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We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…
Similarity solutions for a one-dimensional mathematical model for thawing in a saturated semi-infinite porous media is considered when change of phase induces a density jump and a convective boundary condition is imposed at the fixed face…
This paper introduces a novel approach to compute the numerical fluxes at the cell boundaries in the finite volume approach. Explicit gradients used in deriving the reconstruction polynomials are replaced by high-order gradients computed by…
In this paper, we study a free boundary problem, which arises from an optimal trading problem of a stock that is driven by a uncertain market status process. The free boundary problem is a variational inequality system of three functions…
We consider derivatives written on multiple underlyings in a one-period financial market, and we are interested in the computation of model-free upper and lower bounds for their arbitrage-free prices. We work in a completely realistic…
We consider conservation laws with source terms in a bounded domain with Dirichlet boundary conditions. We first prove the existence of a strong trace at the boundary in order to provide a simple formulation of the entropy boundary…
We study a fractional analogue of a plasma problem arising from physics. Specifically, for a fixed bounded domain $\Omega$ we study solutions to the eigenfunction equation \[ (- \Delta)^s u = \lambda(u- \gamma)_+ \] with $u \equiv 0$ on…
This work focuses on the numerical solution of hyperbolic conservations laws (possibly endowed with a source term) using the Active Flux method. This method is an extension of the finite volume method. Instead of solving a Riemann Problem,…
A new analytical formulation is prescribed to solve the Helmholtz equation in 2D with arbitrary boundary. A suitable diffeomorphism is used to annul the asymmetries in the boundary by mapping it into an equivalent circle. This results in a…
Ordinary differential equations (ODEs) are the primary means to modelling dynamical systems in many natural and engineering sciences. The number of equations required to describe a system with high heterogeneity limits our capability of…
In the present study, a discrete forcing Immersed Boundary Method (IBM) is proposed for the numerical simulation of high-speed flow problems including heat exchange. The flow field is governed by the compressible Navier-Stokes equations,…
A Lax-Oleinik type explicit formula for 1D scalar balance laws has been recently obtained for the pure initial value problem by Adimurthi et al. in [1]. In this article, by introducing a suitable boundary functional, we establish a…
A well-posed initial-boundary value problem is formulated for the model problem of the vector wave equation subject to the divergence-free constraint. Existence, uniqueness and stability of the solution is proved by reduction to a system…
Performance of optimization on quadratic problems sensitively depends on the low-lying part of the spectrum. For large (effectively infinite-dimensional) problems, this part of the spectrum can often be naturally represented or approximated…
The present paper studies the fractional $p$-Laplacian boundary value problems with jumping nonlinearities at zero or infinity and obtain the existence of multiple solutions and sign-changing solutions by constructing the suitable…
We obtain estimates on the continuous dependence on the coefficient for second order non-linear degenerate Neumann type boundary value problems. Our results extend previous work of Cockburn et.al., Jakobsen-Karlsen, and Gripenberg to…
Multifluid simulations of plasma sheaths are increasingly used to model a wide variety of problems in plasma physics ranging from global magnetospheric flows around celestial bodies to plasma-wall interactions in thrusters and fusion…
This work develops scientific computing techniques to further the exploration of using boundary control alone to optimize mixing in Stokes flows. The theoretical foundation including mathematical model and the optimality conditions for…
We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…
The aim of this study is to present a reliable combination of the differential transformation method (DTM) and Pad\'e approximants to make, for the first time, a semi-analytic analysis of the problem of free convection boundary-layer flow…