Related papers: A variational scheme for hyperbolic obstacle probl…
In this paper, we study the problem concerning the approximation of a rigid obstacle for flows governed by the stationary Navier-Stokes equations in the two-dimensional case. The idea is to consider a highly viscous fluid in the place of…
We prove the existence and uniqueness of non-negative entropy solutions of the obstacle problem for stochastic porous media equations. The core of the method is to combine the entropy formulation with the penalization method.
In this paper we establish the convergence of a numerical scheme based, on the Finite Element Method, for a time-independent problem modelling the deformation of a linearly elastic elliptic membrane shell subjected to remaining confined in…
We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…
We study the water hammer problem in the case of a sudden closing of a valve upstream, and we consider a Lax-Wendroff finite difference scheme in order to obtain a numerical solution of this problem. In order to establish the approximation…
In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…
We consider the numerical approximation of a system of partial differential equations involving a nonlinear Schr\"odinger equation coupled with a hyperbolic conservation law. This system arises in models for the interaction of short and…
We propose a class of numerical schemes for nonlocal HJB variational inequalities (HJBVIs) with monotone drivers. The solution and free boundary of the HJBVI are constructed from a sequence of penalized equations, for which a continuous…
The construction of weak solutions to compressible Navier-Stokes equations via a numerical method (including a rigorous proof of the convergence) is in a short supply, and so far, available only for one sole numerical scheme suggested in…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
We consider a one-dimensional nonlocal hyperbolic model introduced to describe the formation and movement of self-organizing collectives of animals in homogeneous 1D environments. Previous research has shown that this model exhibits a large…
We propose a novel on-surface radiation condition to approximate the outgoing solution to the Helmholtz equation in the exterior of several impenetrable convex obstacles. Based on a local approximation of the Dirichlet-to-Neumann operator…
A mathematical method for through-wall imaging via wave phenomena in the time domain is introduced. The method makes use of a single reflected wave over a finite time interval and gives us a criterion whether a penetrable obstacle exists or…
In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for…
A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…
This paper concerns an inverse elastic scattering problem which is to determine a rigid obstacle from time domain scattered field data for a single incident plane wave. By using Helmholtz decomposition, we reduce the initial-boundary value…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
We propose an approximation scheme for a class of semilinear variational inequalities whose Hamiltonian is convex and coercive. The proposed scheme is a natural extension of a previous splitting scheme proposed by Liang, Zariphopoulou and…
We prove the well-posedness of weak entropy solutions of a scalar non-local traffic flow model with time delay. Existence is obtained by convergence of finite volume approximate solutions constructed by Lax-Friedrich and Hilliges-Weidlich…
The aim of this manuscript is to approach by means of first order differential equations/inclusions convex programming problems with two-block separable linear constraints and objectives, whereby (at least) one of the components of the…