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In this paper, we solve explicitly and analyze rigorously inhomogeneous initial-boundary-value problems (IBVP) for several fourth-order variations of the traditional diffusion equation and the associated linearized Cahn-Hilliard (C-H) model…

偏微分方程分析 · 数学 2025-12-08 A. Chatziafratis , A. Miranville , G. Karali , A. S. Fokas , E. C. Aifantis

We estimate nonparametrically the spatially varying diffusivity of a stochastic heat equation from observations perturbed by additional noise. To that end, we employ a two-step localization procedure, more precisely, we combine local state…

统计理论 · 数学 2025-05-28 Gregor Pasemann , Markus Reiß

This paper investigates the solution of a parabolic inverse problem based upon the convection-diffusion-reaction equation, which can be used to estimate both water and air pollution. We will consider both known and unknown source location:…

数值分析 · 数学 2011-10-12 Giulia Deolmi , Fabio Marcuzzi

We consider the asymptotic behavior of solutions to the convection-diffusion equation: \[ \partial_t u - \mathrm{div}\left(a(x)\nabla u\right) = d\cdot\nabla \left(\left\lvert u\right\rvert ^{q-1}u\right),\ \ x\in\mathbb{R}^n, \ t>0 \] with…

偏微分方程分析 · 数学 2025-07-03 Ikki Fukuda , Shinya Sato

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…

计算工程、金融与科学 · 计算机科学 2024-11-05 Maximilian Kruse , Sebastian Krumscheid

We implement the Unified Transform Method of Fokas as a numerical method to solve linear partial differential equations on the half-line. The method computes the solution at any x and t without spatial discretization or time stepping. With…

数值分析 · 数学 2020-06-12 Bernard Deconinck , Thomas Trogdon , Xin Yang

In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…

偏微分方程分析 · 数学 2024-07-18 Joaquín Domínguez-de-Tena , Aníbal Rodríguez-Bernal

Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…

机器学习 · 计算机科学 2026-01-27 Dmitrii Torbunov , Yihui Ren , Lijun Wu , Yimei Zhu

We present a class of new explicit and stable numerical algorithms to solve the spatially discretized linear heat or diffusion equation. After discretizing the space and the time variables like conventional finite difference methods, we do…

数值分析 · 数学 2021-04-27 Endre Kovács

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

The solution of a nonlinear diffusion equation is numerically investigated using the generalized Fourier transform method. This equation includes fractal dimensions and power-law dependence on the radial variable and on the diffusion…

计算物理 · 物理学 2019-11-12 Jie Yao , Cameron L. Williams , Fazle Hussain , Donald J. Kouri

We investigate a convective Brinkman--Forchheimer problem coupled with a heat equation. The investigated model considers thermal diffusion and viscosity depending on the temperature. We prove the existence of a solution without restriction…

数值分析 · 数学 2024-11-21 Gilberto Campaña , Pablo Muñoz , Enrique Otarola

In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…

数值分析 · 数学 2025-04-10 Ajay Jasra , Abylay Zhumekenov

We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…

概率论 · 数学 2022-07-25 Noah Forman , Douglas Rizzolo , Quan Shi , Matthias Winkel

We consider a one-dimensional diffusion which solves a stochastic differential equation with Borel-measurable coefficients in an open interval. We allow for the endpoints to be inaccessible or absorbing. Given a Borel-measurable function…

概率论 · 数学 2014-01-13 Damien Lamberton , Mihail Zervos

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

数值分析 · 数学 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

A non-classical initial and boundary value problem for a non-homogeneous one-dimensional heat equation for a semi-infinite material with a zero temperature boundary condition at the face $x=0$ is studied with the aim of finding explicit…

偏微分方程分析 · 数学 2014-10-16 Andrea N. Ceretani , Domingo A. Tarzia , Luis T. Villa

We establish boundary observability and control for the fractional heat equation over arbitrary time horizons $T > 0$, within the optimal range of fractional exponents $s \in (1/2, 1)$. Our approach introduces a novel synthesis of…

偏微分方程分析 · 数学 2025-04-25 Umberto Biccari , Mahamadi Warma , Enrique Zuazua

Hyperasymptotics is an analytical method that incorporates exponentially small contributions into asymptotic approximations, thereby expanding their domain of validity, improving accuracy, and providing deeper insight into the underlying…

经典分析与常微分方程 · 数学 2026-02-17 Gergő Nemes

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
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