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We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…

Probability · Mathematics 2015-06-25 Cody Blaine Hyndman , Polynice Oyono Ngou

The covariance evolution is a system of differential equations with respect to the covariance of the number of edges connecting to the nodes of each residual degree. Solving the covariance evolution, we can derive distributions of the…

Information Theory · Computer Science 2009-01-20 Takayuki Nozaki , Kenta Kasai , Kohichi Sakaniwa

Computational techniques which establish the stability of an evolution-boundary algorithm for a model wave equation with shift are incorporated into a well-posed version of the initial-boundary value problem for gravitational theory in…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Maria C. Babiuc , Bela Szilagyi , Jeffrey Winicour

We study the large time behaviour of the solution of a linear dispersive PDEs posed on a finite interval, when the prescribed boundary conditions are time periodic. We use the approach pioneered in Fokas & Lenells 2012 for nonlinear…

Analysis of PDEs · Mathematics 2022-01-25 A. S. Fokas , B. Pelloni , D. A. Smith

In this paper, an enhanced unified differential evolution algorithm, named UDE-III, is presented for real parameter-constrained optimization problems (COPs). The proposed UDE-III is a significantly enhanced version of the Improved UDE…

Neural and Evolutionary Computing · Computer Science 2024-10-08 Anupam Trivedi , Dikshit Chauhan

In this paper, we propose an unfitted finite element method to solve PDE-constrained shape optimization problems via shape gradient flow. The shape gradient flow system consists of the state equation, the adjoint equation, the velocity…

Numerical Analysis · Mathematics 2026-04-13 Wei Gong , Chuwen Ma , Ziyi Zhang

We consider an evolution equation whose time-diffusion is of fractional type and we provide decay estimates in time for the $L^s$-norm of the solutions in a bounded domain. The spatial operator that we take into account is very general and…

Analysis of PDEs · Mathematics 2018-08-24 Serena Dipierro , Enrico Valdinoci , Vincenzo Vespri

A broad class of inverse problems deals with determining certain parameters, from measurement data, in models which are associated to certain partial differential equations. In this work we focus on the heat equation on a finite interval…

Analysis of PDEs · Mathematics 2025-12-16 Konstantinos Kalimeris , Leonidas Mindrinos

We develop a novel computational framework to approximate solution operators of evolution partial differential equations (PDEs). By employing a general nonlinear reduced-order model, such as a deep neural network, to approximate the…

Numerical Analysis · Mathematics 2023-11-13 Nathan Gaby , Xiaojing Ye , Haomin Zhou

We propose a numerical method to approximate viscosity solutions of fully nonlinear free transmission problems. The method discretises a two-layer regularisation of a PDE, involving a functional and a vanishing parameter. The former is…

Numerical Analysis · Mathematics 2025-09-18 Edgard A. Pimentel , Ercília Sousa

We develop numerical algorithms to approximate positive solutions of elliptic boundary value problems with superlinear subcritical nonlinearity on the boundary of the form $-\Delta u + u = 0$ in $\Omega$ with $\frac{\partial u}{\partial…

Numerical Analysis · Mathematics 2025-09-12 Shalmali Bandyopadhyay , Thomas Lewis , Dustin Nichols

The initial-boundary value problem for the Kundu--Eckhaus equation on the half-line is considered in this paper by using the Fokas method. We will show that the solution $u(x,t)$ can be expressed in terms of the solution of a matrix…

Analysis of PDEs · Mathematics 2017-12-12 Boling Guo , Nan Liu

We prove existence, uniqueness and regularity results for mixed boundary value problems associated with fully nonlinear, possibly singular or degenerate elliptic equations. Our main result is a global H\"older estimate for solutions,…

Analysis of PDEs · Mathematics 2021-04-07 Isabeau Birindelli , Francoise Demengel , Fabiana Leoni

We investigate the existence of positive solutions to the nonlinear second-order three-point integral boundary value problem \label{eq-1} {u^{\prime \prime}}(t)+a(t)f(u(t))=0,\ 0<t<T, u(0)={\beta}u(\eta),\…

Classical Analysis and ODEs · Mathematics 2013-07-05 Faouzi Haddouchi , Slimane Benaicha

This work investigates a class of moving boundary problems related to a nonlinear evolution equation featuring an exponential source term. We establish a connection to Stefan-type problems, for different boundary conditions at the fixed…

Analysis of PDEs · Mathematics 2025-01-16 Julieta Bollati , Ernesto A. Borrego Rodriguez , Adriana C. Briozzo , Colin Rogers

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

We consider the numerical treatment of one of the most popular finite strain models of the viscoelastic Maxwell body. This model is based on the multiplicative decomposition of the deformation gradient, combined with Neo-Hookean…

Numerical Analysis · Mathematics 2013-11-14 Alexey V. Shutov , Ralf Landgraf , Jörn Ihlemann

We introduce a framework for the design of finite element methods for two-dimensional moving boundary problems with prescribed boundary evolution that have arbitrarily high order of accuracy, both in space and in time. At the core of our…

Numerical Analysis · Mathematics 2015-06-19 Evan S. Gawlik , Adrian J. Lew

The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions $f(A)$, a question of major interest in the numerical linear algebra. To this end, we model $f(A)$ as the solution at a finite…

Numerical Analysis · Mathematics 2015-06-01 Jean-Paul Chehab , Madalina Petcu

Adomian decomposition method is used for solving the seventh order boundary value problems. The approximate solutions of the problems are calculated in the form of a rapid convergent series and not at grid points. Two numerical examples…

Numerical Analysis · Mathematics 2013-01-17 Shahid S. Siddiqi , Muzammal Iftikhar