scholarly journals ASYMPTOTIC DYNAMIC OF THE NONCLASSICAL DIFFUSION EQUATION WITH TIME-DEPENDENT COEFFICIENT

2020 ◽  
Vol 0 (0) ◽  
pp. 0-0
Author(s):  
Jing Wang ◽  
◽  
Qiaozhen Ma
Keyword(s):  
Diffusion Equation ◽  
Time Dependent ◽  
Nonclassical Diffusion Equation ◽  
Asymptotic Dynamic

On a stochastic nonclassical diffusion equation with standard and fractional Brownian motion

2021 ◽  
pp. 2140011
Author(s):  
Tomás Caraballo ◽  
Tran Bao Ngoc ◽  
Tran Ngoc Thach ◽  
Nguyen Huy Tuan
Keyword(s):  
Brownian Motion ◽  
Diffusion Equation ◽  
Stochastic Integrals ◽  
Well Posedness ◽  
Time Data ◽  
Final Time ◽  
Fractional Brownian Motions ◽  
Nonclassical Diffusion Equation ◽  
Definition Of ◽  
Well Posed

This paper is concerned with the mathematical analysis of terminal value problems (TVP) for a stochastic nonclassical diffusion equation, where the source is assumed to be driven by classical and fractional Brownian motions (fBms). Our two problems are to study in the sense of well-posedness and ill-posedness meanings. Here, a TVP is a problem of determining the statistical properties of the initial data from the final time data. In the case [Formula: see text], where [Formula: see text] is the fractional order of a Laplace operator, we show that these are well-posed under certain assumptions. We state a definition of ill-posedness and obtain the ill-posedness results for the problems when [Formula: see text]. The major analysis tools in this paper are based on properties of stochastic integrals with respect to the fBm.

Hybrid Nodal Integral / Finite Element Method for Time-Dependent Convection Diffusion Equation

2021 ◽  
Author(s):  
Sundar Namala ◽  
Rizwan Uddin
Keyword(s):  
Finite Element Method ◽  
Finite Element ◽  
Diffusion Equation ◽  
Numerical Solutions ◽  
Second Order ◽  
Time Dependent ◽  
Convection Diffusion ◽  
Convection Diffusion Equation ◽  
Integral Methods ◽  
Element Method

Abstract Nodal integral methods (NIM) are a class of efficient coarse mesh methods that use transverse averaging to reduce the governing partial differential equation(s) (PDE) into a set of ordinary differential equations (ODE). The standard application of NIM is restricted to domains that have boundaries parallel to one of the coordinate axes/palnes (in 2D/3D). The hybrid nodal-integral/finite-element method (NI-FEM) reported here has been developed to extend the application of NIM to arbitrary domains. NI-FEM is based on the idea that the interior region and the regions with boundaries parallel to the coordinate axes (2D) or coordinate planes (3D) can be solved using NIM, and the rest of the domain can be discretized and solved using FEM. The crux of the hybrid NI-FEM is in developing interfacial conditions at the common interfaces between the NIM regions and FEM regions. We here report the development of hybrid NI-FEM for the time-dependent convection-diffusion equation (CDE) in arbitrary domains. Resulting hybrid numerical scheme is implemented in a parallel framework in Fortran and solved using PETSc. The preliminary approach to domain decomposition is also discussed. Numerical solutions are compared with exact solutions, and the scheme is shown to be second order accurate in both space and time. The order of approximations used for the development of the scheme are also shown to be second order. The hybrid method is more efficient compared to standalone conventional numerical schemes like FEM.

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