Related papers: The Numerical Properties of G-heat equation and Re…
The G-expectation is a sublinear expectation. It is an important tool for pricing financial products and managing risk thanks to its ability to deal with model uncertainty. The problem is how to efficiently quantify it since the commonly…
We obtain the viscosity solution of G-heat equation with the initial condition $\phi(x)=x^{n}$ for each integer $n\geq1$ using the method of G-Brownian motion.
The elliptic 2-Hessian equation is a fully nonlinear partial differential equation (PDE) that is related to intrinsic curvature for three dimensional manifolds. We introduce two numerical methods for this PDE: the first is provably…
In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…
We propose a monotone approximation scheme for a class of fully nonlinear PDEs called G-equations. Such equations arise often in the characterization of G-distributed random variables in a sublinear expectation space. The proposed scheme is…
In this paper, we consider the exponential stabilization and observation of an unstable heat equation in a general multi-dimensional domain by combining the finite-dimensional spectral truncation technique and the recently developed…
We consider a stochastic heat equation with nonlinear finite-rank space-coloured multiplicative noise that admits a unique nonnegative solution when given nonnegative initial data. Inspired by existing results for fully discrete finite…
We propose an edge averaged finite element(EAFE) discretization to solve the Heat-PNP (Poisson-Nernst-Planck) equations approximately. Our method enforces positivity of the computed charged density functions and temperature function. Also…
In this expository work we discuss the asymptotic behaviour of the solutions of the classical heat equation posed in the whole Euclidean space. After an introductory review of the main facts on the existence and properties of solutions, we…
We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…
We investigate the inverse problem of numerically identifying unknown initial temperatures in a heat equation with dynamic boundary conditions whenever some overdetermination data is provided after a final time. This is a backward parabolic…
In this paper we investigate the asymptotic behavior and decay of the solution of the discrete in time $N$-dimensional heat equation. We give a convergence rate with which the solution tends to the discrete fundamental solution, and the…
The variational heat equation is a nonlinear, parabolic equation not in divergence form that arises as a model for the dynamics of the director field in a nematic liquid crystal. We present a finite difference scheme for a transformed,…
We establish a unique continuation property for stochastic heat equations evolving in a bounded domain $G$. Our result shows that the value of the solution can be determined uniquely by means of its value on an arbitrary open subdomain of…
We consider two steady-state heat conduction systems called, $S$ and $S_\alpha$, in a multidimensional bounded domain $D$ for the Poisson equation with source energy $g$. In one system, we impose mixed boundary conditions (temperature $b$…
In the 2nd version of this note we introduce the notion of viscosity solution for a type of fully nonlinear parabolic path-dependent partial differential equations (P-PDE). We then prove the comparison theorem (or maximum principle) of this…
We present and analyze a new derivation of the meso-level behavior of a discrete microscopic model of heat transfer. This construction is based on the principle of dynamic consistency. Our work reproduces and corrects, when needed, all the…
In Lipschitz domains, we study a Darcy-Forchheimer problem coupled with a singular heat equation by a nonlinear forcing term depending on the temperature. By singular we mean that the heat source corresponds to a Dirac measure. We establish…
We present a new explicit and stable numerical algorithm to solve the homogeneous heat equation. We illustrate the performance of the new method in the cases of two 2D systems with highly inhomogeneous random parameters. Spatial…
We study front speeds of curvature and strain G-equations arising in turbulent combustion. These G-equations are Hamilton-Jacobi type level set partial differential equations (PDEs) with non-coercive Hamiltonians and degenerate nonlinear…