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We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…

Analysis of PDEs · Mathematics 2021-07-01 Mark Freidlin , Leonid Koralov

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-25 Dohy Hong

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to…

Numerical Analysis · Mathematics 2014-10-14 Paola F. Antonietti , Marco Verani , Ludmil Zikatanov

We discuss the problem of parameter estimation in nonlinear stochastic differential equations based on sampled time series. A central message from the theory of integrating stochastic differential equations is that there exists in general…

Adaptation and Self-Organizing Systems · Physics 2015-06-26 J. Timmer

The parameter space of dynamical systems arising in applications is often found to be high-dimensional and difficult to explore. We construct a fast algorithm to numerically analyze "quantitative features" of dynamical systems depending on…

Numerical Analysis · Mathematics 2008-07-15 Christian Kuehn

An overview is given of the methods for treating complicated problems without small parameters, when the standard perturbation theory based on the existence of small parameters becomes useless. Such complicated problems are typical of…

High Energy Physics - Phenomenology · Physics 2011-07-19 V. I. Yukalov , E. P. Yukalova

The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…

Dynamical Systems · Mathematics 2021-01-22 Eric Foxall

In this paper we apply a two-stage sequential design to item calibration problems under a three-parameter logistic model assumption. The measurement errors of the estimates of the latent trait levels of examinees are considered in our…

Applications · Statistics 2013-05-23 Yuan-chin Ivan Chang

We study the asymptotic behavior of the solutions related to a family of singularly perturbed partial differential equations in the complex domain. The analytic solutions are asymptotically represented by a formal power series in the…

Analysis of PDEs · Mathematics 2015-02-26 Alberto Lastra , Stéphane Malek , Javier Sanz

Perturbative renormalization group theory is developed as a unified tool for global asymptotic analysis. With numerous examples, we illustrate its application to ordinary differential equation problems involving multiple scales, boundary…

High Energy Physics - Theory · Physics 2008-11-26 Lin-Yuan Chen , Nigel Goldenfeld , Y. Oono

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…

Numerical Analysis · Mathematics 2021-10-22 Peter Sentz , Kristian Beckwith , Eric C. Cyr , Luke N. Olson , Ravi Patel

This article firstly develops a proximal explicit approach for the generalized method of lines. In such a method, the domain of the PDE in question is discretized in lines and the equation solution is written on these lines as functions of…

Numerical Analysis · Mathematics 2019-05-08 Fabio Botelho

For a singularly perturbed elliptic model problem with two small parameters, we analyze finite element methods of any order on a Bakhvalov-type mesh. For convergence analysis, we construct a new interpolation by using the characteristics of…

Numerical Analysis · Mathematics 2020-11-26 Jin Zhang , Yanhui Lv

A singularly perturbed system for doubly diffusive convection equations, called the artificial compressible system, is considered on a two-dimensional infinite layer for a parameters range where the Hopf bifurcation occurs in the…

Analysis of PDEs · Mathematics 2021-05-26 Chun-Hsiung Hsia , Yoshiyuki Kagei , Takaaki Nishida , Yuka Teramoto

In this article, we address singularly perturbed two-parameter parabolic problem of the reaction-convection-diffusion type in two dimensions. These problems exhibit discontinuities in the source term and convection coefficient at particular…

Numerical Analysis · Mathematics 2024-09-04 Nirmali Roy , Anuradha Jha

In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…

Probability · Mathematics 2012-07-03 M. Freidlin , L. Koralov

We apply a recently suggested new strategy to solve differential equations for Feynman integrals. We develop this method further by analyzing asymptotic expansions of the integrals. We argue that this allows the systematic application of…

High Energy Physics - Theory · Physics 2015-06-18 Johannes M. Henn , Alexander V. Smirnov , Vladimir A. Smirnov

This note provides a detailed algorithm to the application of local (perturbation) analysis of differential equations which is normally taught at graduate math courses. Exercise books often present more abstract and simplified versions of…

Classical Analysis and ODEs · Mathematics 2017-10-05 Alexander Maslov , David Amundsen

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

This paper deals with a version of the two-timing method which describes various `slow' effects caused by externally imposed `fast' oscillations. Such small oscillations are often called \emph{vibrations} and the research area can be…

Dynamical Systems · Mathematics 2021-09-02 Vladimir A. Vladimirov