Related papers: A linearized Kuramoto-Sivashinsky PDE via an imagi…
The Kuramoto-Sivashinsky equations (KSE) arise in many diverse scientific areas, and are of much mathematical interest due in part to their chaotic behavior, and their similarity to the Navier-Stokes equations. However, very little is known…
A high order time stepping applied to spatial discretizations provided by the method of lines for hyperbolic conservations laws is presented. This procedure is related to the one proposed in Qiu and Shu (SIAM J Sci Comput 24(6):2185-2198,…
The paper deals with the numerical treatment of index-1 stochastic differential-algebraic equations (SDAEs) with nonlinear coefficients that satisfy the local Lipschitz and the Khasminskii conditions. The key challenge here is the presence…
Accurate estimation of spatial derivatives from discrete and noisy data is central to scientific machine learning and numerical solutions of PDEs. We extend kinetic-based regularization (KBR), a localized multidimensional kernel regression…
We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…
The generalized Kuramoto-Sivashinsky equation in the case of the power nonlinearity with arbitrary degree is considered. New exact solutions of this equation are presented.
We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process. We call them…
In this article we propose a new explicit Euler-type approximation method for stochastic differential equations (SDEs). In this method, Brownian increments in the recursion of the Euler method are replaced by suitable bounded functions of…
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…
We present a novel construction of the super-Pauli-Lubanski pseudo-vector for 4D supersymmetry and show how it arises naturally from the spin-shell constraints in the supertwistor formulation of superparticle dynamics. We illustrate this…
We show that the construction of BPS-type equations for non-extremal black holes due to Miller et. al. can be extended to branes of arbitrary dimension and, more importantly, to time-dependent solutions. We call these first-order equations…
The signature is a collection of iterated integrals describing the "shape" of a path. It appears naturally in the Taylor expansions of controlled differential equations and, as a consequence, is arguably the central object within rough path…
This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or…
We propose a Lawson-time-splitting extended Fourier pseudospectral (LTSeFP) method for the numerical integration of the Gross-Pitaevskii equation with time-dependent potential that is of low regularity in space. For the spatial…
This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…
We present a new topological method for the study of the dynamics of dissipative PDE's. The method is based on the concept of the self-consistent apriori bounds, which allows to justify rigorously the Galerkin projection. As a result we…
Dissipative estimator (observer) design for continuous time-delay systems poses a significant challenge when an unlimited number of pointwise and general distributed delays (DDs) are concerned. We propose an effective solution to this…
Three-dimensional two-layer incompressible Euler fluids are studied from a Hamiltonian perspective. A natural Hamiltonian structure for the effective 2D model described by the interface-value of the field variables is obtained by means of a…
In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by L\'evy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are…
In this article we extend the exact simulation methods of Beskos et al. to the solutions of one-dimensional stochastic differential equations involving the local time of the unknown process at point zero. In order to perform the method we…