A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints
From MaRDI portal
(Redirected from Publication:6091099)
Abstract: This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Our numerical scheme is based on the direct approximation of the nonlinear Feynman-Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman-Kac representation successfully avoids solving dense linear systems arising from nonlocality operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.
Cites work
- A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
- A Feynman-Kac based numerical method for the exit time probability of a class of transport problems
- A first-order numerical scheme for forward-backward stochastic differential equations in bounded domains
- A new approach for shape preserving interpolating curves
- A nonlocal vector calculus, nonlocal volume-constrained problems, and nonlocal balance laws
- A speculative study of 2∕3-order fractional Laplacian modeling of turbulence: Some thoughts and conjectures
- Adapted solution of a backward stochastic differential equation
- Analysis and approximation of a fractional Laplacian-based closure model for turbulent flows and its connection to Richardson pair dispersion
- Analysis and approximation of nonlocal diffusion problems with volume constraints
- Aspects of an adaptive finite element method for the fractional Laplacian: a priori and a posteriori error estimates, efficient implementation and multigrid solver
- Asymptotically Compatible Reproducing Kernel Collocation and Meshfree Integration for Nonlocal Diffusion
- Backward stochastic differential equations and integral-partial differential equations
- Continuous and discontinuous finite element methods for a peridynamics model of mechanics
- Convolution quadrature for the wave equation with a nonlinear impedance boundary condition
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps
- Finite difference approximations for fractional advection-dispersion flow equations
- Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions
- scientific article; zbMATH DE number 5657859 (Why is no real title available?)
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 3215021 (Why is no real title available?)
- Hybrid Finite Element--Spectral Method for the Fractional Laplacian: Approximation Theory and Efficient Solver
- Image denoising methods. A new nonlocal principle
- Nonlocal convection-diffusion volume-constrained problems and jump processes
- Numerical mathematics.
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs
- Numerical methods for nonlocal and fractional models
- Numerical methods for the solution of partial differential equations of fractional order.
- Numerical solution of stochastic differential equations with jumps in finance
- Reformulation of elasticity theory for discontinuities and long-range forces
- Regularity theory for fully nonlinear integro-differential equations
- Results on Nonlocal Boundary Value Problems
- Robust a posteriori stress analysis for quadrature collocation approximations of nonlocal models via nonlocal gradients
- The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator
- The random walk's guide to anomalous diffusion: A fractional dynamics approach
- Time Discrete Taylor Approximations for It?? Processes with Jump Component
- Towards an efficient finite element method for the integral fractional Laplacian on polygonal domains
- Weak approximation of killed diffusion using Euler schemes.
Cited in
(8)- Analysis of a nonlocal diffusion model with a weakly singular kernel
- A pseudoreversible normalizing flow for stochastic dynamical systems with various initial distributions
- Generative AI models for learning flow maps of stochastic dynamical systems in bounded domains
- An implicit-explicit Monte Carlo method for semi-linear PDEs driven by -stable Lévy process and its error estimates
- A class of higher-order time-splitting Monte Carlo method for fractional Allen-Cahn equation
- Integral kernel methods for nonlinear parabolic-elliptic systems
- Assimilating partial observation to enhance feedback control of stochastic dynamical systems
- An efficient probabilistic scheme for the exit time probability of -stable Lévy process
This page was built for publication: A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6091099)
