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Using the theory of evolutionary equations, we consider abstract differential equations including non-local integral operators. After providing a condition for the well-posedness of the addressed equation we consider a numerical method of…

Numerical Analysis · Mathematics 2026-01-19 Sebastian Franz , Sascha Trostorff

We obtain exact results for fractional equations of Fokker-Planck type using evolution operator method. We employ exact forms of one-sided Levy stable distributions to generate a set of self-reproducing solutions. Explicit cases are…

Statistical Mechanics · Physics 2015-05-30 K. Gorska , K. A. Penson , D. Babusci , G. Dattoli , G. H. E. Duchamp

We revisit the operator splitting schemes proposed in a recent work of [Some extensions of the operator splitting schemes based on Lagrangian and primal-dual: A unified proximal point analysis, Feng Xue, Optimization, 2022, doi:…

Optimization and Control · Mathematics 2023-02-21 Feng Xue

Nonlinear parabolic equations are frequently encountered in applications and efficient approximating techniques for their solution are of great importance. In order to provide an effective scheme for the temporal approximation of such…

Numerical Analysis · Mathematics 2020-02-28 Monika Eisenmann , Eskil Hansen

An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…

Numerical Analysis · Mathematics 2015-10-29 Petr N. Vabishchevich

Using the approach of the splitting method developed by I. Gy\"ongy and N. Krylov for parabolic quasi linear equations, we study the speed of convergence for general complex-valued stochastic evolution equations. The approximation is given…

Probability · Mathematics 2022-11-21 Zdzislaw Brzezniak , Annie Millet

In recent years, SPDEs have become a well-studied field in mathematics. With their increase in popularity, it becomes important to efficiently approximate their solutions. Thus, our goal is a contribution towards the development of…

Numerical Analysis · Mathematics 2024-01-17 Evelyn Buckwar , Ana Djurdjevac , Monika Eisenmann

We study the Strang splitting scheme for quasilinear Schr\"odinger equations. We establish the convergence of the scheme for solutions with small initial data. We analyze the linear instability of the numerical scheme, which explains the…

Numerical Analysis · Mathematics 2014-09-22 Jianfeng Lu , Jeremy L. Marzuola

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…

Functional Analysis · Mathematics 2021-11-02 Oleg E. Galkin , Ivan D. Remizov

This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…

Numerical Analysis · Mathematics 2024-05-08 Sergio Blanes , Fernando Casas , Ander Murua

We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…

Numerical Analysis · Mathematics 2018-03-30 Eskil Hansen , Erik Henningsson

The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…

Quantum Physics · Physics 2018-08-08 V. Semin , F. Petruccione

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…

Numerical Analysis · Mathematics 2011-03-23 Tamás Ladics

Differential Riccati equations (DREs) are semilinear matrix- or operator-valued differential equations with quadratic non-linearities. They arise in many different areas, and are particularly important in optimal control of linear quadratic…

Numerical Analysis · Mathematics 2025-04-28 Eskil Hansen , Tony Stillfjord , Teodor Åberg

We investigate the equivalence of different operator-splitting schemes for the integration of the Langevin equation. We consider a specific problem, so called the directed percolation process, which can be extended to a wider class of…

Statistical Mechanics · Physics 2009-11-11 H. K. Lee , C. Kwon , Hyunggyu Park

Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.

Probability · Mathematics 2016-08-16 Istvan Gyöngy , Annie Millet

We consider a linear partial integro-differential equation that arises in the modeling of various physical and biological processes. We study the problem in a spatial periodic domain. We analyze numerical stability and numerical convergence…

Numerical Analysis · Mathematics 2010-05-31 Samir Kumar Bhowmik

Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…

Analysis of PDEs · Mathematics 2025-02-19 Tiago Augusto dos Santos Boza , Paulo Mendes de Carvalho Neto