English
Related papers

Related papers: Nonlinear stochastic evolution equations of second…

200 papers

In this paper we analyze a broad class of abstract doubly nonlinear evolution equations in Banach spaces, driven by nonsmooth and nonconvex energies. We provide some general sufficient conditions, on the dissipation potential and the energy…

Analysis of PDEs · Mathematics 2014-09-16 Alexander Mielke , Riccarda Rossi , Giuseppe Savare'

First-order energy dissipative schemes in time are available in literature for the Poisson-Nernst-Planck (PNP) equations, but second-order ones are still in lack. This work proposes novel second-order discretization in time and finite…

Numerical Analysis · Mathematics 2023-09-08 Jie Ding , Shenggao Zhou

We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…

Probability · Mathematics 2025-02-03 Khoa Lê , Chengcheng Ling

A symplectic, symmetric, second-order scheme is constructed for particle evolution in a time-dependent field with a fixed spatial step. The scheme is implemented in one space dimension and tested, showing excellent adequacy to experiment…

Computational Physics · Physics 2012-07-12 Alberto Ruzzon , Yves Elskens , Fabrice Doveil

In this note we consider the continuous Galerkin time stepping method of arbitrary order as a possible discretization scheme of nonlinear initial value problems. In addition, we develop and generalize a well known existing result for the…

Numerical Analysis · Mathematics 2021-07-07 Mario Amrein

A nonlinear inequality is formulated in the paper. An estimate of the rate of growth/decay of solutions to this inequality is obtained. This inequality is of interest in a study of dynamical systems and nonlinear evolution equations. It can…

Classical Analysis and ODEs · Mathematics 2010-01-29 N. S. Hoang , A. G. Ramm

We consider nonlinear delay differential and renewal equations with infinite delay. We extend the work of Gyllenberg et al, Appl. Math. Comput. (2018) by introducing a unifying abstract framework, and derive a finite-dimensional…

Numerical Analysis · Mathematics 2024-05-16 Francesca Scarabel , Rossana Vermiglio

An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…

Numerical Analysis · Mathematics 2020-06-11 Tomáš Roubíček , Chrysoula Tsogka

We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework of stochastic evolution equations and the method of vanishing…

Probability · Mathematics 2015-04-27 James-Michael Leahy , Remigijus Mikulevicius

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

Optimization and Control · Mathematics 2019-02-06 Yi Xu , Zhuoning Yuan , Sen Yang , Rong Jin , Tianbao Yang

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…

Numerical Analysis · Mathematics 2024-11-27 Binjie Li , Qin Zhou

A stochastic affine evolution equation with bilinear noise term is studied where the driving process is a real-valued fractional Brownian motion. Stochastic integration is understood in the Skorokhod sense. Existence and uniqueness of weak…

Probability · Mathematics 2017-04-13 Bohdan Maslowski , Jana Šnupárková

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

We prove that any potential symmetry of a system of evolution equations reduces to a Lie symmetry through a nonlocal transformation of variables. Based on this fact is our method of group classification of potential symmetries of systems of…

Exactly Solvable and Integrable Systems · Physics 2009-06-18 Renat Zhdanov

In this paper we derive two examples of fully-nonlinear symmetry-integrable evolution equations with algebraic nonlinearities, namely one class of 3rd-order equations and a 5th-order equation. To achieve this we study the equations'…

Exactly Solvable and Integrable Systems · Physics 2025-07-30 Marianna Euler , Norbert Euler

This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…

Numerical Analysis · Mathematics 2010-01-27 Dimitri Breda , Stefano Maset , Rossana Vermiglio

We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…

Numerical Analysis · Mathematics 2018-06-19 Klaus Böhmer , Robert Schaback

We prove existence and uniqueness results for (mild) solutions to some non-linear parabolic evolution equations with a rough forcing term. Our method of proof relies on a careful exploitation of the interplay between the spatial and time…

Probability · Mathematics 2009-11-03 Thomas Cass , Zhongmin Qian , Jan Tudor

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

Analysis of PDEs · Mathematics 2019-11-01 Benjamin Seeger