Related papers: Effective maximum principles for spectral methods
In this work, two novel classes of structure-preserving spectral Galerkin methods are proposed which based on the Crank-Nicolson scheme and the exponential scalar auxiliary variable method respectively, for solving the coupled fractional…
We consider the second-order in time Strang-splitting approximation for vector-valued and matrix-valued Allen-Cahn equations. Both the linear propagator and the nonlinear propagator are computed explicitly. For the vector-valued case, we…
We develop a family of stabilized backward differentiation formula (sBDF) schemes of orders one through four for semilinear parabolic equations. The proposed methods are designed to achieve three properties that are rarely available…
We prove optimal regularity results for solutions to linear kinetic Fokker-Planck equations in bounded domains. Our contributions are two-fold. First, we establish the sharp $C^{1/2}$ regularity for either diffuse reflection or prescribed…
We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation…
The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of…
The Euler scheme is up to date the most important numerical method for ordinary differential inclusions, because the use of the available higher-order methods is prohibited by their enormous complexity after spatial discretization.…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
This paper aims to improve guaranteed error control for the Stokes problem with a focus on pressure-robustness, i.e. for discretisations that compute a discrete velocity that is independent of the exact pressure. A Prager--Synge type result…
Numerical ``direct'' approaches to time-optimal control often fail to find solutions that are singular in the sense of the Pontryagin Maximum Principle, performing better when searching for saturated (bang-bang) solutions. In previous work…
We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…
The ubiquity of semilinear parabolic equations has been illustrated in their numerous applications ranging from physics, biology, to materials and social sciences. In this paper, we consider a practically desirable property for a class of…
Approximating solutions of ordinary and partial differential equations constitutes a significant challenge. Based on functional expressions that inherently depend on neural networks, neural forms are specifically designed to precisely…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…
We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary.…
This work presents a non-linear extension of the high-order discretisation framework based on the Variational Multiscale (VMS) method previously introduced for steady linear problems. We build on the concept of an optimal projector defined…
The first aim of this paper is to examine existence, uniqueness and regularity for the Cahn-Hilliard-Cook (CHC) equation in space dimension $d\leq 3$. By applying a spectral Galerkin method to the infinite dimensional equation, we elaborate…