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An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

数值分析 · 数学 2021-05-13 Ansgar Jüngel , Antoine Zurek

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

偏微分方程分析 · 数学 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

In homogenization theory, mathematical models at the macro level are constructed based on the solution of auxiliary cell problems at the micro level within a single periodicity cell. These problems are formulated using asymptotic expansions…

数值分析 · 数学 2025-06-10 P. N. Vabishchevich

Finite difference method was extended to unstructured meshes to solve Euler equations. The spatial discretization is made of two steps. First, numerical fluxes are computed at the middle point of each edge with high order accuracy. In this…

计算物理 · 物理学 2021-02-26 Meiyuan Zhen , Kun Qu , Jinsheng Cai

This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…

数值分析 · 数学 2018-03-07 Jérôme Droniou , Robert Eymard , Alain Prignet , Kyle S. Talbot

We consider the approach to self-similarity (or dynamical scaling) in Smoluchowski's coagulation equations for the solvable kernels K(x,y)=2, x+y and xy. We prove the uniform convergence of densities to the self-similar solution with…

适应与自组织系统 · 物理学 2007-05-23 Govind Menon , Robert L. Pego

We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…

概率论 · 数学 2020-09-11 Michael Röckner , Longjie Xie

The notions of discrete conformality on triangle meshes have rich mathematical theories and wide applications. The related notions of discrete uniformizations on triangle meshes, suggest efficient methods for computing the uniformizations…

几何拓扑 · 数学 2020-09-21 Tianqi Wu , Xiaoping Zhu

In this paper, we study the quasi-stationary behavior of the one-dimensional diffusion process with a regular or exit boundary at 0 and an entrance boundary at $\infty$. By using the Doob's $h$-transform, we show that the conditional…

概率论 · 数学 2025-10-15 Guoman He , Hanjun Zhang

In this paper we compute the Hausdorff distance between sets of continuous curves and sets of piecewise constant or linear discretizations. These sets are Sobolev balls given by the continuous or discrete $L^p$-norm of the derivatives. We…

数值分析 · 数学 2019-09-11 Frédéric de Gournay , Jonas Kahn , Léo Lebrat

We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…

数值分析 · 数学 2025-01-22 Letizia Angeli , Dan Crisan , Michela Ottobre

We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient is non-constant and uniformly elliptic. Using a refined…

概率论 · 数学 2026-02-16 Jinlong Wei , Junhao Hu , Guangying Lv , Chenggui Yuan

As modern machine learning models continue to advance the computational frontier, it has become increasingly important to develop precise estimates for expected performance improvements under different model and data scaling regimes.…

机器学习 · 计算机科学 2023-06-13 Lechao Xiao , Hong Hu , Theodor Misiakiewicz , Yue M. Lu , Jeffrey Pennington

Consistency models have recently emerged as a compelling alternative to traditional SDE-based diffusion models. They offer a significant acceleration in generation by producing high-quality samples in very few steps. Despite their empirical…

机器学习 · 计算机科学 2025-05-27 Nishant Jain , Xunpeng Huang , Yian Ma , Tong Zhang

Kernel methods for deconvolution have attractive features, and prevail in the literature. However, they have disadvantages, which include the fact that they are usually suitable only for cases where the error distribution is infinitely…

统计理论 · 数学 2009-09-29 Peter Hall , Alexander Meister

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

数值分析 · 数学 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

We investigate the discrepancy principle for choosing smoothing parameters for kernel density estimation. The method is based on the distance between the empirical and estimated distribution functions. We prove some new positive and…

统计理论 · 数学 2015-03-19 Thoralf Mildenberger

In this paper, we study the spreading properties of the solutions of an integro-differential equation of the form $u_t=J\ast u-u+f(u).$ We focus on equations with slowly decaying dispersal kernels $J(x)$ which correspond to models of…

偏微分方程分析 · 数学 2010-10-01 Jimmy Garnier

We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation converges in $L^2(\Omega)$, and describe the rate of convergence…

概率论 · 数学 2020-04-16 Hakima Bessaih , Annie Millet

The paper establishes the strong convergence rates of a spatio-temporal full discretization of the stochastic wave equation with nonlinear damping in dimension one and two. We discretize the SPDE by applying a spectral Galerkin method in…

数值分析 · 数学 2024-12-30 Meng Cai , David Cohen , Xiaojie Wang