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We describe three algorithms for computer-aided symbolic multi-loop calculations that facilitated some recent novel results. First, we discuss an algorithm to derive the canonical form of an arbitrary Feynman integral in order to facilitate…
In this paper we investigate the application of pseudo-transient-continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual…
A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
Using integration by parts relations, Feynman integrals can be represented in terms of coupled systems of differential equations. In the following we suppose that the unknown Feynman integrals can be given in power series representations,…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
This paper presents a new mixed finite element method for the Cahn-Hilliard equation. The well-posedness of the mixed formulation is established and the error estimates for its linearized fully discrete scheme are provided. The new mixed…
This course introduces the use of semigroup methods in the solution of linear and nonlinear (quasi-linear) hyperbolic partial differential equations, with particular application to wave equations and Hermitian hyperbolic systems. Throughout…
We establish sharp higher-order heat estimates with complete bound on the noncommutative tori \(\mathbb{T}_{\theta}^{n}\) and show the optimality in the small-time order. As an application in polynomial semilinear heat equations on…
We consider a class of blow-up solutions for perturbed nonlinear heat equations involving gradient terms. We first prove the single point blow-up property for this equation and determine its final blow-up profile. We also give a sharper…
Nonlinear differential equations exhibit rich phenomena in many fields but are notoriously challenging to solve. Recently, Liu et al. [1] demonstrated the first efficient quantum algorithm for dissipative quadratic differential equations…
The split common fixed point problems has found its applications in various branches of mathematics both pure and applied. It provides us a unified structure to study a large number of nonlinear mappings. Our interest here is to apply these…
The Poisson-Nernst-Planck (PNP) equations are one of the most effective model for describing electrostatic interactions and diffusion processes in ion solution systems, and have been widely used in the numerical simulations of biological…
This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…
We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…
We present a new method to obtain weighted $L^{1}$-estimates of global solutions to the Cauchy problem for the semilinear heat equation with a simple power of super-critical Fujita exponent. Our approach is based on direct and explicit…
In recent years a large literature on deep learning based methods for the numerical solution partial differential equations has emerged; results for integro-differential equations on the other hand are scarce. In this paper we study deep…
The Dirichlet-Neumann method is a common domain decomposition method for nonoverlapping domain decomposition and the method has been studied extensively for linear elliptic equations. However, for nonlinear elliptic equations, there are…
We consider the Dirichlet-Neumann iteration for partitioned simulation of thermal fluid-structure interaction, also called conjugate heat transfer. We analyze its convergence rate for two coupled fully discretized 1D linear heat equations…
In this article we present robust, efficient and accurate fully implicit time-stepping schemes and nonlinear solvers for systems of reaction-diffusion equations. The applications of reaction-diffusion systems is abundant in the literature,…