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This paper deals with the deterministic particle method for the equation of porous media (with p = 2). We establish a convergence rate in the Wasserstein-2 distance between the approximate solution of the associated nonlinear transport…

偏微分方程分析 · 数学 2025-02-03 Amina Amassad , Datong Zhou

We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…

统计理论 · 数学 2019-01-18 M. El Omari , H. El Maroufy , C. Fuchs

Computing sample means on Riemannian manifolds is typically computationally costly as exemplified by computation of the Fr\'echet mean which often requires finding minimizing geodesics to each data point for each step of an iterative…

统计方法学 · 统计学 2022-05-25 Mathias Højgaard Jensen , Stefan Sommer

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

数值分析 · 数学 2018-10-15 Samy Wu Fung , Lars Ruthotto

The solution of partial differential equations (PDEs) on complex domains often presents a significant computational challenge by requiring the generation of fitted meshes. The Diffuse Domain Method (DDM) is an alternative which reformulates…

数值分析 · 数学 2026-05-13 Luke Benfield , Andreas Dedner

We utilize extreme-learning machines for the prediction of partial differential equations (PDEs). Our method splits the state space into multiple windows that are predicted individually using a single model. Despite requiring only few data…

机器学习 · 计算机科学 2024-08-20 Hans Harder , Jean Rabault , Ricardo Vinuesa , Mikael Mortensen , Sebastian Peitz

We present a previously unexplored forward-mode differentiation method for Maxwell's equations, with applications in the field of sensitivity analysis. This approach yields exact gradients and is similar to the popular adjoint variable…

光学 · 物理学 2019-12-24 Tyler W Hughes , Ian A D Williamson , Momchil Minkov , Shanhui Fan

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…

数值分析 · 数学 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

数值分析 · 数学 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

We describe two efficient methods of estimating the fluid permeability of standard models of porous media by using the statistics of continuous Brownian motion paths that initiate outside a sample and terminate on contacting the porous…

材料科学 · 物理学 2009-10-31 Chi-Ok Hwang , James A. Given , Michael Mascagni

We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…

概率论 · 数学 2012-10-09 Jocelyne Bion-Nadal

This note is concerned with proving the finite speed of propagation for some non-local porous medium equation by adapting arguments developed by Caffarelli and V\'azquez (2010).

偏微分方程分析 · 数学 2015-06-16 Cyril Imbert

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

机器学习 · 统计学 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Lagrangian averaging plays an important role in the analysis of wave--mean-flow interactions and other multiscale fluid phenomena. The numerical computation of Lagrangian means, e.g. from simulation data, is however challenging. Typical…

流体动力学 · 物理学 2023-04-26 Hossein A. Kafiabad , Jacques Vanneste

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

统计计算 · 统计学 2024-06-11 O. Deniz Akyildiz , Michela Ottobre , Iain Souttar

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

机器学习 · 计算机科学 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

The dispersion process in particulate porous media at low saturation levels takes place over the surface elements of constituent particles and, as we have found previously by comparison with experiments, can be accurately described by…

软凝聚态物质 · 物理学 2019-06-10 Penpark Sirimark , Alex V. Lukyanov , Tristan Pryer

We study a higher-order surface finite element (SFEM) penalty-based discretization of the tangential surface Stokes problem. Several discrete formulations are investigated which are equivalent in the continuous setting. The impact of the…

数值分析 · 数学 2025-03-11 Hanne Hardering , Simon Praetorius

We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…

计算工程、金融与科学 · 计算机科学 2026-05-26 Jonas Nitzler , Maximilian Bergbauer , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Mineral precipitation and dissolution processes in a porous medium can alter the structure of the medium at the scale of pores. Such changes make numerical simulations a challenging task as the geometry of the pores changes in time in an…

数值分析 · 数学 2020-07-13 Manuela Bastidas , Carina Bringedal , Iuliu Sorin Pop