相关论文: Efficient Numerical Method for Models Driven by L\…
This paper considers a two-step fourth-order modified explicit Euler/Crank-Nicolson numerical method for solving the time-variable fractional mobile-immobile advection-dispersion model subjects to suitable initial and boundary conditions.…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…
In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…
We propose a fast collocation method based on Krylov subspace iterative solver on general nonuniform grids for the fractional Laplacian problem, in which the fractional operator is presented in a singular integral formulation. The method is…
Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…
We introduce a general algorithm for the computation of the scale functions of a spectrally negative L\'evy process $X$, based on a natural weak approximation of $X$ via upwards skip-free continuous-time Markov chains with stationary…
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…
This paper presents a novel framework to accelerate score-based diffusion models. It first converts the standard stable diffusion model into the Fokker-Planck formulation which results in solving large linear systems for each image. For…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
Highly concentrated functions play an important role in many research fields including control system analysis and physics, and they turned out to be the key idea behind inverse Laplace transform methods as well. This paper uses the…
The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…
Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…
Using accurate multi-component diffusion treatment in numerical combustion studies remains formidable due to the computational cost associated with solving for diffusion velocities. To obtain the diffusion velocities, for low density gases,…
Boundary integral methods are attractive for solving homogeneous linear constant coefficient elliptic partial differential equations on complex geometries, since they can offer accurate solutions with a computational cost that is linear or…
The estimation of the diffusion matrix $\Sigma$ of a high-dimensional, possibly time-changed L\'evy process is studied, based on discrete observations of the process with a fixed distance. A low-rank condition is imposed on $\Sigma$.…
In this paper, we study loaded modified diffusion equation (the Hallaire equation with the fractional derivative with respect to time). The compact finite difference scheme of Crank-Nicholson type of higher order is developed for…
In this paper we present a non-local numerical scheme based on the Local Discontinuous Galerkin method for a non-local diffusive partial differential equation with application to traffic flow. In this model, the velocity is determined by…
We introduce highly efficient online nonlinear regression algorithms that are suitable for real life applications. We process the data in a truly online manner such that no storage is needed, i.e., the data is discarded after being used.…
Diffusion models are state-of-the-art methods in generative modeling when samples from a target probability distribution are available, and can be efficiently sampled, using score matching to estimate score vectors guiding a Langevin…