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In this paper, we introduce a higher-order multiscale method for time-dependent problems with highly oscillatory coefficients. Building on the localized orthogonal decomposition (LOD) framework, we construct enriched correction operators to…
We consider the parallel-in-time solution of hyperbolic partial differential equation (PDE) systems in one spatial dimension, both linear and nonlinear. In the nonlinear setting, the discretized equations are solved with a preconditioned…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
One introduces a new variational concept of solution for the stochastic differential equation $dX+A(t)X\,dt+\lambda X\,dt=X\,dW,$ $t\in(0,T)$; $X(0)=x$ in a real Hilbert space where $A(t)=\partial\varphi(t)$, $t\in(0,T)$, is a maximal…
This article studies a class of semilinear scalar field equations on the real line with variable coefficients in the linear terms. These coefficients are not necessarily small perturbations of a constant. We prove that under suitable…
We study strictly hyperbolic partial differential operators of second order with non-smooth coefficients. After modelling them as semiclassical Colombeau equations of log-type we provide a factorization procedure on some…
This paper is devoted to the study of periodic (in time) solutions to an one-dimensional semilinear wave equation with $x$-dependent coefficients under various homogeneous boundary conditions. Such a model arises from the forced vibrations…
We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.
We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate…
The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
We discuss the rigorous justification of the spatial discretization by means of Fourier spectral methods of quasilinear first-order hyperbolic systems. We provide uniform stability estimates that grant spectral convergence of the…
In this article we study solutions to second order linear difference equations with variable coefficients. Under mild conditions we provide closed form solutions using finite continued fraction representations. The proof of the results are…
In this article, we investigate the determination of the spatial component in the time-dependent second order coefficient of a hyperbolic equation from both theoretical and numerical aspects. By the Carleman estimates for general hyperbolic…
The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…
The question of global existence or non-existence of solution to a given stochastic partial differential equation under some non-linear conditions always comes to mind. To show that our weak-predictable random field solutions do not have…
In this paper, we study the existence, stability and bifurcation of random complete and periodic solutions for stochastic parabolic equations with multiplicative noise. We first prove the existence and uniqueness of tempered random…
We survey some of our recent results on existence, uniqueness and regularity of function solutions to parabolic and transport type partial differential equations driven by non-differentiable noises. When applied pathwise to random…
In this article, we introduce a new class of parabolic-type pseudo differential equations with variable coefficients over the p-adics. We establish the existence and uniqueness of solutions for the Cauchy problem associated with these…