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This paper presents a theoretical discussion as well as novel solution algorithms for problems of scattering on smooth two-dimensional domains under Zaremba boundary conditions for which Dirichlet and Neumann conditions are specified on…

Analysis of PDEs · Mathematics 2015-08-17 Eldar Akhmetgaliyev , Oscar Bruno

Developing the comprehensive theory of the X-ray diffraction by distorted crystals remains to be topical of the mathematical physics. Up to now, the X-ray diffraction theory grounded on the Takagi-Taupin equations with the first-order…

Analysis of PDEs · Mathematics 2022-12-20 Murat O. Mamchuev , Felix N. Chukhovskii

The focus of this work is the numerical approximation of time-dependent partial differential equations associated to initial-boundary value problems. This master dissertation is mostly concerned with the actual computation of the solution…

Numerical Analysis · Mathematics 2024-12-20 Ciro Diaz

A numerical method is proposed for computing time-periodic and relative time-periodic solutions in dissipative wave systems. In such solutions, the temporal period, and possibly other additional internal parameters such as the propagation…

Pattern Formation and Solitons · Physics 2014-08-28 Jianke Yang

We construct an explicit solution of the Cauchy initial value problem for the n-dimensional Schroedinger equation with certain time-dependent Hamiltonian operator of a modified oscillator. The dynamical SU(1,1) symmetry of the harmonic…

Mathematical Physics · Physics 2009-11-13 Maria Meiler , Ricardo Cordero-Soto , Sergei K. Suslov

There are many subtle issues associated with solving the Navier-Stokes equations. In this paper, several of these issues, which have been observed previously in research involving the Navier-Stokes equations, are studied within the…

Fluid Dynamics · Physics 2007-05-23 Lun-Shin Yao

Half-space boundary Kramers' problem about isothermal sliding of moderate dense gas with accomodation boundary conditions along a flat firm surface is solving. The new method of the solution of boundary problems of the kinetic theory is…

Mathematical Physics · Physics 2014-12-31 A. V. Latyshev , A. D. Kurilov

Stochastic control problems in finance often involve complex controls at discrete times. As a result numerically solving such problems, for example using methods based on partial differential or integro-differential equations, inevitably…

Computational Finance · Quantitative Finance 2018-04-05 Peter A. Forsyth , George Labahn

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

In this article we obtain two-sided estimates for the Greens function of fractional boundary value problems on $\mathbb R_+ \times \mathbb R_+ \times \mathbb R^d$ of the form \[(-{}_{t_1}D^\beta_{0+*} - {}_{t_2}D^\gamma_{0+*})u(t_1, t_2, x)…

Probability · Mathematics 2019-09-04 Ifan Johnston , Vassili Kolokoltsov

Quadratic fluctuations require an evaluation of ratios of functional determinants of second-order differential operators. We relate these ratios to the Green functions of the operators for Dirichlet, periodic and antiperiodic boundary…

Quantum Physics · Physics 2009-10-31 H. Kleinert , A. Chervyakov

We propose and investigate a method for identifying timescales of dissipation in nonequilibrium steady states modeled as discrete-state Markov jump processes. The method is based on how the irreversibility-measured by the statistical…

Statistical Mechanics · Physics 2023-07-24 Freddy A. Cisneros , Nikta Fakhri , Jordan M. Horowitz

The time-fractional porous medium equation is an important model of many hydrological, physical, and chemical flows. We study its self-similar solutions, which make up the profiles of many important experimentally measured situations. We…

Numerical Analysis · Mathematics 2023-03-06 Belen López , Hanna Okrasińska-Płociniczak , Łukasz Płociniczak , Juan Rocha

Green's function of the problem describing steady forward motion of bodies in an open ocean in the framework of the linear surface wave theory (the function is often referred to as Kelvin's wave source potential) is considered. Methods for…

Numerical Analysis · Mathematics 2014-11-04 Oleg V. Motygin

This paper introduces a fast algorithm, applicable throughout the electromagnetic spectrum, for the numerical solution of problems of scattering by periodic surfaces in two-dimensional space. The proposed algorithm remains highly accurate…

Computational Physics · Physics 2018-05-25 Oscar Bruno , Martín Maas

This paper is devoted to the study of the local rapid exponential stabilization problem for a controlled Kuramoto-Sivashinsky equation on a bounded interval. We build a feedback control law to force the solution of the closed-loop system to…

Optimization and Control · Mathematics 2015-01-12 Jean-Michel Coron , Qi Lu

Due to its nonlinearity, bi-harmonic dissipation, and backward heat-like term in the absence of a divergence-free condition, the $2$-D/$3$-D Kuramoto-Sivashinsky equation poses significant challenges for both mathematical analysis and…

Numerical Analysis · Mathematics 2025-11-14 Mohammad Mahabubur Rahman , Deepanshu Verma

We analyse and compare several algorithms to compute numerically periodic solutions of high-dimensional dynamical systems and investigate their Floquet stability without building the monodromy matrix. The solution and its perturbation are…

Fluid Dynamics · Physics 2025-06-17 Artur Gesla , Yohann Duguet , Patrick Le Quéré , Laurent Martin Witkowski

We present a general formula for the particular solution of an inhomogeneous linear difference equation with variable coefficients. The answer is expressed as a weighted sum of fundamental solutions of the associated linear difference…

Combinatorics · Mathematics 2025-03-26 S. R. Mane

A general technique is developed for calculating functional determinants of second-order differential operators with Dirichlet, periodic, and antiperiodic boundary conditions. As an example, we give simple formulas for a harmonic oscillator…

Mathematical Physics · Physics 2009-10-30 H. Kleinert , A. Chervyakov
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