Related papers: A numerical approach to approximation for an ultra…
This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…
In this paper we consider efficient algorithms for solving the algebraic equation ${\mathcal A}^\alpha {\bf u}={\bf f}$, $0< \alpha <1$, where ${\mathcal A}$ is a symmetric and positive definite matrix obtained form finite difference or…
Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
The aim of this work is to show an abstract framework to analyze the numerical approximation by using a finite element method in space and a Backward-Euler scheme in time of a family of degenerate parabolic problems. We deduce sufficient…
The purpose of this paper is to investigate the well-posedness of several linear and nonlinear equations with a parabolic forward-backward structure, and to highlight the similarities and differences between them. The epitomal linear…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
We derive in this paper Gaussian estimates for a general parabolic equation $u_{t}-\big(a(x)u_{x}\big)_x= r(x)u$ over $\mathbb{R}$. Here $a$ and $r$ are only assumed to be bounded, measurable and $\mathrm{essinf}_{\mathbb{R}} a>0$. We first…
We consider the nonlinear boundary value problem consisting of the equation \tag{1} -u" = f(u) + h, \quad \text{a.e. on $(-1,1)$,} where $h \in L^1(-1,1)$, together with the multi-point, Dirichlet-type boundary conditions \tag{2} u(\pm 1) =…
We use a recently developed method \cite{Costinetal}, \cite{Dubrovin} to find accurate analytic approximations with rigorous error bounds for the classic similarity solution of Blasius of the boundary layer equation in fluid mechanics, the…
We consider the nonlinear equation $$-u'' = f(u) + h , \quad \text{on} \quad (-1,1),$$ where $f : {\mathbb R} \to {\mathbb R}$ and $h : [-1,1] \to {\mathbb R}$ are continuous, together with general Sturm-Liouville type, multi-point boundary…
We consider solutions of a quasi-linear parabolic PDE with zero oblique boundary data in a bounded domain. Our main result states that the solutions can be approximated by solutions of a PDE in the whole space with a penalizing drift term.…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
We provide an a priori analysis of collocation methods for solving elliptic boundary value problems. They begin with information in the form of point values of the data and utilize only this information to numerically approximate the…
Liouville theorems for scaling invariant nonlinear parabolic problems in the whole space and/or the halfspace (saying that the problem does not posses positive bounded solutions defined for all times $t\in(-\infty,\infty)$) guarantee…
The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between…
We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…