Related papers: Compact difference scheme for parabolic and Schr\"…
We consider parabolic Bellman equations with Lipschitz coefficients. Error bounds of order $h^{1/2}$ for certain types of finite-difference schemes are obtained.
In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…
We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…
We provide two new methods for computing lower bounds of eigenvalues of symmetric elliptic second-order differential operators with mixed boundary conditions of Dirichlet, Neumann, and Robin type. The methods generalize ideas of Weinstein's…
Two-level domain decomposition preconditioners lead to fast convergence and scalability of iterative solvers. However, for highly heterogeneous problems, where the coefficient function is varying rapidly on several possibly non-separated…
A large system of ordinary differential equations is approximated by a parabolic partial differential equation with dynamic boundary condition and a different one with Robin boundary condition. Using the theory of differential operators…
We prove the Lp,q-solvability of parabolic equations in divergence form with full lower-order terms. The coefficients and non-homogeneous terms belong to mixed Lebesgue spaces with the lowest integrability conditions. In particular, the…
In this study, we investigate a mixed problem linked to a second-order parabolic equation, characterized by temporal dependencies and variable~coefficients, and constrained by non-local, non-self-adjoint boundary conditions. By defining…
In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…
In this paper, we focus on two types of degenerate partial differential equations: a degenerate elliptic equation and a degenerate parabolic equation. Significantly, both categories are characterized by the same principal operator. To…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
We construct a new compact semi-explicit three-level in time fourth-order finite-difference scheme for numerical solving the general multidimensional acoustic wave equation, where both the speed of sound and density of a medium are…
We review and compare different variational formulations for the Schr\"{o}dinger field. Some of them rely on the addition of a conveniently chosen total time derivative to the hermitic Lagrangian. Alternatively, the Dirac-Bergmann algorithm…
The Cauchy problem is investigated for the parabolic type in the some finite part $[t_0, t_1] \subset [0, \infty)$ of the semi axis $t \in [0, \infty)$ and degenarated to Schrodinger type in the remain part of the same semi axes the second…
In the first part of the paper we continue the study of solutions to Schr\"odinger equations with a time singularity in the dispersive relation and in the periodic setting. In the second we show that if the Schr\"odinger operator involves a…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
We consider parabolic Schr\"odinger type equations associated to fractional powers of uniformly elliptic 2m-order operators with constant coefficients. Potentials and initial data are considered in suitable Morrey spaces. By means of…
We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…
We investigate a class of elliptic and parabolic partial differential equations driven by p(u) laplacian. This dependence necessitates the use of variable exponent Sobolev spaces specifically tailored to the anisotropic framework. For the…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…