Related papers: Oscillation-free method for semilinear diffusion e…
Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The…
The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…
Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…
We study for the first time the Cauchy problem for semilinear fractional elliptic equation. This paper is concerned with the Gaussian white noise model for the initial Cauchy data. We establish the ill-posedness of the problem. Then, under…
We develop a stable and efficient numerical scheme for modeling the optical field evolution in a nonlinear dispersive cavity with counter propagating waves and complex, semiconductor physics gain dynamics that are expensive to evaluate. Our…
The classical state-space approach to optimal estimation of stochastic processes is efficient when the driving noises are generated by martingales. In particular, the weight function of the optimal linear filter, which solves a complicated…
This thesis aims at investigating the first steps toward an unconditionally stable space-time isogeometric method, based on splines of maximal regularity, for the linear acoustic wave equation. The unconditional stability of space-time…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
We present an implicit-explicit (IMEX) scheme for semilinear wave equations with strong damping. By treating the nonlinear, nonstiff term explicitly and the linear, stiff part implicitly, we obtain a method which is not only unconditionally…
We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…
The linearized water-wave radiation problem for an oscillating submerged line source in an inviscid shear flow with a free surface is investigated analytically at finite, constant depth in the presence of a shear flow varying linearly with…
A high-frequency recovered fully discrete low-regularity integrator is constructed to approximate rough and possibly discontinuous solutions of the semilinear wave equation. The proposed method, with high-frequency recovery techniques, can…
We are concerned with the dynamical behavior of solutions to semilinear wave systems with time-varying damping and nonconvex force potential. Our result shows that the dynamical behavior of solution is asymptotically stable without any…
This paper introduces weighted finite difference methods for numerically solving dispersive evolution equations with solutions that are highly oscillatory in both space and time. We consider a semiclassically scaled cubic nonlinear…
Split form schemes for Euler and Navier-Stokes equations are useful for computation of turbulent flows due to their better robustness. This is because they satisfy additional conservation properties of the governing equations like kinetic…
Approximate solutions of the Fisher equation obtained by different splitting methods are investigated. The error of this nonlinear problem is analyzed. The order of different splitting methods coupled with numerical methods of different…
This paper introduces novel bulk-surface splitting schemes of first and second order for the wave equation with kinetic and acoustic boundary conditions of semi-linear type. For kinetic boundary conditions, we propose a reinterpretation of…
In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…
In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…
In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…