Related papers: Semigroup discretization and spectral approximatio…
A method for numerical approximation of a new class of fractional parabolic stochastic evolution equations is introduced and analysed. This class of equations has recently been proposed as a space-time extension of the SPDE-method in…
Delay differential equations (DDEs) with large delays play a pivotal role in understanding stability and bifurcations in systems ranging from neural networks to laser dynamics. While prior work has extensively studied DDEs with discrete…
The problem of approximating the discrete spectra of families of self-adjoint operators that are merely strongly continuous is addressed. It is well-known that the spectrum need not vary continuously (as a set) under strong perturbations.…
The present article investigates the convergence of a class of space-time discretization schemes for the Cauchy problem for linear parabolic stochastic partial differential equations (SPDEs) defined on the whole space. Sufficient conditions…
This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
Convergence of a full discretization of a second order stochastic evolution equation with nonlinear damping is shown and thus existence of a solution is established. The discretization scheme combines an implicit time stepping scheme with…
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…
Weak approximations have been developed to calculate the expectation value of functionals of stochastic differential equations, and various numerical discretization schemes (Euler, Milshtein) have been studied by many authors. We present a…
We present a Chebyshev collocation method for linear ODE and DDE problems. We first give a posteriori estimates for the accuracy of the approximate solution of a scalar ODE initial value problem. Examples of the success of the estimate are…
We study the stabilization and the wellposedness of solutions of the wave equation with subcritical semilinearities and locally distributed nonlinear dissipation. The novelty of this paper is that we deal with the difficulty that the main…
Traditionally, finite differences and finite element methods have been by many regarded as the basic tools for obtaining numerical solutions in a variety of quantum mechanical problems emerging in atomic, nuclear and particle physics,…
We develop a method for treating a series of secularly growing terms obtained from quantum perturbative calculations: autonomous first-order differential equations are constructed such that they reproduce this series to the given order. The…
Optimal Dirichlet boundary control for a fractional/normal evolution with a final observation is considered. The unique existence of the solution and the first-order optimality condition of the optimal control problem are derived. The…
The pseudospectra of a linear time-invariant system are the sets in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound.…
We propose a spectral collocation method to approximate the exact boundary control of the wave equation in a square domain. The idea is to introduce a suitable approximate control problem that we solve in the finite-dimensional space of…
The purpose of this paper is to introduce a semigroup approach to linear integro-differential systems with delays in state, control and observation parts. On the one hand, we use product spaces to reformulate state-delay…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
In this article, we prove the convergence of a semi-discrete numerical method applied to a general class of nonlocal nonlinear wave equations where the nonlocality is introduced through the convolution operator in space. The most important…
We consider abstract evolution equations with a nonlinear term depending on the state and on delayed states. We show that, if the $C_0$-semigroup describing the linear part of the model is exponentially stable, then the whole system retains…