Related papers: Compact difference scheme for parabolic and Schr\"…
This paper deals with the backward Euler method applied to semilinear parabolic stochastic partial differential equations (SPDEs) driven by additive noise. The SPDE is discretized in space by the finite element method and in time by the…
In this paper we develop the calculus of pseudo-differential operators on the lattice $\mathbb{Z}^n$, which we can call pseudo-difference operators. An interesting feature of this calculus is that the phase space is compact so the symbol…
We consider the application of implicit and linearly implicit (Rosenbrock-type) peer methods to matrix-valued ordinary differential equations. In particular the differential Riccati equation (DRE) is investigated. For the Rosenbrock-type…
For the first time, a nonlinear Schr\"odinger equation of the general form is considered, depending on time and two spatial variables, the potential and dispersion of which are specified by two arbitrary functions. This equation naturally…
In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…
We prove dispersive estimates for the wave and Schrodinger groups associated to a second-order elliptic self-adjoint operator depending on a semi-classical parameter. Applications are made to non-trapping metric perturbations and to…
In this paper, a numerical scheme for a nonlinear McKendrick-von Foerster equation with diffusion in age (MV-D) with the Dirichlet boundary condition is proposed. The main idea to derive the scheme is to use the discretization based on the…
This paper deals with the construction and analysis of two integrators for (semi-linear) second-order partial differential-algebraic equations of semi-explicit type. More precisely, we consider an implicit-explicit Crank-Nicolson scheme as…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
Lie point symmetries of the 2+1-dimensional cubic Schr\"odinger equation to obtain new analytic solutions in a systematic manner. We present an analysis of the reduced ODEs, and in particular show that although the original equation is not…
In this paper we consider a problem of with conditions of Bitsadze-Samarski and the Samarski-Ionkin type for system of pseudoparabolic equations of fourth-order with discontinuous coefficients.
We give a new stability estimate for the problem of determining the time-dependent zero order coefficient in a parabolic equation from a partial parabolic Dirichlet-to-Neumann map. The novelty of our result is that, contrary to the previous…
We suggest an effective approach to separation of variables in the Schr\"odinger equation with two space variables. Using it we classify inequivalent potentials $V(x_1,x_2)$ such that the corresponding Schr\" odinger equations admit…
We consider the nonlinear Schroedinger equation in higher dimension with Dirichlet boundary conditions and with a non-local smoothing nonlinearity. We prove the existence of small amplitude periodic solutions. In the fully resonant case we…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
Three classes of higher-order nonlinear parabolic hyperbolic, and nonlinear dispersion equations are shown to admit exact blow-up or compacton solutions, which are induced by elliptic equations with non-Lipschitz nonlinearities. Variational…
We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…
In this paper, we introduce an inverse problem of a Schr\"odinger type variable nonlocal elliptic operator $(-\nabla\cdot(A(x)\nabla))^{s}+q)$, for $0<s<1$. We determine the unknown bounded potential $q$ from the exterior partial…
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution $u(t,x)$ to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The…