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The initial-value problem for the drift-diffusion equation arising from the model of semiconductor device simulations is studied. The dissipation on this equation is given by the fractional Laplacian. When the exponent of the fractional…

Analysis of PDEs · Mathematics 2016-05-25 Masakazu Yamamoto , Yuusuke Sugiyama

We investigate the qualitative behaviour of the solutions of a stochastic boundary value problem on the half-line for a nonlinear system of parabolic reaction-diffusion equations, from a numerical point of view. The model describes the…

Numerical Analysis · Mathematics 2024-12-24 Francesca Arceci , Daniela Morale , Stefania Ugolini

The Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…

Numerical Analysis · Mathematics 2017-12-27 Iqra Javed , Ashfaq Ahmad , Muzammil Hussain , S. Iqbal

Solving partial differential equations (PDEs) with discontinuous solutions , such as shock waves in multiphase viscous flow in porous media , is critical for a wide range of scientific and engineering applications, as they represent sudden…

Fluid Dynamics · Physics 2025-03-25 Jassem Abbasi , Ameya D. Jagtap , Ben Moseley , Aksel Hiorth , Pål Østebø Andersen

It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to…

Probability · Mathematics 2021-01-13 Sigurd Assing , John Herman

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

Partial differential equations (PDEs) play a fundamental role in modeling and simulating problems across a wide range of disciplines. Recent advances in deep learning have shown the great potential of physics-informed neural networks…

Machine Learning · Computer Science 2022-01-31 Pu Ren , Chengping Rao , Yang Liu , Jianxun Wang , Hao Sun

The global existence of bounded solutions to reaction-diffusion systems with fractional diffusion in the whole space $\mathbb R^N$ is investigated. The systems are assumed to preserve the non-negativity of initial data and to dissipate…

Analysis of PDEs · Mathematics 2025-02-25 Phuoc-Tai Nguyen , Bao Quoc Tang

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We extend Regularised Diffusion-Shock (RDS) filtering from Euclidean space $\mathbb{R}_2$ [1] to position-orientation space $\mathbb{M}_2 \cong \mathbb{R}^2 \times S^1$. This has numerous advantages, e.g. making it possible to enhance and…

Differential Geometry · Mathematics 2026-03-20 Finn M. Sherry , Kristina Schaefer , Remco Duits

In this paper we present computational techniques to investigate the solutions of two-component, nonlinear reaction-diffusion (RD) systems on arbitrary surfaces. We build on standard techniques for linear and nonlinear analysis of RD…

Computational Engineering, Finance, and Science · Computer Science 2016-05-06 Daljit Singh J. Dhillon , Michel C. Milinkovitch , Matthias Zwicker

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…

Machine Learning · Computer Science 2026-01-30 Dai Shi , Lequan Lin , Andi Han , Luke Thompson , José Miguel Hernández-Lobato , Zhiyong Wang , Junbin Gao

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

In this paper, we study well-posedness of random periodic solutions of stochastic differential equations (SDEs) of McKean-Vlasov type driven by a two-sided Brownian motion, where the random periodic behaviour is characterised by the…

Probability · Mathematics 2024-12-05 Jianhai Bao , Goncalo Dos Reis , Yue Wu

We study the spectral stability of a 2D discrete Schr\"{o}dinger equation on a square lattice, in the simultaneous presence of a fractional Laplacian and $\cal{PT}$ symmetry. For that purpose, we compute the plane-wave spectrum in closed…

Pattern Formation and Solitons · Physics 2022-11-16 Mario I. Molina

In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…

Numerical Analysis · Mathematics 2022-08-17 Jean-François Chassagneux , Mohan Yang

We introduce a new class of numerical methods for solving McKean-Vlasov stochastic differential equations, which are relevant in the context of distribution-dependent or mean-field models, under super-linear growth conditions for both the…

Numerical Analysis · Mathematics 2025-02-10 Jiamin Jian , Qingshuo Song , Xiaojie Wang , Zhongqiang Zhang , Yuying Zhao

Fractional-order differential equations (FDEs) enhance traditional differential equations by extending the order of differential operators from integers to real numbers, offering greater flexibility in modeling complex dynamical systems…

Machine Learning · Computer Science 2025-03-24 Qiyu Kang , Xuhao Li , Kai Zhao , Wenjun Cui , Yanan Zhao , Weihua Deng , Wee Peng Tay

In this thesis we investigate how the nonlocalities affect the study of different PDEs coming from physics, and we analyze these equations under almost optimal assumptions of the nonlinearity. In particular, we focus on the fractional…

Analysis of PDEs · Mathematics 2024-02-14 Marco Gallo