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Using the generalized variational framework, the strong/weak existence and uniqueness of solutions are derived for a class of distribution dependent stochastic porous media equations on general measure spaces, which also extends the…

概率论 · 数学 2023-03-16 Jingyue Gao , Wei Hong , Wei Liu

Diffusion models provide expressive priors for forecasting trajectories of dynamical systems, but are typically unreliable in the sparse data regime. Physics-informed machine learning (PIML) improves reliability in such settings; however,…

机器学习 · 计算机科学 2026-01-30 Kaiyuan Tan , Kendra Givens , Peilun Li , Thomas Beckers

We present a unified framework for solving partial differential equations (PDEs) using video-inpainting diffusion transformer models. Unlike existing methods that devise specialized strategies for either forward or inverse problems under…

机器学习 · 计算机科学 2025-06-18 Edward Li , Zichen Wang , Jiahe Huang , Jeong Joon Park

We consider the one-dimensional porous medium equation $u_t=\left (u^nu_x \right )_x+\frac{\mu}{x}u^nu_x$. We derive point transformations of a general class that map this equation into itself or into equations of a similar class. In some…

偏微分方程分析 · 数学 2015-06-26 Christodoulos Sophocleous

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

数值分析 · 数学 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

机器学习 · 计算机科学 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…

数值分析 · 数学 2021-08-26 Junyang Wang , Jon Cockayne , Oksana Chkrebtii , T. J. Sullivan , Chris. J. Oates

Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…

数值分析 · 数学 2024-09-04 Ahmad Deeb , Denys Dutykh

Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…

数值分析 · 数学 2024-09-23 Jun-Ting Hsieh , Shengjia Zhao , Stephan Eismann , Lucia Mirabella , Stefano Ermon

This work is on a fast and accurate reduced basis method for solving discretized fractional elliptic partial differential equations (PDEs) of the form $\mathcal{A}^su=f$ by rational approximation. A direct computation of the action of such…

数值分析 · 数学 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Prediction of flow to boreholes or excavations in fractured low-permeability rocks is important for resource extraction and disposal or sequestration activities. Analytical solutions for fluid pressure and flowrate, when available, are…

流体动力学 · 物理学 2024-05-07 Kristopher L. Kuhlman

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

数值分析 · 数学 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…

数值分析 · 数学 2019-05-22 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Predicting the permeability of porous media in saturated and partially saturated conditions is of crucial importance in many geo-engineering areas, from water resources to vadose zone hydrology or contaminant transport predictions. Many…

地球物理 · 物理学 2021-06-04 Nguyen Van Nghia A , Damien Jougnot , Luong Thanh , Phan van Do , Tran Thuy , Dang Hue , Nguyen Hung

In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational…

数值分析 · 数学 2023-07-19 Manal Alotaibi , Victor M. Calo , Yalchin Efendiev , Juan Galvis , Mehdi Ghommem

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

数值分析 · 数学 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

Averaging is an important method to extract effective macroscopic dynamics from complex systems with slow modes and fast modes. This article derives an averaged equation for a class of stochastic partial differential equations without any…

偏微分方程分析 · 数学 2009-04-10 W. Wang , A. J. Roberts

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

概率论 · 数学 2016-05-26 Suprio Bhar
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