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Related papers: Singular kinetic equations and applications

200 papers

In this manuscript, an original numerical procedure for the nonlinear peridynamics on arbitrarily--shaped two-dimensional (2D) closed manifolds is proposed. When dealing with non parameterized 2D manifolds at the discrete scale, the problem…

Numerical Analysis · Mathematics 2023-09-27 Alessandro Coclite , Giuseppe Maria Coclite , Francesco Maddalena , Tiziano Politi

For hyperbolic first-order systems of linear partial differential equations (master equations), appearing in description of kinetic processes in physics, biology and chemistry we propose a new procedure to obtain their complete closed-form…

Analysis of PDEs · Mathematics 2007-05-23 E. I. Ganzha , V. M. Loginov , S. P. Tsarev

The need to describe abrupt changes or response of nonlinear systems to impulsive stimuli is ubiquitous in applications. Also the informal use of infinitesimal and infinite quantities is still a method used to construct idealized but…

Mathematical Physics · Physics 2024-01-17 Aleksandr Bryzgalov , Kevin Islami , Paolo Giordano

In this survey we report on some recent results related to various singular phenomena arising in the study of some classes of nonlinear elliptic equations. We establish qualitative results on the existence, nonexistence or the uniqueness of…

Analysis of PDEs · Mathematics 2007-05-23 Vicentiu Radulescu

The Neumann problem of linear elasticity is singular with a kernel formed by the rigid motions of the body. There are several tricks that are commonly used to obtain a non-singular linear system. However, they often cause reduced accuracy…

Numerical Analysis · Mathematics 2018-09-25 Miroslav Kuchta , Kent-Andre Mardal , Mikael Mortensen

In this paper, we prove a convergence theorem for singular perturbations problems for a class of fully nonlinear parabolic partial differential equations with ergodic structures. The limit function is represented as the viscosity solution…

Probability · Mathematics 2021-07-19 Mingshang Hu , Falei Wang

We study solutions to nonlinear hyperbolic systems with fully nonlinear relaxation terms in the limit of, both, infinitely stiff relaxation and arbitrary late time. In this limit, the dynamics is governed by effective systems of parabolic…

Analysis of PDEs · Mathematics 2012-10-18 Sebastiano Boscarino , Philippe G. LeFloch , Giovanni Russo

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Numerical Analysis · Mathematics 2022-03-02 Zhihui Liu , Zhonghua Qiao

The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. This problem is very important in applications but there is no systematic study of it. We present here a new technique, which…

Numerical Analysis · Mathematics 2017-03-13 V. N. Temlyakov

We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…

Probability · Mathematics 2023-09-20 Zdzisław Brzeźniak , Soham Gokhale , Utpal Manna

Motivated by singular limits for long-time optimal control problems, we investigate a class of parameter-dependent parabolic equations. First, we prove a turnpike result, uniform with respect to the parameters within a suitable regularity…

Optimization and Control · Mathematics 2023-08-30 Martin Hernandez , Enrique Zuazua

Modelling of singularities given by discontinuous functions or distributions by means of generalized functions has proved useful in many problems posed by physical phenomena. We introduce in a systematic way generalized functions of…

Functional Analysis · Mathematics 2010-07-12 Blagovest Damyanov

Global well-posedness and exponential decay to equilibrium are proved for the homogeneous Landau equation from kinetic theory. The initial distribution is only assumed to be bounded and decaying sufficiently fast at infinity. In particular,…

Analysis of PDEs · Mathematics 2014-01-07 Maria Gualdani , Nestor Guillen

We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form $ dX_t = b(X_t) dt + \sigma(X_t)\circ d W_t, X_0=x_0\in\mathbb{R}^d, t\geq0,$ with a possibly singular drift $b\in…

Probability · Mathematics 2021-09-28 Chengcheng Ling , Sebastian Riedel , Michael Scheutzow

This paper develops numerical methods for finding optimal dividend pay-out and reinsurance policies. A generalized singular control formulation of surplus and discounted payoff function are introduced, where the surplus is modeled by a…

Computational Finance · Quantitative Finance 2011-11-11 Zhuo Jin , George Yin , Chao Zhu

We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by…

Computational Physics · Physics 2009-11-07 S. S. Gousheh , H. R. Sepangi , K. Ghafoori-Tabrizi

Building on results obtained in [GVRS], we prove Local Stable and Unstable Manifold Theorems for nonlinear, singular stochastic delay differential equations. The main tools are rough paths theory and a semi-invertible Multiplicative Ergodic…

Probability · Mathematics 2020-03-09 Mazyar Ghani Varzaneh , Sebastian Riedel

This paper is devoted to strictly hyperbolic systems and equations with non-smooth coefficients. Below a certain level of smoothness, distributional solutions may fail to exist. We construct generalised solutions in the Colombeau algebra of…

Analysis of PDEs · Mathematics 2011-08-12 Claudia Garetto , Michael Oberguggenberger

This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is…

Numerical Analysis · Mathematics 2017-05-24 Francis Filbet , Chi-Wang Shu