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This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

We work out a generalization of the Szeg\"o limit theorems on the determinant of large matrices. We focus on matrices with nonzero leading principal minors and elements that decay to zero exponentially fast with the distance from the main…

Mathematical Physics · Physics 2025-10-06 Maurizio Fagotti , Vanja Marić

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…

Dynamical Systems · Mathematics 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

We present a new time-stepping algorithm for nonlinear PDEs that exhibit scale separation in time. Our scheme combines asymptotic techniques (which are inexpensive but can have insufficient accuracy) with parallel-in-time methods (which,…

Numerical Analysis · Mathematics 2014-02-24 Terry Haut , Beth Wingate

This paper is concerned with a diffusion model of phase-field type, consisting of a parabolic system of two partial differential equations, interpreted as balances of microforces and microenergy, for two unknowns: the problem's order…

Analysis of PDEs · Mathematics 2011-09-16 Pierluigi Colli , Gianni Gilardi , Paolo Podio-Guidugli , Jürgen Sprekels

A system of linear differential equations with oscillatory decreasing coefficients is considered. The coefficients has the form $t^{-\alpha}a(t)$,~$\alpha>0$, where $a(t)$ is trigonometric polynomial with an arbitrary set of frequencies.…

Classical Analysis and ODEs · Mathematics 2015-11-03 V. Sh. Burd , V. A. Karakulin

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

We classify the local asymptotic behavior of positive singular solutions to a class of subcritical sixth order equations on the punctured ball. Initially, using a version of the integral moving spheres technique, we prove that solutions are…

Analysis of PDEs · Mathematics 2022-10-28 João Henrique Andrade , Juncheng Wei

In this manuscript, we deal with some particular type of homogeneous first order linear systems with variable coefficients, in which we provide qualitative properties of the solution. When the coefficients of the indeterminate functions are…

Classical Analysis and ODEs · Mathematics 2024-10-14 Manuel Gadella , Luis Pedro Lara

This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…

Numerical Analysis · Mathematics 2025-07-01 Po-Yi Wu

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

Spectral Theory · Mathematics 2007-05-30 D. Borisov

We propose a new family of high-order explicit generalized-$\alpha$ methods for hyperbolic problems with the feature of dissipation control. Our approach delivers $2k,\, \left(k \in \mathbb{N}\right)$ accuracy order in time by solving $k$…

Numerical Analysis · Mathematics 2021-12-15 Pouria Behnoudfar , Gabriele Loli , Alessandro Reali , Giancarlo Sangalli , Victor M. Calo

This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also…

Numerical Analysis · Mathematics 2021-02-23 Chuchu Chen , Jialin Hong , Lihai Ji

In this paper, we consider numerical homogenization of acoustic wave equations with heterogeneous coefficients, namely, when the bulk modulus and the density of the medium are only bounded. We show that under a Cordes type condition the…

Numerical Analysis · Mathematics 2008-05-05 Houman Owhadi , Lei Zhang

We study the averaging behavior of nonlinear uniformly elliptic partial differential equations with random Dirichlet or Neumann boundary data oscillating on a small scale. Under conditions on the operator, the data and the random media…

Analysis of PDEs · Mathematics 2014-08-04 William M. Feldman , Inwon Kim , Panagiotis E. Souganidis

We apply the asymptotic iteration method (AIM) [J. Phys. A: Math. Gen. 36, 11807 (2003)] to solve new classes of second-order homogeneous linear differential equation. In particular, solutions are found for a general class of eigenvalue…

Mathematical Physics · Physics 2009-11-10 Hakan Ciftci , Richard L. Hall , Nasser Saad

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

In this paper, the asymptotic behavior of the solutions of a monotone problem posed in a locally periodic oscillating domain is studied. Nonlinear monotone boundary conditions are imposed on the oscillating part of the boundary whereas the…

Analysis of PDEs · Mathematics 2024-01-30 S. Aiyappan , G. Cardone , C. Perugia , R. Prakash

We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variable and random stationary ergodic in time. As was proved in [25] and [13] in this case…

Analysis of PDEs · Mathematics 2020-10-02 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

A class of coupled cell-bulk ODE-PDE models is formulated and analyzed in a two-dimensional domain, which is relevant to studying quorum sensing behavior on thin substrates. In this model, spatially segregated dynamically active signaling…

Pattern Formation and Solitons · Physics 2016-05-04 J. Gou , M. J. Ward