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This article gives a simple treatment of the quantum Birkhoff normal form for semiclassical pseudo-differential operators with smooth coefficients. The normal form is applied to describe the discrete spectrum in a generalised non-degenerate…
In this paper, we present a Galerkin method for Abel-type integral equation with a general class of kernel. Stability and quasi-optimal convergence estimates are derived in ractional-order Sobolev norms. The fully-discrete Galerkin method…
The quasi-Newton equation is the very basis of a variety of the quasi-Newton methods. By using a relationship formula between nonlinear polynomial equations and the corresponding Jacobian matrix. presented recently by the present author, we…
We discuss a new version of a method for obtaining exact solutions of nonlinear partial differential equations. We call this method the Simple Equations Method (SEsM). The method is based on representation of the searched solution as…
In this article, we have analyzed semi-discrete finite element approximations of the Stochastic linear Schr\"{o}dinger equation in a bounded convex polygonal domain driven by additive Wiener noise. We use the finite element method for…
In this article we design a novel quasi-regression Monte Carlo algorithm in order to approximate the solution of discrete time backward stochastic differential equations (BSDEs), and we analyze the convergence of the proposed method. The…
We investigate a modified split-step Fourier method (SSFM) by including low-pass filters in the linear steps. This method can simultaneously achieve a higher simulation accuracy and a slightly reduced complexity.
The semi-discrete convolution with the Box Spline is an important tool in approximation theory. We give a formula for the difference between semi-discrete convolution and convolution with the Box Spline. This formula involves multiple…
We develop a fully discrete, semi-implicit mixed finite element method for approximating solutions to a class of fourth-order stochastic partial differential equations (SPDEs) with non-globally Lipschitz and non-monotone nonlinearities,…
We propose new numerical schemes for decoupled forward-backward stochastic differential equations (FBSDEs) with jumps, where the stochastic dynamics are driven by a $d$-dimensional Brownian motion and an independent compensated Poisson…
We prove an approximate spectral theorem for non-self-adjoint operators and investigate its applications to second order differential operators in the semi-classical limit. This leads to the construction of a twisted FBI transform. We also…
This paper adapts a recently developed regularized stochastic version of the Broyden, Fletcher, Goldfarb, and Shanno (BFGS) quasi-Newton method for the solution of support vector machine classification problems. The proposed method is shown…
Bifurcations of classical orbits introduce divergences into semiclassical spectra which have to be smoothed with the help of uniform approximations. We develop a technique to extract individual energy levels from semiclassical spectra…
This paper presents a conforming finite element semi-discretization of the streamfunction form of the one-layer unsteady quasi-geostrophic equations, which are a commonly used model for large-scale wind-driven ocean circulation. We derive…
This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for…
As fractional diffusion equations can describe the early breakthrough and the heavy-tail decay features observed in anomalous transport of contaminants in groundwater and porous soil, they have been commonly employed in the related…
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order…
A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and…
This paper deals with the diffusive limit of the Jin and Xin model and its approximation by an asymptotic preserving finite volume scheme. At the continuous level, we determine a convergence rate to the diffusive limit by means of a…
B\'ezier simplex fitting algorithms have been recently proposed to approximate the Pareto set/front of multi-objective continuous optimization problems. These new methods have shown to be successful at approximating various shapes of Pareto…