Related papers: On Finite difference schemes for partial integro-d…
In this paper, we present and analyze fully discrete finite difference schemes designed for solving the initial value problem associated with the fractional Korteweg-de Vries (KdV) equation involving the fractional Laplacian. We design the…
Error estimation of difference operators on irregular nodes is discussed. We can obtain the similar estimates of the errors. However, the error estimate for the difference operators for the second derivatives becomes lower because of…
The Chernoff approximation method is a powerful and flexible tool of functional analysis, which allows in many cases to express exp(tL) in terms of variable coefficients of a linear differential operator L. In this paper, we prove a theorem…
The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…
Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…
Finite volume methods for problems involving second order operators with full diffusion matrix can be used thanks to the definition of a discrete gradient for piecewise constant functions on unstructured meshes satisfying an orthogonality…
We propose a numerical method for the valuation of European-style options under two-asset infinite-activity exponential L\'evy models. Our method extends the effective approach developed by Wang, Wan & Forsyth (2007) for the 1-dimensional…
We consider semilinear elliptic second-order partial differential inequalities of the form Lu +|u|q-1u < and = Lv +|v|q-1v (*) in the whole space Rn, where n > and = 2, q > 0 and L is a linear elliptic second-order partial differential…
INTRODUCTION This papers deals with partial differential equations of second order, linear, with constant and not constant coefficients, in two variables, which admit real characteristics. I face the study of PDEs with the mentality of the…
We consider difference operators in $L^2$ on $\R$ of the form $$ L f(s)=p(s)f(s+i)+q(s) f(s)+r(s) f(s-i) ,$$ where $i$ is the imaginary unit. The domain of definiteness are functions holomorphic in a strip with some conditions of decreasing…
In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…
We develop a monotone, two-scale discretization for a class of integrodifferential operators of order $2s$, $s \in (0,1)$. We apply it to develop numerical schemes, and derive pointwise convergence rates, for linear and obstacle problems…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating…
We establish a discrete operator--theoretic framework for the analysis of implicit Euler and Lie--Trotter splitting schemes for delay differential equations (DDEs). Both schemes are formulated in terms of discrete resolvent operators acting…
In this work, we develop and analyze a higher-order finite element method for the multidimensional fragmentation equation. To the best of our knowledge, this is the first study to establish a rigorous, conforming finite element framework…
We establish error estimates for semi-Lagrangian schemes for the initial value problem of one-dimensional conservation laws with a dispersive term, including the Korteweg--de Vries equation. The schemes considered in this paper are based on…
We propose a natural gradient term for a class of second-order partial differential equations of the form \begin{equation}\nonumber M(x,Du,D^2u)+g(u)N(x,Du, D^2u)+f(x,u)=0 \;\;\mbox{in}\;\; \Omega, \end{equation} where…
An approximation Ansatz for the operator solution, $U(z',z)$, of a hyperbolic first-order pseudodifferential equation, $\d_z + a(z,x,D_x)$ with $\Re (a) \geq 0$, is constructed as the composition of global Fourier integral operators with…
We establish the optimal convergence of solutions to integro-differential equations (IDEs) governed by symmetric integrodifferential $p$-L\'evy operators, $1 < p < \infty$, in the presence of nonlocal Dirichlet or Neumann boundary…