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We present a fast direct solution method for the advection-diffusion equation in one and two dimensions with non-periodic boundaries. Computational cost is reduced to $\mathcal O(N)$ by making a low-rank approximation of the Green's…

计算物理 · 物理学 2016-12-30 Jonathan R. Bull

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

概率论 · 数学 2023-07-05 Theodoros Assiotis

This paper investigates the application of a fast-wave slow-wave spectral deferred correction time-stepping method (FWSW-SDC) to the compressible Euler equations. The resulting model achieves arbitrary order accuracy in time, demonstrating…

The effective diffusivity of Brownian tracer particles confined in periodic micro-channels is smaller than the microscopic diffusivity due to entropic trapping. Here, we study diffusion in two-dimensional periodic channels whose…

统计力学 · 物理学 2019-05-29 M. Mangeat , T. Guérin , D. S. Dean

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

偏微分方程分析 · 数学 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

This paper revisits the modeling of multicomponent diffusion within the framework of thermodynamics of irreversible processes. We briefly review the two well-known main approaches, leading to the generalized Fick-Onsager multicomponent…

数学物理 · 物理学 2020-08-13 Dieter Bothe , Pierre-Etienne Druet

We consider the linear dissipative Boltzmann equation describing inelastic interactions of particles with a fixed background. For the simplified model of Maxwell molecules first, we give a complete spectral analysis, and deduce from it the…

偏微分方程分析 · 数学 2009-02-20 Bertrand Lods , Clément Mouhot , Giuseppe Toscani

We propose a simple proof of the exponential convergence to equilibrium for ultrafast diffusion equations in $\mathbb{R}^n$. Our approach, based on the direct use of Poincar\'e inequality, gets rid of the optimal transport arguments used in…

偏微分方程分析 · 数学 2025-09-11 Yi C. Huang , Xinhang Tong

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…

物理与社会 · 物理学 2008-12-10 Luca Capriotti

Transport and the approach to equilibrium in interacting classical and quantum systems is a challenging problem of both theoretical and experimental interest. One useful organizing principle characterizing equilibration is the dissipative…

统计力学 · 物理学 2024-08-27 Alexios A. Michailidis , Dmitry A. Abanin , Luca V. Delacrétaz

We study a class of degenerate convection diffusion equations with a fractional nonlinear diffusion term. These equations are natural generalizations of anomalous diffusion equations, fractional conservations laws, local convection…

偏微分方程分析 · 数学 2011-07-28 Simone Cifani , Espen R. Jakobsen

Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…

量子物理 · 物理学 2015-05-19 O. Firstenberg , P. London , D. Yankelev , R. Pugatch , M. Shuker , N. Davidson

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

统计力学 · 物理学 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

数值分析 · 数学 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…

计算机视觉与模式识别 · 计算机科学 2025-06-02 Charles Laroche , Andrés Almansa , Eva Coupete

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

数值分析 · 数学 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

In this paper, we demonstrate that the explicit ADER approach as it is used inter alia in [1] can be seen as a special interpretation of the deferred correction (DeC) method as introduced in [2]. By using this fact, we are able to embed…

数值分析 · 数学 2022-11-17 Maria Han Veiga , Philipp Öffner , Davide Torlo

Taylor diffusion (or dispersion) refers to a phenomenon discovered experimentally by Taylor in the 1950s where a solute dropped into a pipe with a background shear flow experiences diffusion at a rate proportional to $1/\nu$, which is much…

偏微分方程分析 · 数学 2019-09-04 Margaret Beck , Osman Chaudhary , C. Eugene Wayne

This work consists in two parts. The first part is a review of the finite element method (FEM) for one and two-dimensional problems. The second part, concerns the application of the FEM to find numerical solutions of the Stokes equation and…

数值分析 · 数学 2014-01-30 Jonathan David Galeano Vargas

Many particle physics datasets like those generated at colliders are described by continuous coordinates (in contrast to grid points like in an image), respect a number of symmetries (like permutation invariance), and have a stochastic…

高能物理 - 唯象学 · 物理学 2023-11-03 Vinicius Mikuni , Benjamin Nachman , Mariel Pettee