Related papers: The numerical solutions of linear semi-discrete ev…
We describe a new form of diagonalization for linear two point constant coefficient differential operators with arbitrary linear boundary conditions. Although the diagonalization is in a weaker sense than that usually employed to solve…
We study the local and global wellposedness of the initial-boundary value problem for the biharmonic Schr\"odinger equation on the half-line with inhomogeneous Dirichlet-Neumann boundary data. First, we obtain a representation formula for…
Recently, various evolutionary partial differential equations (PDEs) with a mixed derivative have been emerged and drawn much attention. Nonetheless, their PDE-theoretical and numerical studies are still in their early stage. In this paper,…
The classical half line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $bq(0,t)+q_x(0,t)=0$ is replaced with a dynamic Robin…
In this paper, we introduce and analyse a surface finite element discretization of advection-diffusion equations with uncertain coefficients on evolving hypersurfaces. After stating unique solvability of the resulting semi-discrete problem,…
We derive the solution representation for a large class of nonlocal boundary value problems for linear evolution PDEs with constant coefficients in one space variable. The prototypical such PDE is the heat equation, for which problems of…
This paper proposes and analyzes a full discretization of the exterior transient Stokes problem with Dirichlet boundary conditions. The method is based on a single layer boundary integral representation, using Galerkin semidiscretization in…
In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…
First, using the uniform decomposition in both physical and frequency spaces, we obtain an equivalent norm on modulation spaces. Secondly, we consider the Cauchy problem for the dissipative evolutionary pseudo-differential equation…
The aim of this article is to propose a systematic study of transparent boundary conditions for finite difference approximations of evolution equations. We try to keep the discussion at the highest level of generality in order to apply the…
In this paper we investigate the application of pseudo-transient-continuation (PTC) schemes for the numerical solution of semilinear elliptic partial differential equations, with possible singular perturbations. We will outline a residual…
The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…
Semidiscretization in time is studied for a class of quasi-linear evolution equations in a framework due to Kato, which applies to symmetric first-order hyperbolic systems and to a variety of fluid and wave equations. In the regime where…
In this paper, we study a linear convection-diffusion equation with time-dependent coefficients on a bounded interval. The problem includes inhomogeneous Dirichlet boundary conditions and is motivated by physical models where the…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that preserve positivity, even for super linear stochastic…
Initial-boundary value problems for 1-dimensional `completely integrable' equations can be solved via an extension of the inverse scattering method, which is due to Fokas and his collaborators. A crucial feature of this method is that it…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
The resolution of a very large class of linear and non-linear, stationary and evolutive partial differential problems in the half-space (or similar) under the slip boundary condition is reduced here to that of the corresponding results for…