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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 paper, we implement exponential integrators, specifically Integrating Factor (IF) and Exponential Time Differencing (ETD) methods, using pseudo-spectral techniques to solve phase-field equations within a Python framework. These…

数值分析 · 数学 2023-05-17 Elvis do A. Soares , Amaro G. Barreto , Frederico W. Tavares

In this paper, we study a tensor-based method for the numerical solution of a class of diffusion--reaction equations defined on spatial domains that admit common curvilinear coordinate representations. Typical examples in 2D include disks…

数值分析 · 数学 2026-04-14 Marco Caliari , Fabio Cassini

We present an ``equation-free'' multiscale approach to the simulation of unsteady diffusion in a random medium. The diffusivity of the medium is modeled as a random field with short correlation length, and the governing equations are cast…

数值分析 · 数学 2007-05-23 Dongbin Xiu , Ioannis Kevrekidis

We consider fractional variants of divergence form problems with highly oscillatory local coefficients. We characterise the convergence of these coefficients by means of classical $H$-convergence covering the local behaviour of the…

偏微分方程分析 · 数学 2026-01-27 Andreas Buchinger , Krešimir Burazin , Ivana Crnjac , Marko Erceg , Maja Jolić , Marcus Waurick

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

数值分析 · 数学 2025-10-20 S. B. Yuste , L. Acedo

It is well known that the classical energetically consistent micropolar model has limits in simulating the frequency band structure of packed granular materials (see Merkel et al., 2011). It is here shown that if a standard continualization…

软凝聚态物质 · 物理学 2021-04-27 Andrea Bacigalupo , Luigi Gambarotta

We study a homogenisation problem for problems of mixed type in the framework of evolutionary equations. The change of type is highly oscillatory. The numerical treatment is done by a discontinuous Galerkin method in time and a continuous…

偏微分方程分析 · 数学 2017-11-27 Sebastian Franz , Marcus Waurick

We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…

偏微分方程分析 · 数学 2023-07-10 Wenjia Jing , Yiping Zhang

We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data…

数值分析 · 数学 2025-04-21 Łukasz Płociniczak , Kacper Taźbierski

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

数值分析 · 数学 2020-12-16 Barbara Verfürth

In this paper, we formulate and analyse exponential integrations when applied to nonlinear Schr\"{o}dinger equations in a normal or highly oscillatory regime. A kind of exponential integrators with energy preservation, optimal convergence…

数值分析 · 数学 2021-01-26 Bin Wang , Yaolin Jiang

In this article, we consider the problem of homogenising the linear heat equation perturbed by a rapidly oscillating random potential. We consider the situation where the space-time scaling of the potential's oscillations is \textit{not}…

偏微分方程分析 · 数学 2014-09-22 Martin Hairer , Etienne Pardoux , Andrey Piatnitski

The paper deals with numerical discretizations of separable nonlinear Hamiltonian systems with additive noise. For such problems, the expected value of the total energy, along the exact solution, drifts linearly with time. We present and…

数值分析 · 数学 2023-12-06 Chuchu Chen , David Cohen , Raffaele D'Ambrosio , Annika Lang

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

数值分析 · 数学 2020-03-31 Almushaira Mustafa , Harish Bhatt

The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…

高能天体物理现象 · 物理学 2022-12-14 Pranab J. Deka , Lukas Einkemmer , Ralf Kissmann

This article shows how to develop an efficient solver for a stabilized numerical space-time formulation of the advection-dominated diffusion transient equation. At the discrete space-time level, we approximate the solution by using…

数值分析 · 数学 2023-06-30 Marcin Łoś , Paulina Sepulveda-Salas , Maciej Paszyński

This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…

数值分析 · 数学 2023-08-21 Anshima Singh , Sunil Kumar

In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…

概率论 · 数学 2016-11-29 Tuan Nguyen Huy , Erkan Nane

In this paper, we present a multiscale framework for solving the Helmholtz equation in heterogeneous media without scale separation and in the high frequency regime where the wavenumber $k$ can be large. The main innovation is that our…

数值分析 · 数学 2022-10-21 Yifan Chen , Thomas Y. Hou , Yixuan Wang
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