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We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

机器学习 · 计算机科学 2025-02-04 Anand Jerry George , Nicolas Macris

We address an original approach for the convergence analysis of a finite-volume scheme for the approximation of a stochastic diffusion-convection equation with multiplicative noise in a bounded domain of $\mathbb{R}^d$ (with $d=2$ or $3$)…

数值分析 · 数学 2024-02-20 Caroline Bauzet , Kerstin Schmitz , Aleksandra Zimmermann

This paper proposes a Bayesian framework for localization of multiple sources in the event of accidental hazardous contaminant release. The framework assimilates sensor measurements of the contaminant concentration with an integrated…

应用统计 · 统计学 2018-10-18 Young-Jin Park , Piyush M. Tagade , Han-Lim Choi

We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…

数值分析 · 数学 2023-10-13 Gauthier Wissocq , Rémi Abgrall

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…

机器学习 · 计算机科学 2026-01-16 Khashayar Gatmiry , Sitan Chen , Adil Salim

In this work we develop a novel domain splitting strategy for the solution of partial differential equations. Focusing on a uniform discretization of the $d$-dimensional advection-diffusion equation, our proposal is a two-level algorithm…

数值分析 · 数学 2023-03-03 Ken Trotti

In this work, we present an efficient optic flow algorithm for the extraction of vertically resolved 3D atmospheric motion vector (AMV) fields from incomplete hyperspectral image data measures by infrared sounders. The model at the heart of…

计算机视觉与模式识别 · 计算机科学 2023-10-26 P. Héas , O. Hautecoeur , R. Borde

We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…

数值分析 · 数学 2024-01-15 Abhinav Jha , Ondřej Pártl , Naveed Ahmed , Dmitri Kuzmin

In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…

数值分析 · 数学 2017-09-26 Ana Djurdjevac , Charles M. Elliott , Ralf Kornhuber , Thomas Ranner

This paper is concerned with the inverse scattering problem which aims to determine the spatially distributed dielectric constant coefficient of the 2D Helmholtz equation from multifrequency backscatter data associated with a single…

数值分析 · 数学 2020-02-25 Trung Truong , Dinh-Liem Nguyen , Michael Klibanov

A hydrogeological model for the spread of pollution in an aquifer is considered. The model consists in a convection-diffusion-reaction equation involving the dispersion tensor which depends nonlinearly of the fluid velocity. We introduce an…

数值分析 · 数学 2020-06-05 Éloïse Comte

We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…

计算物理 · 物理学 2019-07-05 V. P. Lipp , B. Rethfeld , M. E. Garcia , D. S. Ivanov

We formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…

数值分析 · 数学 2025-03-05 Anna Pandolfi , Ignacio Romero , Michael Ortiz

We develop, and implement in a Finite Volume environment, a density-based approach for the Euler equations written in conservative form using density, momentum, and total energy as variables. Under simplifying assumptions, these equations…

数值分析 · 数学 2024-05-01 Nicola Clinco , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

In this paper, we present an interior penalty discontinuous Galerkin finite element scheme for solving diffusion problems with strong anisotropy arising in magnetized plasmas for fusion applications. We demonstrate the accuracy produced by…

数值分析 · 数学 2022-05-18 David Green , Xiaozhe Hu , Jeremy Lore , Lin Mu , Mark L. Stowell

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

数值分析 · 数学 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…

数值分析 · 数学 2021-10-05 Thi-Thao-Phuong Hoang

Diffusion models have recently emerged as powerful generative priors for solving inverse problems. However, training diffusion models in the pixel space are both data-intensive and computationally demanding, which restricts their…

计算机视觉与模式识别 · 计算机科学 2024-04-17 Bowen Song , Soo Min Kwon , Zecheng Zhang , Xinyu Hu , Qing Qu , Liyue Shen

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…

数值分析 · 数学 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

This work presents two integration methods for field transfer in computational aeroacoustics and in coupled field problems, using the finite element method to solve the acoustic field. Firstly, a high-order Gaussian quadrature computes the…

数值分析 · 数学 2026-01-22 Stefan Schoder