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We present an analytic approach to solve a degenerate parabolic problem associated to the Heston model, which is widely used in mathematical finance to derive the price of an European option on an risky asset with stochastic volatility. We…
We provide an analytical solution for the elastic fields in a two-dimensional unbounded isotropic body with a rigid inclusion. Our analysis is based on the boundary integral formulation of the elastostatic problem and geometric function…
Approximate bound state solutions of the spinless Salpeter equation for the Hellmann potential are studied for heavy particles. By using functional analysis method, an analytical expression for the energy levels, and the corresponding…
A new method is presented for obtaining all-electron results from a pseudopotential calculation. This is achieved by carrying out a localised calculation in the region of an atomic nucleus using the embedding potential method of Inglesfield…
Solving inverse and optimization problems over solutions of nonlinear partial differential equations (PDEs) on complex spatial domains is a long-standing challenge. Here we introduce a method that parameterizes the solution using spectral…
We apply the asymptotic iteration method (AIM) to obtain the solutions of Schrodinger equation in the presence of Poschl-Teller (PT) potential. We also obtain the solutions of Dirac equation for the same potential under the condition of…
We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…
This paper studies the derivation of the quadratic porous medium equation and a class of cross-diffusion systems from nonlocal interactions. We prove convergence of solutions of a nonlocal interaction equation, resp. system, to solutions of…
At mesoscopic scales electrolyte solutions are modeled by the fluctuating generalized Poisson-Nernst-Planck (PNP) equations [J.-P. P\'eraud et al., Phys. Rev. F, 1(7):074103, 2016]. However, at length and time scales larger than the Debye…
We consider a system of nonlinear PDEs modeling nematic electrolytes, and construct a dissipative solution with the help of its implementable, structure-inheriting space-time discretization. Computational studies are performed to study the…
Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…
In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…
In this paper, a unified nonlocal rational continuum enrichment technique is presented for improving the dispersive characteristics of some well known classical continuum equations on the basis of atomistic dispersion relations. This type…
Machine learning for partial differential equations (PDEs) is a hot topic. In this paper we introduce and analyse a Deep BSDE scheme for nonlinear integro-PDEs with unbounded nonlocal operators -problems arising in e.g. stochastic control…
In this paper, we formulate a field-theoretical model of dilute salt solutions of electrically neutral spherical colloid particles. Each colloid particle consists of a 'central' charge that is situated at the center and compensating…
In this paper, we present a parallel higher-order boundary integral method to solve the linear Poisson-Boltzmann (PB) equation. In our method, a well-posed boundary integral formulation is used to ensure the fast convergence of Krylov…
The Polarizable Continuum Model (PCM) can be used in conjunction with Density Functional Theory (DFT) and its time-dependent extension (TDDFT) to simulate the electronic and optical properties of molecules and nanoparticles immersed in a…
We present a novel framework for the study of a large class of non-linear stochastic PDEs, which is inspired by the algebraic approach to quantum field theory. The main merit is that, by realizing random fields within a suitable algebra of…
We study equations from the area of peridynamics, which is an extension of elasticity. The governing equations form a system of nonlocal wave equations. Its governing operator is found to be a bounded, linear and self-adjoint operator on a…
Implicit electron-density solvation models based on joint density-functional theory offer a computationally efficient solution to the problem of calculating thermodynamic quantities of solvated systems from firstprinciples quantum…