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We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are certain partial differential operators involving…

Probability · Mathematics 2023-08-22 Suprio Bhar , Rajeev Bhaskaran , Arvind Kumar Nath

We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…

Astrophysics · Physics 2009-11-13 Paul R. Estrada , Jeffrey N. Cuzzi

In this work, we present the construction of two distinct finite element approaches to solve the Porous Medium Equation (PME). In the first approach, we transform the PME to a log-density variable formulation and construct a continuous…

Numerical Analysis · Mathematics 2023-03-28 Arjun Vijaywargiya , Guosheng Fu

The modeling of multi-phase flow is very challenging, given the range of scales as well as the diversity of flow regimes that one encounters in this context. We revisit the discrete equation method (DEM) for two-phase flow in the absence of…

Numerical Analysis · Mathematics 2023-03-01 Marco Petrella , Remi Abgrall , Siddhartha Mishra

We present a numerical method for solving the Monge-Ampere equation based on the characterization of the solution of the Dirichlet problem as the minimizer of a convex functional of the gradient and under convexity and nonlinear…

Numerical Analysis · Mathematics 2015-10-05 Gerard Awanou , Leopold Matamba Messi

We show that degenerate complex Monge-Ampere equations in a big cohomology class of a compact Kaehler manifold can be solved using a variational method independent of Yau's theorem. Our formulation yields in particular a natural…

Complex Variables · Mathematics 2009-07-28 R. J. Berman , S. Boucksom , V. Guedj , A. Zeriahi

This paper is concerned with the problem of counting solutions of stationary nonlinear Partial Differential Equations (PDEs) when the PDE is known to admit more than one solution. We suggest tackling the problem via a sampling-based…

Analysis of PDEs · Mathematics 2025-03-03 Martin Kolodziejczyk , Michela Ottobre , Gideon Simpson

We generalize the classical Monge-Kantorovich duality--typically established for tight (Radon) probability measures--to separable Baire probability measures, which are strictly more general than tight measures on completely regular…

Optimization and Control · Mathematics 2025-09-23 Mohammed Bachir

The deep Kolmogorov method is a simple and popular deep learning based method for approximating solutions of partial differential equations (PDEs) of the Kolmogorov type. In this work we provide an error analysis for the deep Kolmogorov…

Numerical Analysis · Mathematics 2025-11-25 Iulian Cîmpean , Thang Do , Lukas Gonon , Arnulf Jentzen , Ionel Popescu

Coupled-mode systems are used in physical literature to simplify the nonlinear Maxwell and Gross-Pitaevskii equations with a small periodic potential and to approximate localized solutions called gap solitons by analytical expressions…

Analysis of PDEs · Mathematics 2009-11-13 Dmitry Pelinovsky , Guido Schneider

A new method is introduced for studying boundary value problems for a class of linear PDEs with {\it variable} coefficients. This method is based on ideas recently introduced by the author for the study of boundary value problems for PDEs…

Analysis of PDEs · Mathematics 2007-05-23 A. S. Fokas

We propose three iterative methods for solving the Moser-Veselov equation, which arises in the discretization of the Euler-Arnold differential equations governing the motion of a generalized rigid body. We start by formulating the problem…

Numerical Analysis · Mathematics 2021-09-02 Joao R. Cardoso , Pedro Miraldo

In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…

Numerical Analysis · Mathematics 2018-01-03 Elisabetta Carlini , Francisco J. Silva

The method exploits the contraction of space to systematically obtain compact solitary solutions. The latter is provided for the incompressible Euler and Navier-Stokes PDE. The nonlinear response of momentum advection is moved into a term…

Analysis of PDEs · Mathematics 2023-11-28 Johannes Lawen

We consider strongly coupled competitive elliptic systems that arise in the study of two-component Bose-Einstein condensates. As the coupling parameter tends to infinity, solutions that remain uniformly bounded are known to converge to a…

Analysis of PDEs · Mathematics 2019-03-25 Jean-Baptiste Casteras , Christos Sourdis

This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coefficients of the SDE, this paper derives explicit quantitative…

Probability · Mathematics 2025-09-30 Dan Noelck

This paper introduces a general class of Replicator-Mutator equations on a multi-dimensional fitness space. We establish a novel probabilistic representation of weak solutions of the equation by using the theory of Fockker-Planck-Kolmogorov…

Analysis of PDEs · Mathematics 2020-03-16 Lijun Bo , Huafu Liao

We consider elliptic diffusion problems with a random anisotropic diffusion coefficient, where, in a notable direction given by a random vector field, the diffusion strength differs from the diffusion strength perpendicular to this notable…

Numerical Analysis · Mathematics 2018-02-13 Helmut Harbrecht , Marc Schmidlin

Kolmogorov $n$-widths and low-rank approximations are studied for families of elliptic diffusion PDEs parametrized by the diffusion coefficients. The decay of the $n$-widths can be controlled by that of the error achieved by best $n$-term…

Numerical Analysis · Mathematics 2015-02-12 Markus Bachmayr , Albert Cohen

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi
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