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This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

Numerical Analysis · Mathematics 2020-11-18 Jean Daniel Mukam , Antoine Tambue

In this paper the numerical approximation of solutions of Liouville-Master Equations for time-dependent distribution functions of Piecewise Deterministic Processes with memory is considered. These equations are linear hyperbolic PDEs with…

Numerical Analysis · Mathematics 2007-05-23 Mario Annunziato

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

Probability · Mathematics 2020-11-25 Martin Hutzenthaler , Arnulf Jentzen

We consider the projective Finsler metrizability problem: under what conditions the solutions of a given system of second-order ordinary differential equations (SODE) coincide with the geodesics of a Finsler metric, as oriented curves.…

Differential Geometry · Mathematics 2017-05-23 Tamás Milkovszki , Zoltán Muzsnay

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

Self-similar solutions of the so called Airy equations, equivalent to the dispersionless nonlinear Schr\"odinger equation written in Madelung coordinates, are found and studied from the point of view of complete integrability and of their…

Mathematical Physics · Physics 2019-11-12 Roberto Camassa , Gregorio Falqui , Giovanni Ortenzi , Marco Pedroni

The Immersed Boundary method is a simple, efficient, and robust numerical scheme for solving PDE in general domains, yet for fluid problems it only achieves first-order spatial accuracy near embedded boundaries for the velocity field and…

Numerical Analysis · Mathematics 2017-03-08 David B. Stein , Robert D. Guy , Becca Thomases

Time-dependent wave equations represent an important class of partial differential equations (PDE) for describing wave propagation phenomena, which are often formulated over unbounded domains. Given a compactly supported initial condition,…

Numerical Analysis · Mathematics 2021-07-21 Changjian Xie , Jingrun Chen , Xiantao Li

In wall-modeled large-eddy simulations (WMLES), the near-wall model plays a significant role in predicting the skin friction, although the majority of the boundary layer is resolved by the outer large-eddy simulation (LES) solver. In this…

Fluid Dynamics · Physics 2020-10-09 Kevin Patrick Griffin , Lin Fu

A formulation of the boundary integral method for solving partial differential equations has been developed whereby the usual weakly singular integral and the Cauchy principal value integral can be removed analytically. The broad…

Computational Physics · Physics 2019-10-02 E. Klaseboer , Q. Sun , D. Y. C. Chan

We consider a system of partial differential equations describing mass transport in a multicomponent isothermal compressible fluid. The diffusion fluxes obey the Fick-Onsager or Maxwell-Stefan closure approach. Mechanical forces result into…

Analysis of PDEs · Mathematics 2020-01-27 Dieter Bothe , Pierre-Etienne Druet

The Lie point symmetries of ordinary differential equations (ODEs) that are candidates for having the Painlev\'e property are explored for ODEs of order $n =2, \dots ,5$. Among the 6 ODEs identifying the Painlev\'e transcendents only…

Exactly Solvable and Integrable Systems · Physics 2018-02-02 Decio Levi , David Sekera , Pavel Winternitz

We derive the partial differential equation (PDE) to which the pseudo-potential lattice Boltzmann method (P-LBM) converges under diffusive scaling, providing a rigorous basis for its consistency analysis. By establishing a direct link…

We consider a rigid body freely moving in a compressible inviscid fluid within a bounded domain $\Omega\subset\mathbb{R}^3$. The fluid is thereby governed by the non necessarily isentropic compressible Euler equations, while the rigid body…

Analysis of PDEs · Mathematics 2025-12-11 Frédéric Rousset , Pei Su

Every linear system of partial differential equations (PDEs) admits a scaling symmetry in its dependent variables. In conjunction with other admitted symmetries of linear type, the associated invariant solution condition poses a linear…

Fluid Dynamics · Physics 2017-12-11 Michael Frewer

In this work, we explore various relevant aspects of the Smoothed Particle Hydrodynamics regarding Burger's equation. The stability, precision, and efficiency of the algorithm are investigated in terms of different implementations. In…

Computational Physics · Physics 2020-01-08 Chong Ye , Philipe Mota , Jin Li , Kai Lin , Wei-Liang Qian

In this paper we propose a geometric approach to study Painlev\'e equations appearing as constrained systems of three first-order ordinary differential equations. We illustrate this approach on a system of three first-order differential…

Exactly Solvable and Integrable Systems · Physics 2024-11-05 Galina Filipuk , Michele Graffeo , Giorgio Gubbiotti , Alexander Stokes

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

Probability · Mathematics 2026-02-11 Alexandra Blessing , Dirk Blömker

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

Probability · Mathematics 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

Numerical Analysis · Mathematics 2020-01-27 Antoine Tambue , Jean Daniel Mukam