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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…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
This paper presents a new narrow-stencil finite difference method for approximating the viscosity solution of second order fully nonlinear elliptic partial differential equations including Hamilton-Jacobi-Bellman equations. The proposed…
We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…
This paper derives some discrete maximum principles for $P1$-conforming finite element approximations for quasi-linear second order elliptic equations. The results are extensions of the classical maximum principles in the theory of partial…
We consider a finite element method with symmetric stabilisation for the discretisation of the transient convection--diffusion equation. For the time-discretisation we consider either the second order backwards differentiation formula or…
A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…
A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…
In this article, we study the following fractional $p$-Laplacian equation with critical growth singular nonlinearity \begin{equation*} \quad (-\De_{p})^s u = \la u^{-q} + u^{\alpha}, u>0 \; \text{in}\; \Om,\quad u = 0 \; \mbox{in}\; \mb R^n…
In this paper, we study singular solutions of linear problems with fractional Laplacian. First, we establish B\^ocher type theorems on a punctured ball via distributional approach. Then, we develop a few interesting maximum principles on a…
We derive optimal order a posteriori error estimates for fully discrete approximations of the initial-boundary value problem for the heat equation. For the discretization in time we apply the fractional-step $\vartheta$-scheme and for the…
In this paper we establish $W^{1,p}$ estimates for solutions $u_\varepsilon$ to Laplace's equation with the Dirichlet condition in a bounded and perforated, not necessarily periodically, $C^1$ domain $\Omega_{\varepsilon, \eta}$ in…
The variable-order fractional Laplacian plays an important role in the study of heterogeneous systems. In this paper, we propose the first numerical methods for the variable-order Laplacian $(-\Delta)^{\alpha({\bf x})/2}$ with $0 <…
This paper extends the existing literature on empirical estimation of the confidence intervals associated to the Detrended Fluctuation Analysis (DFA). We used Montecarlo simulation to evaluate the confidence intervals. Varying the…
In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…
The purpose of this paper is to study and classify singular solutions of the Poisson problem $$ %\begin{equation}\label{eq 0.1} \left \{ \begin{aligned} {\mathcal L}^s_\mu u = f \quad\ {\rm in}\ \, \Omega\setminus \{0\},\\ u =0 \quad\ {\rm…
Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…
The purpose of this study is to propose a high-accuracy and fast numerical method for the Cauchy problem of the Laplace equation. Our problem is directly discretized by the method of fundamental solutions (MFS). The Tikhonov regularization…
We consider the isoparametric finite element method (FEM) for the Poisson equation in a smooth domain with the homogeneous Dirichlet boundary condition. Because the boundary is curved, standard triangulated meshes do not exactly fit it.…
We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously…