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Motivated by the idea of imposing paralleling computing on solving stochastic differential equations (SDEs), we introduce a new Domain Decomposition Scheme to solve forward-backward stochastic differential equations (FBSDEs) parallely. We…

Numerical Analysis · Mathematics 2010-08-03 Minh-Binh Tran

A boundary value problem on an unbounded domain, associated to difference equations with the Euclidean mean curvature operator is considered. The existence of solutions which are positive on the whole domain and decaying at infinity is…

Classical Analysis and ODEs · Mathematics 2025-04-18 Zuzana Došlá , Serena Matucci , Pavel Řehák

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Numerical Analysis · Mathematics 2024-04-04 Miha Rot , Martin Horvat , Gregor Kosec

Surrogate neural network-based partial differential equation (PDE) solvers have the potential to solve PDEs in an accelerated manner, but they are largely limited to systems featuring fixed domain sizes, geometric layouts, and boundary…

Machine Learning · Computer Science 2025-01-10 Chenkai Mao , Robert Lupoiu , Tianxiang Dai , Mingkun Chen , Jonathan A. Fan

In this paper we design an iterative domain decomposition method for free boundary problems with nonlinear flux jump condition. Our approach is related to damped Newton's methods. The proposed scheme requires, in each iteration, the…

Numerical Analysis · Mathematics 2015-03-13 Juan Galvis , H. M. Versieux

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

In this paper, we propose a parallel space-time domain decomposition method for solving an unsteady source identification problem governed by the linear convection-diffusion equation. Traditional approaches require to solve repeatedly a…

Optimization and Control · Mathematics 2015-08-26 Xiaomao Deng , Xiao-chuan Cai , Jun Zou

The finite-difference time-domain (FDTD) algorithm is a popular numerical method for solving electromagnetic problems. FDTD simulations can suffer from instability due to the explicit nature of the method. Stability enforcement can be…

Computational Engineering, Finance, and Science · Computer Science 2018-12-26 Fadime Bekmambetova , Xinyue Zhang , Piero Triverio

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…

Numerical Analysis · Mathematics 2021-09-29 Xiao Xu , Christian Glusa , Marta D'Elia , John T. Foster

This paper considers the Cauchy problem for the nonlinear dynamic string equation of Kirchhoff-type with time-varying coefficients. The objective of this work is to develop a time domain discretization algorithm capable of approximating a…

Analysis of PDEs · Mathematics 2024-04-09 Jemal Rogava , Zurab Vashakidze

We propose in this paper an adaptive reduced order modelling technique based on domain partitioning for parametric problems of fracture. We show that coupling domain decomposition and projection-based model order reduction permits to focus…

Classical Physics · Physics 2015-06-11 Pierre Kerfriden , Olivier Goury , Timon Rabczuk , Stephane Pierre-Alain Bordas

Mathematical modeling of many physical processes such as diffusion, viscosity of fluids and combustion involves differential equations with small coefficients of higher derivatives. These may be small diffusion coefficients for modeling the…

Numerical Analysis · Mathematics 2010-02-16 Liudmila Rozanova

We investigate the existence of solutions of constrained nonlinear differential inclusions with nonlocal boundary conditions. Our viability theorems are based on the assumption that the right-hand side of differential inclusion is defined…

Classical Analysis and ODEs · Mathematics 2018-12-10 Radosław Pietkun

First, using the uniform decomposition in both physical and frequency spaces, we obtain an equivalent norm on modulation spaces. Secondly, we consider the Cauchy problem for the dissipative evolutionary pseudo-differential equation…

Analysis of PDEs · Mathematics 2017-09-01 Mingjuan Chen , Baoxiang Wang , Shuxia Wang , M. W. Wong

We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…

Analysis of PDEs · Mathematics 2017-12-15 Boris Baeumer , Mihály Kovács , Harish Sankaranarayanan

The abstract elliptic and parabolic equations on exterior domain are considered. The equations have top-order variable coefficients. The separability properties of boundary value problems for elliptic equation and well-posedness of the…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

This article presents a general approach akin to domain-decomposition methods to solve a single linear PDE, but where each subdomain of a partitioned domain is associated to a distinct variational formulation coming from a mutually…

Numerical Analysis · Mathematics 2017-09-26 Federico Fuentes , Brendan Keith , Leszek Demkowicz , Patrick Le Tallec

In this work, we consider alternative discretizations for PDEs which use expansions involving integral operators to approximate spatial derivatives. These constructions use explicit information within the integral terms, but treat boundary…

Computational Physics · Physics 2024-11-12 Andrew J. Christlieb , Pierson T. Guthrey , William A. Sands , Mathialakan Thavappiragasm

In this work, we propose a new stochastic domain decomposition method for solving steady-state partial differential equations (PDEs) with random inputs. Based on the efficiency of the Variable-separation (VS) method in simulating stochastic…

Numerical Analysis · Mathematics 2025-02-06 Liang Chen , Yaru Chen , Qiuqi Li , Zhiwen Zhang