sqrt{\theta} \sigma(x)$ known up to $\theta>0$, is supposed to switch volatility regime at some point $t^*\in…

Modeling of a dense spray regime using an Euler-Lagrange approach is challenging because of local high volume loading. A cluster of droplets, that are assumed subgrid, can lead to locally low void fractions for the fluid phase. Under these…

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

An implicit Euler finite-volume scheme for a cross-diffusion system modeling biofilm growth is analyzed by exploiting its formal gradient-flow structure. The numerical scheme is based on a two-point flux approximation that preserves the…

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

We present and analyse an implicit-explicit timestepping procedure with finite element spatial approximation for a semilinear reaction-diffusion systems on evolving domains arising from biological models, such as Schnakenberg's (1979). We…

The diffuse domain method for partial differential equations on complicated geometries recently received strong attention in particular from practitioners, but many fundamental issues in the analysis are still widely open. In this paper we…

We consider a fully discrete and explicit scheme for the mean curvature flow of boundaries, based on an elementary diffusion step and a precise redistancing operation. We give an elementary convergence proof for the scheme under the…

Due to extreme difficulties in numerical simulations of Euler-Maxwell equations, which are caused by the highly complicated structures of the equations, this paper concerns the simplification of Euler-Maxwell system through the…

We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…

This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…

Training diffusion models is always a computation-intensive task. In this paper, we introduce a novel speed-up method for diffusion model training, called, which is based on a closer look at time steps. Our key findings are: i) Time steps…

Accurate prediction of spray atomization process using an Euler-Lagrange (EL) approach is challenging because of high volume fraction of the liquid phase in dense regimes. This would in reality displace a remarkable portion of the gaseous…

This paper introduces a framework for simulating finite dimensional representations of (jump) diffusion sample paths over finite intervals, without discretisation error (exactly), in such a way that the sample path can be restored at any…

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…