Related papers: The Skorohod oblique reflection problem in time-de…
Time-dependent soliton solutions are explicitly derived in a five-dimensional theory endowed with one (warped) extra-dimension. Some of the obtained geometries, everywhere well defined and technically regular, smoothly interpolate between…
In this paper, we study the backward stochastic differential equation (BSDE) with two nonlinear mean reflections, which means that the constraints are imposed on the distribution of the solution but not on its paths. Based on the backward…
The generalized Crank-Nicolson method is employed to obtain numerical solutions of the two-dimensional time-dependent Schrodinger equation. An adapted alternating-direction implicit method is used, along with a high-order finite difference…
A propagation method for time-dependent Schr\"odinger equations with an explicitly time-dependent Hamiltonian is developed where time ordering is achieved iteratively. The explicit time-dependence of the time-dependent Schr\"odinger…
This work deals with the Landau equation in a bounded domain with the Maxwell reflection condition on the boundary for any (possibly smoothly position dependent) accommodation coefficient and for the full range of interaction potentials,…
We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…
In this work, we investigate the shape identification and coefficient determination associated with two time-dependent partial differential equations in two dimensions. We consider the inverse problems of determining a convex polygonal…
This article proposes spectral numerical methods to solve the time evolution of convection problems with viscosity strongly depending on temperature at infinite Prandtl number. Although we verify the proposed techniques just for viscosities…
This paper presents a combined field and boundary integral equation method for solving the time-dependent scattering problem of a thermoelastic body immersed in a compressible, inviscid and homogeneous fluid. The approach here is a…
We prove a strong duality result for a linear programming problem which has the interpretation of being a discretised optimal Skorokhod embedding problem, and we recover this continuous time problem as a limit of the discrete problems. With…
In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…
As we have known comprehensively since the early 1990's works of Isham and Kucha\v{r}, The Problem of Time mostly concerns interferences between its many facets. Having introduced the local facets in Articles I to IV, we now show how…
In this work we study a multi-step scheme on time-space grids proposed by W. Zhao et al. [28] for solving backward stochastic differential equations, where Lagrange interpolating polynomials are used to approximate the time-integrands with…
The Smoluchowski equation with a time dependent sink term is solved exactly. In this method by knowing the probability distribution at the origin P(0,s), one may derive the probability distribution at all positions i.e., P(x,s). Further the…
This work aims to investigate the existence of ergodic invariant measures and its uniqueness, associated with obstacle problems governed by a T-monotone operator defined on Sobolev spaces and driven by a multiplicative noise in a bounded…
We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…
In this paper we give a mathematical proof of the existence of the time independent and spherically symmetric solution to the 't Hooft-Polyakov model of magnetic monopole by using 2D-shooting method.
In this paper, we study a collection of mean-reflected backward stochastic differential equations driven by $G$-Brownian motions ($G$-BSDEs), where $G$-expectations are constrained in some time-dependent intervals. To establish…
A method of solving the time-dependent Schr\"odinger equation is presented, in which a finite region of space is treated explicitly, with the boundary conditions for matching the wave-functions on to the rest of the system replaced by an…
The Finite-Difference Time-Domain (FDTD) method is a well-known technique for the analysis of quantum devices. It solves a discretized Schrodinger equation in an explicitly iterative process. However, the method requires the spatial grid…