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In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…

Numerical Analysis · Mathematics 2021-11-29 Dang Quang A , Pham Huy Dien , Dang Quang Long

Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…

Numerical Analysis · Mathematics 2026-01-26 Natalia Kopteva , Sean Kelly

A new method for the solution of initial-boundary value problems for evolution PDEs recently introduced by Fokas is generalised to multidimensions. Also the relation of this method with the method of images and with the classical integral…

Condensed Matter · Physics 2007-05-23 Athanassios S. Fokas , Daniel ben-Avraham

Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…

Numerical Analysis · Mathematics 2014-01-31 A. A. Alikhanov

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

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…

Numerical Analysis · Mathematics 2020-12-16 Marta D'Elia , Qiang Du , Christian Glusa , Max Gunzburger , Xiaochuan Tian , Zhi Zhou

In this work, an effective numerical method is developed to solve a class of singular boundary value problems arising in various physical models by using the improved differential transform method (IDTM). The IDTM applies the Adomian…

Numerical Analysis · Mathematics 2016-01-20 Lie-jun Xie , Cai-lian Zhou , Song Xu

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…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

An explicit formula to find symmetry recursion operators for partial differential equations (PDEs) is obtained from new results connecting variational integrating factors and non-variational symmetries. The formula is special case of a…

Mathematical Physics · Physics 2023-01-11 Stephen C. Anco , Bao Wang

We consider initial/boundary value problems for time-fractional parabolic PDE of order $0<\alpha<1$ with Caputo fractional derivative (also called fractional diffusion equations in the literature). We prove well-posedness of corresponding…

Numerical Analysis · Mathematics 2017-04-12 Michael Karkulik

The paper is concerned with the mathematical theory and numerical approximation of systems of partial differential equations (pde) of hyperbolic, pseudo-parabolic type. Some mathematical properties of the initial-boundary-value problem…

Numerical Analysis · Mathematics 2023-10-27 E. Abreu , E. Cuesta , A. Duran , W. Lambert

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

Numerical Analysis · Mathematics 2022-04-18 Martin Hutzenthaler , Thomas Kruse

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

This article is concerned with the existence and uniqueness of solutions to some fractional order boundary value problems. Our results are based on some fixed point theorems. For the applicability of our results, we provide an example.

Classical Analysis and ODEs · Mathematics 2016-12-13 Anwarrud Din , Shah Faisal

We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…

Numerical Analysis · Mathematics 2015-05-29 Bertram Düring , Michel Fournié , Alain Rigal

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

This paper is concerned with the problem of counting solutions of stationary nonlinear Partial Differential Equations (PDEs) when the PDE is known to admit more than one solution. We suggest tackling the problem via a sampling-based…

Analysis of PDEs · Mathematics 2025-03-03 Martin Kolodziejczyk , Michela Ottobre , Gideon Simpson

In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…

Numerical Analysis · Computer Science 2013-11-18 A. E. Kolesov , P. N. Vabishchevich , M. V. Vasilyeva

In this paper we proposed two new quasi-boundary value methods for regularizing the ill-posed backward heat conduction problems. With a standard finite difference discretization in space and time, the obtained all-at-once nonsymmetric…

Numerical Analysis · Mathematics 2021-07-15 Jun Liu

In the study of concavity properties of positive solutions to nonlinear elliptic partial differential equations the diffusion and the nonlinearity are typically independent of the space variable. In this paper we obtain new results aiming…

Analysis of PDEs · Mathematics 2023-09-01 Nouf Almousa , Claudia Bucur , Roberta Cornale , Marco Squassina