Related papers: The second-order formulation of the $P_N$ equation…
As more and more numerical and analytical solutions to the linear neutron transport equation become available, verification of numerical results is increasingly important. This presentation concerns the development of another benchmark for…
This paper builds on recent developments of adaptive methods for linear transport equations based on certain stable variational formulations of Petrov-Galerkin type. The variational formulations allow us to employ meshes with cells of…
We consider a system of PDEs of Monge-Kantorovich type that, in the isotropic case, describes the stationary configurations of two-layers models in granular matter theory with a general source and a general boundary data. We propose a new…
An asymptotic analysis is used to derive a set of diffusion approximations to the nonclassical transport equation with isotropic scattering. These approximations are shown to reduce to the simplified P$_N$ equations under the assumption of…
This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…
We introduce an exact parameterized extended system such that, under adequate data, between the components of its solution, there is the solution of the weak formulation of the homogeneous Dirichlet problem for the stationary Stokes…
In this paper, we establish the second order estimates of solutions to the first initial-boundary value problem for general Hessian type fully nonlinear parabolic equations on Riemannian manifolds. The techniques used in this article can…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
In this study a spatio-temporal approach for the solution of the time-dependent Boltzmann (transport) equation is derived. Finding the exact solution using the Boltzmann equation for the general case is generally an open problem and…
We present a framework for constructing a first-order hyperbolic system whose solution approximates that of a desired higher-order evolution equation. Constructions of this kind have received increasing interest in recent years, and are…
Ion transport, the movement of ions across a cellular membrane, plays a crucial role in a wide variety of biological processes and can be described by the Poisson-Nernst-Planck equations with steric effects (PNP-steric equations). In this…
We consider the Cauchy problem for a linear stochastic partial differential equation. By extending the parametrix method for PDEs whose coefficients are only measurable with respect to the time variable, we prove existence, regularity in…
Nonstationary and nonequilibrium processes are considered on the basis of an Enskog-Landau kinetic equation using a boundary conditions method. A nonstationary solution of this equation is found in the pair collision approximation. This…
This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…
In this volume a theory for models of transport in the presence of a free boundary is developed. Macroscopic laws of transport are described by PDEs. When the system is open, there are several mechanisms to couple the system with the…
The numerical solution of differential equations can be formulated as an inference problem to which formal statistical approaches can be applied. However, nonlinear partial differential equations (PDEs) pose substantial challenges from an…
We introduce a class of second order backward stochastic differential equations and show relations to fully non-linear parabolic PDEs. In particular, we provide a stochastic representation result for solutions of such PDEs and discuss Monte…
This paper proposes a backstepping boundary control design for robust stabilization of linear first-order coupled hyperbolic partial differential equations (PDEs) with Markov-jumping parameters. The PDE system consists of 4 X 4 coupled…
We introduce a Benamou-Brenier formulation for the continuous-time martingale optimal transport problem as a weak length relaxation of its discrete-time counterpart. By the correspondence between classical martingale problems and…
Numerical methods for stochastic partial differential equations typically estimate moments of the solution from sampled paths. Instead, we shall directly target the deterministic equations satisfied by the first and second moments, as well…