Related papers: Convergent Numerical Solutions for Unsteady Regula…
This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…
This paper presents a novel framework for characterizing dissipativity of uncertain systems whose dynamics evolve according to differential-algebraic equations. Sufficient conditions for dissipativity (specializing to, e.g., stability or…
A new understanding of the notion of the stable solution to ill-posed problems is proposed. The new notion is more realistic than the old one and better fits the practical computational needs. A method for constructing stable solutions in…
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…
A necessary and sufficient condition for linear stability of inviscid parallel shear flow is formulated by developing a novel variational principle, where the velocity profile is assumed to be monotonic and analytic. It is shown that…
A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…
Bounds consistency is usually enforced on continuous constraints by first decomposing them into binary and ternary primitives. This decomposition has long been shown to drastically slow down the computation of solutions. To tackle this,…
In this paper we consider the global stability of solutions of a nonlinear stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
The inherently homogeneous stationary-state and time-dependent Schroedinger equations are often recast into inhomogeneous form in order to resolve their solution nonuniqueness. The inhomogeneous term can impose an initial condition or, for…
We are interested in numerical schemes for the simulation of large scale gas networks. Typical models are based on the isentropic Euler equations with realistic gas constant. The numerical scheme is based on transformation of conservative…
We study numerical methods for the nonlinear partial differential equation that governs the motion of level sets by affine curvature. We show that standard finite difference schemes are nonlinearly unstable. We build convergent finite…
In this paper, we study the polynomial stability of analytical solution and convergence of the semi-implicit Euler method for non-linear stochastic pantograph differential equations. Firstly, the sufficient conditions for solutions to grow…
We study the steady uniphase and multiphase solutions of the discretized nonlinear damped wave equation.Conditions for the stability abd instability of the steady solutions are given;in the instability case the linear stable and unstable…
The indefinite sign of the Hamiltonian constraint means that solutions to Einstein's equations must achieve a delicate balance--often among numerically large terms that nearly cancel. If numerical errors cause a violation of the Hamiltonian…
Neural ordinary differential equations (NODEs) are an effective approach for data-driven modeling of dynamical systems arising from simulations and experiments. One of the major shortcomings of NODEs, especially when coupled with explicit…
Numerical solutions of differential equations are usually not smooth functions. However, they should resemble the smoothness of the corresponding real solutions in one way or another. In two of our recent papers, a kind of spacial…
We consider finite element approximations of unique continuation problems subject to elliptic equations in the case where the normal derivative of the exact solution is known to reside in some finite dimensional space. To give quantitative…
We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…
In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
This paper presents original and close to optimal stability conditions linking the time step and the space step, stronger than the CFL criterion: $\delta t\leq C\delta x^\alpha$ with $\alpha=\frac{2r}{2r-1}$, $r$ an integer, for some…