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We present a novel uncertainty quantification approach for high-dimensional stochastic partial differential equations that reduces the computational cost of polynomial chaos methods by decomposing the computational domain into…

Numerical Analysis · Mathematics 2017-09-11 Ramakrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

We show the continuous dependence of solutions of linear nonautonomous second order parabolic partial differential equations (PDEs) with bounded delay on coefficients and delay. The assumptions are very weak: only convergence in the weak-*…

Analysis of PDEs · Mathematics 2022-07-19 Marek Kryspin , Janusz Mierczyński

Partial differential equations (PDEs) with spatially-varying coefficients arise throughout science and engineering, modeling rich heterogeneous material behavior. Yet conventional PDE solvers struggle with the immense complexity found in…

Graphics · Computer Science 2022-02-01 Rohan Sawhney , Dario Seyb , Wojciech Jarosz , Keenan Crane

We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial differential equations appear in the modelization of…

Probability · Mathematics 2013-12-31 Zhen-Qing Chen , Mounir Zili

We introduce a stochastic partial differential equation (SPDE) with elliptic operator in divergence form, with measurable and bounded coefficients and driven by space-time white noise. Such SPDEs could be used in mathematical modelling of…

Probability · Mathematics 2020-01-09 Mounir Zili , Eya Zougar

We develop a general framework for numerically solving differential equations while preserving invariants. As in standard projection methods, we project an arbitrary base integrator onto an invariant-preserving manifold, however, our method…

Numerical Analysis · Mathematics 2025-11-05 Benjamin Kwanen Tapley

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

We establish the existence of weak solutions of a nonlinear radiation-type boundary value problem for elliptic equation on divergence form with discontinuous leading coefficient. Quantitative estimates play a crucial role on the real…

Analysis of PDEs · Mathematics 2015-07-23 Luisa Consiglieri

In this article, we study about the solutions of second order linear differential equations by considering several conditions on the coefficients of homogenous linear differential equation and its associated non-homogenous linear…

Complex Variables · Mathematics 2023-06-02 Naveen Mehra , Garima Pant , S. K. Chanyal

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Numerical Analysis · Mathematics 2022-05-04 Adam Andersson , Annika Lang , Andreas Petersson , Leander Schroer

Differential equations with constant and variable coefficients over octonions are investigated. It is found that different types of differential equations over octonions can be resolved. For this purpose non-commutative line integration is…

Complex Variables · Mathematics 2018-12-18 Sergey V. Ludkovsky

We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each…

Numerical Analysis · Mathematics 2017-10-25 Ramkrishna Tipireddy , Panos Stinis , Alexandre Tartakovsky

In this paper, we present a new method for estimating the $L_2$-gain of systems governed by 2nd order linear Partial Differential Equations (PDEs) in two spatial variables, using semidefinite programming. It has previously been shown that,…

Optimization and Control · Mathematics 2024-06-18 Declan S. Jagt , Matthew M. Peet

Learning the full family of solutions to parameterized partial differential equations (PDEs) is a central challenge to our ability to model the behavior of heterogeneous systems, with a variety of fundamental and application-oriented…

Computational Physics · Physics 2026-01-26 Milad Panahi , Giovanni Michele Porta , Monica Riva , Alberto Guadagnini

Local holomorphic solutions z=z(a) to a univariate sparse polynomial equation p(z) =0, in terms of its vector of complex coefficients a, are classically known to satisfy holonomic systems of linear partial differential equations with…

Algebraic Geometry · Mathematics 2015-06-26 Alicia Dickenstein , Timur Sadykov

We present the bilinear forms of the (continuous) Painlev\'e equations obtained from the continuous limit of the analogous expresssions for the discrete ones. The advantage of this method is that it leads to very symmetrical results. A new…

solv-int · Physics 2009-10-30 Y. Ohta , A. Ramani , B. Grammaticos , K. M. Tamizhmani

We consider the Cauchy problem for homogeneous linear $q$-difference-differential equations with constant coefficients. We characterise convergent, $k$-summable and multisummable formal power series solutions in terms of analytic…

Analysis of PDEs · Mathematics 2024-12-17 Kunio Ichinobe , Sławomir Michalik

The solutions of fractional differential equations (FDEs) have a natural singularity at the initial point. The accuracy of their numerical solutions is lower than the accuracy of the numerical solutions of FDEs whose solutions are…

Numerical Analysis · Mathematics 2018-06-11 Yuri Dimitrov , Ivan Dimov , Venelin Todorov

We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…

Numerical Analysis · Mathematics 2025-07-30 Erik Burman , Mats G. Larson , Karl Larsson , Carl Lundholm

This paper presents a novel approach for numerical solution of a class of fourth order time fractional partial differential equations (PDE's). The finite difference formulation has been used for temporal discretization, whereas, the space…

Numerical Analysis · Mathematics 2018-09-18 Muhammad Abbas
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