Related papers: Singularity-free Numerical Scheme for the Stationa…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…
In this work, an efficient approximation scheme has been proposed for getting accurate approximate solution of nonlinear partial differential equations with constant or variable coefficients satisfying initial conditions in a series of…
We present numerical schemes for the strong solution of linear stochastic differential equations driven by an arbitrary number of Wiener processes. These schemes are based on the Neumann (stochastic Taylor) and Magnus expansions. Firstly,…
We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…
As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…
In this paper we prove existence of (viscosity) solutions of Dirichlet problems concerning fully nonlinear elliptic operator, which are either degenerate or singular when the gradient of the solution is zero. For this class of operators it…
Relativistic equations of Bethe-Salpeter type for hadron structure are most conveniently formulated in momentum space. The presence of confining interactions causes complications because the corresponding kernels are singular. This occurs…
In this paper we provide a complete characterization of the regularity properties of the solutions associated to the homogeneous Dirichlet problem \begin{equation*} \begin{cases} \displaystyle - \Delta_1 u= h(u)f & \text{in } \Omega, \\…
We consider positive solutions, possibly unbounded, to the semilinear equation $-\Delta u=f(u)$ on continuous epigraphs bounded from below. Under the homogeneous Dirichlet boundary condition, we prove new monotonicity results for $u$, when…
This paper is concerned with the Fourier-Bessel method for the boundary value problems of the Helmholtz equation in a smooth simply connected domain. Based on the denseness of Fourier-Bessel functions, the problem can be approximated by…
We study policy iteration (PI) for deterministic infinite-horizon discounted optimal control problems, whose value function is characterized by a stationary Hamilton--Jacobi--Bellman (HJB) equation. At the PDE level, PI is fundamentally…
Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…
This paper is devoted to the study of Bingham flow with variable density. We propose a local bi-viscosity regularization of the stress tensor based on a Huber smoothing step. Next, our computational approach is based on a second-order,…
In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…
Estimating the fidelity between a desired target quantum state and an actual prepared state is essential for assessing the success of experiments. For pure target states, we use functional representations that can be measured directly and…
We consider numerical methods for the Poisson-Nernst-Planck-Cahn-Hilliard (PNPCH) equations with steric interactions. We propose a novel energy stable numerical scheme that respects mass conservation and positivity at the discrete level.…
This paper investigates the existence of positive solutions for regular discrete second-order single-variable boundary value problems with mixed boundary conditions, including a nonhomogeneous Dirichlet boundary condition, of the form:…
This article deals with the variable coefficient thin obstacle problem in $n+1$ dimensions. We address the regular free boundary regularity, the behavior of the solution close to the free boundary and the optimal regularity of the solution…
In this paper we consider a fully discrete numerical method for the unsteady Navier-Stokes equations on a smooth closed stationary surface in $\mathbb{R}^3$. We use the surface finite element method (SFEM) with a generalized Taylor-Hood…
Standard regularization methods typically favor solutions which are in, or close to, the orthogonal complement of the null space of the forward operator/matrix $\mathsf{A}$. This particular biasedness might not be desirable in applications…