Related papers: Convergence for PDEs with an arbitrary odd order s…
An algorithm for solving first order ODEs, by systematically determining symmetries of the form [ xi = F(x), eta = P(x) y + Q(x) ], where xi d/dx + eta d/dy is the symmetry generator - is presented. To these {\it linear} symmetries one can…
We study polygonal analogues of several moving boundary problems and their time discretization which preserves the constant area speed property. We establish various polygonal analogues of geometric formulas for moving boundaries and make…
We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…
We introduce the notion of \tau-like partial order, where \tau is one of the linear order types \omega, \omega*, \omega+\omega*, and \zeta. For example, being \omega-like means that every element has finitely many predecessors, while being…
Stencil composition uses the idea of function composition, wherein two stencils with arbitrary orders of derivative are composed to obtain a stencil with a derivative order equal to sum of the orders of the composing stencils. In this…
In this paper, a backward Euler method combined with finite element discretization in spatial direction is discussed for the equations of motion arising in the $2D$ Oldroyd model of viscoelastic fluids of order one with the forcing term…
In this paper, we revisit the backward Euler method for numerical approximations of random periodic solutions of semilinear SDEs with additive noise. Improved $L^{p}$-estimates of the random periodic solutions of the considered SDEs are…
In this paper we study the smooth convex-concave saddle point problem. Specifically, we analyze the last iterate convergence properties of the Extragradient (EG) algorithm. It is well known that the ergodic (averaged) iterates of EG…
A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the…
Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most…
Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems.…
This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generic truncated Euler-Maruyama (TEM) scheme for SDDEs is…
Partial differential equations (PDEs) are widely used across the physical and computational sciences. Decades of research and engineering went into designing fast iterative solution methods. Existing solvers are general purpose, but may be…
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…
This paper proposes a new second-order symmetric algorithm for solving decoupled forward-backward stochastic differential equations. Inspired by the alternating direction implicit splitting method for partial differential equations, we…
For a discrete function $f\left( x\right) $ on a discrete set, the finite difference can be either forward and backward. If $f\left( x\right) $ is a sum of two such functions $f\left( x\right) =f_{1}\left( x\right) +f_{2}\left( x\right) $,…
We prove strong convergence of a semi-discrete finite difference method for the KdV and modified KdV equations. We extend existing results to non-smooth data (namely, in $L^2$), without size restrictions. Our approach uses a fourth order…
Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…
This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…
The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a…