Related papers: Exponentially convergent functional-discrete metho…
In this work, a time-fractional nonlocal diffusion equation is considered. Based on the $L2$-$1_{\sigma}$ scheme on a graded mesh in time and the standard finite element method (FEM) in space, the fully-discrete $L2$-$1_{\sigma}$ finite…
We study the strong $L^p$-convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Specifically, the drift is assumed to be in the…
It is shown that M. Krein's method of directing functionals can be used to prove the existence of a scalar spectral measure for certain Sturm-Liouville equations with two singular endpoints. The essential assumption is the existence of a…
Recently, Martin Hutzenthaler pointed out that the explicit Euler method fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with superlinearly growing and globally one sided Lipschitz drift…
This paper is concerned with two properties of positive weak solutions of quasilinear elliptic equations with nonlinear gradient terms. First, we show a Liouville-type theorem for positive weak solutions of the equation involving the…
The spectral and scattering properties of non-selfadjoint problems pose a mathematical challenge. Apart from exceptional cases, the well-developed methods used to examine the spectrum of selfadjoint problems are not applicable. One of the…
We consider the long time behavior of the semidiscrete scheme for the Perona-Malik equation in dimension one. We prove that approximated solutions converge, in a slow time scale, to solutions of a limit problem. This limit problem evolves…
We develop a spectrally accurate numerical method to compute solutions of a model partial differential equation used in plasma physics to describe diffusion in velocity space due to Fokker-Planck collisions. The solution is represented as a…
We study the second order nonlinear differential equation \begin{equation*} u"+ \sum_{i=1}^{m} \alpha_{i} a_{i}(x)g_{i}(u) - \sum_{j=0}^{m+1} \beta_{j} b_{j}(x)k_{j}(u) = 0, \end{equation*} where $\alpha_{i},\beta_{j}>0$, $a_{i}(x),…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The…
In this paper we examine the asymptotic structure of the pseudospectrum of the singular Sturm-Liouville operator $L=\partial_x(f\partial_x)+\partial_x$ subject to periodic boundary conditions on a symmetric interval, where the coefficient…
In this work we obtain a Liouville theorem for positive, bounded solutions of the equation $$ (-\Delta)^s u= h(x_N)f(u) \quad \hbox{in }\mathbb{R}^{N} $$ where $(-\Delta)^s$ stands for the fractional Laplacian with $s\in (0,1)$, and the…
A transfer matrix function representation of the fundamental solution of the general-type discrete Dirac system, corresponding to rectangular Schur coefficients and Weyl functions, is obtained. Connections with Szeg\"o recurrence, Schur…
The problem of a fermion subject to a general mixing of vector and scalar potentials in a two-dimensional world is mapped into a Sturm-Liouville problem. Isolated bounded solutions are also searched. For the specific case of an inversely…
In this article I study different possibilities of analytically solving the Sturm-Liouville problem with variable coefficients of sufficiently arbitrary behavior with help of perturbation theory. I show how the problem can be reformulated…
In this paper we study the construction of a discrete solution for a hyperbolic system of partial differentials of the strongly coupled type. In its construction, the discrete separation of matricial variable method was followed. Two…
For a field k$with an automorphism \sigma and a derivation \delta, we introduce the notion of liouvillian solutions of linear difference-differential systems {\sigma(Y) = AY, \delta(Y) = BY} over k and characterize the existence of…
We examine the spectrum of a family of Sturm--Liouville operators with regularly spaced delta function potentials parametrized by increasing strength. The limiting behavior of the eigenvalues under this spectral flow was described in a…
We study the numerical approximation of numerous processes, solutions of nonlinear stochastic differential equations, that appear in various applications such as financial mathematics and population dynamics. Between the investigated models…