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It has been shown that the existence of a Partial Integral Equation (PIE) representation of a Partial Differential Equation (PDE) simplifies many numerical aspects of analysis, simulation, and optimal control. However, the PIE…

Optimization and Control · Mathematics 2024-03-14 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew Peet

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

Computational Finance · Quantitative Finance 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

In this paper, we study a class of first order nonlinear degenerated partial differential equations with singularity at $(t,x)=(0,0)\in \CC^2$. By means of exponential type Nagumo norm approach, Gevrey asymptotic analysis extends to case of…

Analysis of PDEs · Mathematics 2012-02-22 Zhuangchu Luo , Hua Chen , Changgui Zhang

We apply the Linear Delta Expansion (LDE) to the Lindstedt-Poincare (``distorted time'') method to find improved approximate solutions to nonlinear problems. We find that our method works very well for a wide range of parameters in the case…

Mathematical Physics · Physics 2016-09-07 Paolo Amore , Alfredo Aranda

We investigated the analytical solution of fractional order K(m,n) type equation with variable coefficient which is an extended type of KdV equations into a genuinely nonlinear dispersion regime. By using the Lie symmetry analysis, we…

Analysis of PDEs · Mathematics 2020-06-16 H. Jafari , N. Kadkhoda , D. Baleanu

In this paper, we discuss the different splitting approaches to solve the Gross-Pitaevskii equation numerically. We consider conservative finite-difference schemes and spectral methods for the spatial discretisation. Further, we apply…

Numerical Analysis · Mathematics 2019-02-18 Juergen Geiser , Amirbahador Nasari

This paper proposes a novel Generalized Non-Standard Finite Difference (GNSFD) scheme for the numerical solution of a class of fractional partial differential equations (FrPDEs). The formulation of the method is grounded in optimization and…

Numerical Analysis · Mathematics 2025-09-17 Devank Mishra , Sheerin Kayenat , Amit K. Verma

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

Probability · Mathematics 2023-04-05 Joe Jackson

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas

Our purpose is to obtain gradient estimates for certain nonlinear partial differential equations by coupling methods. First we derive uniform gradient estimates for a certain semi-linear PDEs based on the coupling method introduced in Wang…

Probability · Mathematics 2014-07-22 Yongsheng Song

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Some higher-order quasilinear parabolic, hyperbolic, and nonlinear dispersion equations are shown to admit various blow-up, extinction, and travelling wave solutions, which reduce to variational problems admitting countable families of…

Analysis of PDEs · Mathematics 2015-03-19 V. A. Galaktionov , E. Mitidieri , S. I. Pohozaev

We introduce a new overlapping Domain Decomposition Method (DDM) to solve the fully nonlinear Monge-Amp\`ere equation. While DDMs have been extensively studied for linear problems, their application to fully nonlinear partial differential…

Numerical Analysis · Mathematics 2023-06-05 Yassine Boubendir , Jake Brusca , Brittany Froese Hamfeldt , Tadanaga Takahashi

We address a new numerical scheme based on a class of machine learning methods, the so-called Extreme Learning Machines with both sigmoidal and radial-basis functions, for the computation of steady-state solutions and the construction of…

Numerical Analysis · Mathematics 2023-03-17 Gianluca Fabiani , Francesco Calabrò , Lucia Russo , Constantinos Siettos

In this work we present a new method for solving of the Korteweg-de Vries (KdV) equation q'_t = - \dfrac{3}{2} q q'_x + \dfrac{1}{4} q"'_{xxx}. The proposed method is a particular case of the theory of evolutionary vessels, developed in…

Analysis of PDEs · Mathematics 2011-11-10 Andrey Melnikov

The goal of this work is to illustrate the application of the nonvariational finite element method to a specific Monge--Amp\`ere type nonlinear partial differential equation. The equation we consider is that of prescribed Gauss curvature.

Numerical Analysis · Mathematics 2012-03-06 Tristan Pryer

The paper studies a method for solving elliptic partial differential equations posed on hypersurfaces in $\mathbb{R}^N$, $N=2,3$. The method builds upon the formulation introduced in Bertalmio et al., J. Comput. Phys., 174 (2001),…

Numerical Analysis · Mathematics 2013-04-08 Alexey Y. Chernyshenko , Maxim A. Olshanskii

We expand a partial difference equation (P$\Delta$E) on multiple lattices and obtain the P$\Delta$E which governs its far field behaviour. The perturbative--reductive approach is here performed on well known nonlinear P$\Delta$Es, both…

Mathematical Physics · Physics 2009-11-11 Decio Levi , Matteo Petrera

We adapt the Gradient Discretisation Method (GDM), originally designed for elliptic and parabolic partial differential equations, to the case of a linear scalar hyperbolic equations. This enables the simultaneous design and convergence…

Numerical Analysis · Mathematics 2019-10-28 Jérôme Droniou , Robert Eymard , T. Gallouët , R. Herbin

In this paper, we use the theory of nonlinear semigroups to establish the existence and uniqueness of both local and global solutions for a partial differential-algebraic equation (PDAE) of index one. This method is applied to a…

Analysis of PDEs · Mathematics 2025-07-22 Seyyid Ali Benabdallah , Messoud Souilah