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It was recently demonstrated that time-dependent PDE problems can numerically be solved with a fully pseudospectral scheme, i.e. using spectral expansions with respect to both spatial and time directions (Hennig and Ansorg, 2009 [15]). This…

General Relativity and Quantum Cosmology · Physics 2012-12-18 Jörg Hennig

In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…

Numerical Analysis · Mathematics 2018-06-04 Dang Quang A , Dang Quang Long

We introduce a novel meshless simulation method for the McKean-Vlasov Stochastic Differential Equation (MV-SDE) utilizing deep learning, applicable to both self-interaction and interaction scenarios. Traditionally, numerical methods for…

Numerical Analysis · Mathematics 2025-01-03 Jingyuan Li , Wei Liu

This paper includes an original self contained proof of well-posedness of an initial-boundary value problem involving a non-local parabolic PDE which naturally arises in the study of derivative pricing in a generalized market model. We call…

Mathematical Finance · Quantitative Finance 2014-08-25 Anindya Goswami , Jeeten Patel , Poorva Sevgaonkar

We consider non-linear Schr\"odinger equations with a potential, and non-local non-linearities, that are models in mesoscopic physics, for example of a quantum capacitor, and that also are models of molecular structure. We study in detail…

Mathematical Physics · Physics 2020-05-22 María de los Ángeles Sandoval Romero , Ricardo Weder

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

We present local existence theorem of the initial value problem for third order semilinear dispersive partial differential equations in two space dimensions. This type of equations arises in the study of gravity wave of deep water, and…

Analysis of PDEs · Mathematics 2007-05-23 Hiroyuki Chihara

This paper studies the problem of stability of a parameterized delay differential equations (DDE see equation (0.1)). After discretizing the DDE (0.1), we show that the problem can be equivalently casted into a semi-definite programming…

Optimization and Control · Mathematics 2017-01-03 Dongcai Su

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

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

We investigate the iterative methods proposed by Maz'ya and Kozlov (see [KM1], [KM2]) for solving ill-posed inverse problems modeled by partial differential equations. We consider linear evolutionary problems of elliptic, hyperbolic and…

Numerical Analysis · Mathematics 2020-12-01 J. Baumeister , A. Leitao

In this work, a class of non-linear weakly singular fractional integro-differential equations is considered, and we first prove existence, uniqueness, and smoothness properties of the solution under certain assumptions on the given data. We…

Numerical Analysis · Mathematics 2022-07-14 Amin Faghih , Magda Rebelo

In this paper, we study weakly nonlinear boundary value problems on infinite intervals. For such problems, we provide criteria for the existence of solutions as well as a qualitative description of the behavior of solutions depending on a…

Classical Analysis and ODEs · Mathematics 2020-02-03 Benjamin Freedman , Jesus Rodriguez

We propose a novel approach for hyperspectral super-resolution, that is based on low-rank tensor approximation for a coupled low-rank multilinear (Tucker) model. We show that the correct recovery holds for a wide range of multilinear ranks.…

Signal Processing · Electrical Eng. & Systems 2020-01-22 Clémence Prévost , Konstantin Usevich , Pierre Comon , David Brie

In this paper a special type of difference equations is investigated. The impulses start abruptly at some points and their action continue on given finite intervals. This type of equations is used to model a real process. An algorithm,…

Dynamical Systems · Mathematics 2017-02-10 S. Hristova

An explicit multistep scheme is proposed for solving the initial-value Wigner problem. In this scheme, the integrated form of the Wigner equation is approximated by extrapolation or interpolation polynomials on backwards characteristics,…

Computational Physics · Physics 2015-02-12 Yunfeng Xiong

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

Existing methods rarely capture the temporal evolution of solution norms in vector nonlinear DDEs with variable delays and coefficients, often leading to overly conservative boundedness and stability criteria. We develop a framework that…

Dynamical Systems · Mathematics 2026-01-13 Mark A. Pinsky

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving…

Numerical Analysis · Mathematics 2016-05-31 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

Hyperbolic systems of the first and higher-order partial differential equations appear in many multiphysics problems. We will be dealing with a wave propagation problem in a piece-wise homogeneous medium. Mathematically, the problem is…

Analysis of PDEs · Mathematics 2025-03-28 Kayyunnapara Divya Joseph