Related papers: Stochastic fractional integro-differential equatio…
The strong convergence of numerical methods for stochastic differential equations (SDEs) for $t\in[0,\infty)$ is proved. The result is applicable to any one-step numerical methods with Markov property that have the finite time strong…
This paper is the second in a series of works on weak convergence of one-step schemes for solving stochastic differential equations (SDEs) with one-sided Lipschitz conditions. It is known that the super-linear coefficients may lead to a…
The purpose of this paper is to study well-posedness of the initial value problem (IVP) for the inhomogeneous nonlinear Schr\"odinger equation (INLS) $$ i u_t +\Delta u+\lambda|x|^{-b}|u|^\alpha u = 0, $$ where $\lambda=\pm 1$ and $\alpha$,…
We revisit the numerical stability of four well-established explicit stochastic integration schemes through a new generic benchmark stochastic differential equation designed to assess asymptotic statistical accuracy and stability…
We provide a priori error estimates for variational approximations of the ground state eigenvalue and eigenvector of nonlinear elliptic eigenvalue problems of the form $-{div} (A\nabla u) + Vu + f(u^2) u = \lambda u$, $\|u\|_{L^2}=1$. We…
We prove that the initial value problem for Force-free Electrodynamics in Euler variables is not well posed. We establish this result by showing that a well-posedness criterion provided by Kreiss fails to hold for this theory, and using a…
Motivated by weak convergence results in the paper of Takahashi and Yoshida (2005), we show strong convergence for an accelerated Euler-Maruyama scheme applied to perturbed stochastic differential equations. The Milstein scheme with the…
We propose a modification of the standard linear implicit Euler integrator for the weak approximation of parabolic semilinear stochastic PDEs driven by additive space-time white noise. The new method can easily be combined with a finite…
We present a method for approximating solutions of Stochastic Differential Equations (SDEs) with arbitrary rates. This approximation is derived for bounded and measurable test functions. Specifically, we demonstrate that, leveraging the…
We investigate the variable-exponent Abel integral equations and corresponding fractional Cauchy problems. The main contributions of the work are enumerated as follows: (i) We develop an approximate inversion technique for variable-exponent…
The paper is devoted to the approximate solutions of the Fredholm integral equations of the second kind with the weak singular kernel that can have additional singularity in the numerator. We describe two problems that lead to such…
We prove a weak rate of convergence of a fully discrete scheme for stochastic Cahn--Hilliard equation with additive noise, where the spectral Galerkin method is used in space and the backward Euler method is used in time. Compared with the…
This paper analyses a Kirchhoff type quasilinear space-time fractional integro-differential equation with memory $(\mathcal{K}^{s}_{\alpha})$. Various a priori bounds are derived in different norms on the solution of the considered…
This paper is devoted to a nonlinear singular Riemann-Liouville type fractional differential equation, the local existence of whose continuous solutions under the weakest condition remained as an open problem until now. The singularity of…
We analyse a Monte Carlo particle method for the simulation of the calibrated Heston-type local stochastic volatility (H-LSV) model. The common application of a kernel estimator for a conditional expectation in the calibration condition…
Exponential stability of modified truncated Euler-Maruyama method for stochastic differential equations are investigated in this paper. Sufficient conditions for the $p$-th moment and almost sure exponential stability of the given numerical…
We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using…
We study the strong approximation of stochastic differential equations with discontinuous drift coefficients and (possibly) degenerate diffusion coefficients. To account for the discontinuity of the drift coefficient we construct an…
This paper explores the well-posedness of the Cauchy problem for the Fokker-Planck equation associated with the partial differential operator $L$ with low regularity condition. To address uniqueness, we apply a recently developed…
The main objective of this article is to discuss the local existence of the solution to an initial value problem involving a non-linear differential equation in the sense of Riemann-Liouville fractional derivative of order $\sigma\in(1,2),$…