Related papers: Linear PDE with Constant Coefficients
This paper is devoted to proving the strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients, where the slow component is a stochastic partial differential equations with locally…
The existence theory is developed for solutions of the inhomogeneous linearized field equations for causal variational principles. These equations are formulated weakly with an integral operator which is shown to be bounded and symmetric on…
We consider stochastic semilinear partial differential equations with Lipschitz nonlinear terms. We prove existence and uniqueness of an invariant measure and the existence of a solution for the corresponding Kolmogorov equation in the…
In this article I present a fast and direct method for solving several types of linear finite difference equations (FDE) with constant coefficients. The method is based on a polynomial form of the translation operator and its inverse, and…
There are many numerical methods for solving partial different equations (PDEs) on manifolds such as classical implicit, finite difference, finite element, and isogeometric analysis methods which aim at improving the interoperability…
We systematically introduce the idea of applying differential operator method to find a particular solution of an ordinary nonhomogeneous linear differential equation with constant coefficients when the nonhomogeneous term is a polynomial…
We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…
Starting with some fundamental concepts, in this article we present the essential aspects of spectral methods and their applications to the numerical solution of Partial Differential Equations (PDEs). We start by using Lagrange and…
The coefficient function of the leading differential operator is estimated from observations of a linear stochastic partial differential equation (SPDE). The estimation is based on continuous time observations which are localised in space.…
Stochastic Differential Equations (SDEs) in high dimension, having the structure of finite dimensional approximation of Stochastic Partial Differential Equations (SPDEs), are considered. The aim is to compute numerically expected values and…
In this paper, we present a framework for Stability Analysis of Systems of Coupled Linear Partial-Differential Equations. The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet,…
A novel method, connecting the space of solutions of a linear differential equation, of arbitrary order, to the space of monomials, is used for exploring the algebraic structure of the solution space. Apart from yielding new expressions for…
We investigate which polynomials can possibly occur as factors in the denominators of rational solutions of a given partial linear difference equation (PLDE). Two kinds of polynomials are to be distinguished, we call them /periodic/ and…
We study the copolynomials of $n$ variables, i.e. $K$-linear mappings from the ring of polynomials $K[x_1,...,x_n]$ into the commutative ring $K$. We prove an existence and uniqueness theorem for a linear differential equation of infinite…
Given a linear, constant coefficient partial differential equation in ${\mathbb{R}}^{d+1}$, where one independent variable plays the role of `time', a distributional solution is called a null solution if its past is zero. Motivated by…
The full history recursive multilevel Picard approximation method for semilinear parabolic partial differential equations (PDEs) is the only method which provably overcomes the curse of dimensionality for general time horizons if the…
An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…
In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…
A numerical explicit method to evaluates transient solutions of linear partial differential inhomogeneous equation with constant coefficients is proposed. A general form of the scheme for a specific linear inhomogeneous equation is shown.…
We study the second-order quasi-linear stochastic partial differential equations (SPDEs) defined on $C^1$ domains. The coefficients are random functions depending on $t,x$ and the unknown solutions. We prove the uniqueness and existence of…