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We consider the periodic problem for two-fluid non-isentropic Euler-Maxwell systems in plasmas. By means of suitable choices of symmetrizers and an induction argument on the order of the time-space derivatives of solutions in energy…
The present work concerns the derivation of a numerical scheme to approximate weak solutions of the Euler equations with a gravitational source term. The designed scheme is proved to be fully well-balanced since it is able to exactly…
We analyse the exponential stability properties of a class of measure-valued equations arising in nonlinear multi-target filtering problems. We also prove the uniform convergence properties w.r.t. the time parameter of a rather general…
We study the strong $L^p$-convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Specifically, the drift is assumed to be in the…
We prove partial regularity of stationary solutions and minimizers $u$ from a set $\Omega\subset \mathbb R^n$ to a Riemannian manifold $N$, for the functional $\int_\Omega F(x,u,|\nabla u|^2) dx$. The integrand $F$ is convex and satisfies…
In this paper, using the Riemann-Liouville fractional integral with respect to another function and the $\psi-$Hilfer fractional derivative, we propose a fractional Volterra integral equation and the fractional Volterra integro-differential…
In this paper, we prove the existence of martingale solutions of a class of stochastic equations with pseudo-monotone drift of polynomial growth of arbitrary order and a continuous diffusion term with superlinear growth. Both the nonlinear…
The strong convergence of Euler approximations of stochastic delay differential equations is proved under general conditions. The assumptions on drift and diffusion coefficients have been relaxed to include polynomial growth and only…
In this paper, We study an one--dimensional morphogenesis model considered by C. Stinner et al. in (Math. Meth. Appl. Sci. 2012,35 (445-465). Under homogeneous boundary conditions, we prove the existence of nonconstant positive steady…
In this paper, we study a numerical method for the solution of partial differential equations on evolving surfaces. The numerical method is built on the stabilized trace finite element method (TraceFEM) for the spatial discretization and…
A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here…
This paper investigates oscillation-free stability conditions of numerical methods for linear parabolic partial differential equations with some example extrapolations to nonlinear equations. Not clearly understood, numerical oscillations…
In this paper we investigate the convergence rate of Euler-Maruyama scheme for a class of stochastic differential delay equations, where the corresponding coefficients may be highly nonlinear with respect to the delay variables. In…
In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate $\alpha$-stable processes (including cylindrical ones) with $\alpha \in (1,2)$. We first establish a quantitative estimate for the…
The stochastic logistic model with regime switching is an important model in the ecosystem. While analytic solution to this model is positive, current numerical methods are unable to preserve such boundaries in the approximation. So,…
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been…
We consider several different bidirectional Whitham equations that have recently appeared in the literature. Each of these models combine the full two-way dispersion relation from the incompressible Euler equations with a canonical shallow…