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Fractional Klein-Kramers equation can well describe subdiffusion in phase space. In this paper, we develop the fully discrete scheme for fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local…

Numerical Analysis · Mathematics 2021-12-13 Jing Sun , Daxin Nie , Weihua Deng

In this paper, we analyze a semilinear damped second order evolution equation with time-dependent time delay and time-dependent delay feedback coefficient. The nonlinear term satisfies a local Lipschitz continuity assumption. Under…

Analysis of PDEs · Mathematics 2023-03-28 Cristina Pignotti

We survey some of our recent results on inverse problems for evolution equations. The goal is to provide a unified approach to solve various types of evolution equations. The inverse problems we consider consist in determining unknown…

Analysis of PDEs · Mathematics 2019-12-09 Kaïs Ammari , Mourad Choulli , Faouzi Triki

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

This paper is concerned with the time-step condition of commonly-used linearized semi-implicit schemes for nonlinear parabolic PDEs with Galerkin finite element approximations. In particular, we study the time-dependent nonlinear Joule…

Numerical Analysis · Mathematics 2013-05-06 Buyang Li , Weiwei Sun

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We carry out an analysis of the existence of solutions for a class of nonlinear partial differential equations of parabolic type. The equation is associated to a nonlocal initial condition, written in general form which includes, as…

Analysis of PDEs · Mathematics 2022-02-16 Irene Benedetti , Simone Ciani

This paper is concerned with the asymptotic behavior of the solution to the Euler equations with time-depending damping on quadrant $(x,t)\in \mathbb{R}^+\times\mathbb{R}^+$, \begin{equation}\notag \partial_t v - \partial_x u=0, \qquad…

Analysis of PDEs · Mathematics 2017-08-31 Haibo Cui , Haiyan Yin , Changjiang Zhu , Limei Zhu

We consider a model for Darwinian evolution in an asexual population with a large but non-constant populations size characterized by a natural birth rate, a logistic death rate modelling competition and a probability of mutation at each…

Probability · Mathematics 2015-08-28 Martina Baar , Anton Bovier , Nicolas Champagnat

Whether the 3D incompressible Euler equations can develop a singularity in finite time from smooth initial data is one of the most challenging problems in mathematical fluid dynamics. This work attempts to provide an affirmative answer to…

Fluid Dynamics · Physics 2015-06-17 Guo Luo , Thomas Y. Hou

In this paper, we consider two-dimensional Riesz space fractional diffusion equations with nonlinear source term on convex domains. Applying Galerkin finite element method in space and backward difference method in time, we present a fully…

Numerical Analysis · Mathematics 2016-12-07 Z. Yang , Z. Yuan , Y. Nie , J. Wang , X. Zhu , F. Liu

We examine the time discretization of Lindblad master equations in infinite-dimensional Hilbert spaces. Our study is motivated by the fact that, with unbounded Lindbladian, projecting the evolution onto a finite-dimensional subspace using a…

Numerical Analysis · Mathematics 2025-03-04 Rémi Robin , Pierre Rouchon , Lev-Arcady Sellem

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…

Numerical Analysis · Mathematics 2016-06-07 Chuchu Chen , Jialin Hong , Xu Wang

We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…

Numerical Analysis · Mathematics 2026-04-24 Zhaonan Dong , Emmanuil H. Georgoulis , Lorenzo Mascotto , Zuodong Wang

We consider the semilinear stochastic heat equation perturbed by additive noise. After time-discretization by Euler's method the equation is split into a linear stochastic equation and a non-linear random evolution equation. The linear…

Numerical Analysis · Mathematics 2014-03-14 M. Kovács , S. Larsson , K. Urban

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

In this paper we address the existence, uniqueness and approximation of solutions of delay differential equations (DDEs) with Carath\'eodory type right-hand side functions. We provide construction of randomized Euler scheme for DDEs and…

Numerical Analysis · Mathematics 2023-06-22 Fabio V. Difonzo , Paweł Przybyłowicz , Yue Wu

We are concerned with the two-dimensional steady supersonic reacting Euler flow past Lipschitz bending walls that are small perturbations of a convex one, and establish the existence of global entropy solutions when the total variation of…

Analysis of PDEs · Mathematics 2016-11-15 Gui-Qiang Chen , Jie Kuang , Yongqian Zhang

We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…

Numerical Analysis · Mathematics 2017-06-13 Cónall Kelly , Alexandra Rodkina , Eeva Maria Rapoo

Consider the following stochastic differential equation driven by multiplicative noise on $\mathbb{R}^d$ with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X_t = b (X_t) \, \mathrm{d} t + \sigma (X_t) \, \mathrm{d}…

Probability · Mathematics 2025-05-07 Xiang Li , Yingjun Mo , Haoran Yang